Do macroeconomic variables explain future stock market movements in South Africa?

This study aims to address the empirical question of whether macroeconomic variables drive future stock market returns in South Africa. If found, the macroeconomic variables would therefore constitute useful predictive information for the future FTSE/JSE All Share Index. The data was examined from 1...

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Bibliographic Details
Main Author: MacFarlane, Andrew
Other Authors: West, Darron
Format: Dissertation
Language:English
Published: University of Cape Town 2015
Subjects:
Online Access:http://hdl.handle.net/11427/12476