Free float and liquidity screening of the JSE
Current index construction techniques screen potential index constituents in order to exclude those with a low liquidity and/or free float, the actual percentage of shares available for trade, to provide an improved performance benchmark. Four techniques have been applied to the JSE to determine an...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
2001-12-01
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| Series: | South African Journal of Business Management |
| Online Access: | https://sajbm.org/index.php/sajbm/article/view/725 |