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Dividend yields, business conditions, and expected security returns : a South African perspective
Bibliography: leaves 93-97.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
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Department of Finance and Tax
2015
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| _version_ | 1867613235289522176 |
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| access_status_str | Open Access |
| author | Kennedy-Good, Jonathan |
| author2 | Wormald, Michael |
| author_browse | Kennedy-Good, Jonathan Wormald, Michael |
| author_facet | Wormald, Michael Kennedy-Good, Jonathan |
| author_sort | Kennedy-Good, Jonathan |
| collection | Thesis |
| description | Bibliography: leaves 93-97. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/11417 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:54.720Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2015 |
| publishDateRange | 2015 |
| publishDateSort | 2015 |
| publisher | Department of Finance and Tax |
| publisherStr | Department of Finance and Tax |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/11417 Dividend yields, business conditions, and expected security returns : a South African perspective Kennedy-Good, Jonathan Wormald, Michael Roeleveld, Jennifer Commerce Bibliography: leaves 93-97. The analysis of this topic has continued to draw attention from academics such as Jensen Johnson and Mercer (1996), Patelis (1997) and Booth and Booth (2001) who examine the results of Fama et al. (1988) under differing monetary policy regimes. Jensen et al. (1996) posit that monetary stringency affects investors' required rate of return, which is consistent with Fama et al.'s (1989) arguments that predictable variation in returns reflects rational variation in required returns. Patelis (1997) finds that monetary variables used in his analysis are marginally significant predictors of security returns across different time horizons, while Booth et al. (2001) find that measures of the stance of monetary policy contain significant explanatory information that may be used to forecast expected stock and bond returns. 2015-01-05T07:10:03Z 2015-01-05T07:10:03Z 2003 Master Thesis Masters MCom http://hdl.handle.net/11427/11417 eng application/pdf Department of Finance and Tax Faculty of Commerce University of Cape Town |
| spellingShingle | Commerce Kennedy-Good, Jonathan Dividend yields, business conditions, and expected security returns : a South African perspective |
| thesis_degree_str | Master's |
| title | Dividend yields, business conditions, and expected security returns : a South African perspective |
| title_full | Dividend yields, business conditions, and expected security returns : a South African perspective |
| title_fullStr | Dividend yields, business conditions, and expected security returns : a South African perspective |
| title_full_unstemmed | Dividend yields, business conditions, and expected security returns : a South African perspective |
| title_short | Dividend yields, business conditions, and expected security returns : a South African perspective |
| title_sort | dividend yields business conditions and expected security returns a south african perspective |
| topic | Commerce |
| url | http://hdl.handle.net/11427/11417 |
| work_keys_str_mv | AT kennedygoodjonathan dividendyieldsbusinessconditionsandexpectedsecurityreturnsasouthafricanperspective |