Now showing items 1-4 of 4

    • The day-of-the-week effect as a risk for hedge fund managers 

      Heymans, André (North-West University, 2005)
      The day-of-the-week effect is a market anomaly that manifests as the cyclical behaviour of traders in the market. This market anomaly was first observed by M.F.M. Osborne (1959). The literature distinguishes between two ...
    • Measuring the systemic risk in the South African and United States banking sectors 

      Foggitt, Gregory Malcolm (North-West University (South Africa) , Potchefstroom Campus, 2016)
      Systemic risk can affect the entire global financial system and may therefore be one of the most important financial risks – yet it remains one of the least understood. The sub-prime crisis in 2008 illustrated how systemic ...
    • Modeling return volatility on the JSE sectors 

      Makoko, Katleho (North-West University (South Africa). Vanderbijlpark Campus, 2019)
      Modelling and forecasting volatility are essential functions in different fields of finance, particularly in the quantitative risk management departments of banks and insurance companies. Volatility within the stock market ...
    • Supply Response of Field Crops in South Africa 

      Adeyemi, O.A. (North-West University, 2019)
      Existing empirical evidence on agricultural supply response is very mixed, ambiguous and generally assumed to be inelastic. This study develops an econometric framework to test the hypothesis that supply is inelastic and ...