Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Empirical essays in financial economics
Includes bibliographical references (leaves 156-171).
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Economics
2014
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
| _version_ | 1867613602019540992 |
|---|---|
| access_status_str | Open Access |
| author | Endi, Ali Ahmed |
| author2 | Abraham, Haim |
| author_browse | Abraham, Haim Endi, Ali Ahmed |
| author_facet | Abraham, Haim Endi, Ali Ahmed |
| author_sort | Endi, Ali Ahmed |
| collection | Thesis |
| description | Includes bibliographical references (leaves 156-171). |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/10455 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:38:45.217Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | School of Economics |
| publisherStr | School of Economics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/10455 Empirical essays in financial economics Endi, Ali Ahmed Abraham, Haim Economics Includes bibliographical references (leaves 156-171). Paper 1 focuses on implied volatility estimation and investigates the volatility smile in a South African context with fourteen stocks listed on JSE Limited and fifty-nine options on these underlying stocks for the period April 4, 2002 to November 8, 2008. Paper 2 uses an empirical approach, based on the CAPM model, to study the risk and return relationships of A shares (available for domestic investors) and B shares (available for foreign investors) in the Shanghai Stock Exchange. Paper 3 takes an empirical approach to examine and compare three different methods for measuring the trade-off between the risk and the return of trading stocks in both South Africa and China. Paper 4 suggests an empirical framework as a possible mechanism to describe asset-price bubbles. 2014-12-28T20:13:23Z 2014-12-28T20:13:23Z 2010 Doctoral Thesis Doctoral PhD http://hdl.handle.net/11427/10455 eng application/pdf School of Economics Faculty of Commerce University of Cape Town |
| spellingShingle | Economics Endi, Ali Ahmed Empirical essays in financial economics |
| thesis_degree_str | Doctoral |
| title | Empirical essays in financial economics |
| title_full | Empirical essays in financial economics |
| title_fullStr | Empirical essays in financial economics |
| title_full_unstemmed | Empirical essays in financial economics |
| title_short | Empirical essays in financial economics |
| title_sort | empirical essays in financial economics |
| topic | Economics |
| url | http://hdl.handle.net/11427/10455 |
| work_keys_str_mv | AT endialiahmed empiricalessaysinfinancialeconomics |