Logistic regression to determine significant factors associated with share price change

Logistic regression to determine significant factors associated with share price change

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This thesis investigates the factors that are associated with annual changes in the share price of Johannesburg Stock Exchange (JSE) listed companies. In this study, an increase in value of a share is when the share price of a company goes up by the end of the financial year as compared to the previ...

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Bibliographic Details
Main Author: Muchabaiwa, Honest
Other Authors: Muchengetwa, S.
Format: Others
Language:en
Published: 2014
Subjects:
Logistic regression
Binary logistic regression
Share price
Stock exchange
Akaike’s Information Criterion
Wald Test
Score test
Enter method
Stepwise logistic regression
519.536
Logistic regression analysis
Market share
Akaike Information Criterion
Online Access:http://hdl.handle.net/10500/13229

Internet

http://hdl.handle.net/10500/13229

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