Application of the Altman Z-EM-Score and piotroski F-Score to the Johannesburg Securities Exchange as short selling instrument

This research investigated the effectiveness of the Altman Z-EM-Score and the Piotroski F-Score as tools that can be used to identify stocks on the JSE that may be shorted for an abnormal return. A fundamental assumption of the efficient market hypothesis is that an abnormal return cannot be made in...

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Bibliographic Details
Main Author: Oyebode, Akinboye
Other Authors: Miller, Craig
Language:en
Published: University of Pretoria 2017
Subjects:
Online Access:http://hdl.handle.net/2263/59746
Oyebode, A 2017, Application of the Altman Z-EM-Score and piotroski F-Score to the Johannesburg Securities Exchange as short selling instrument, MBA Mini Dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/59746>