The effect on share prices listed on the JSE due to a non-investment grade announcement in the short term

This report examines the effect on share prices listed on the JSE due to a sovereign downgrade announcement to non-investment status in the short term. More specifically, it tests the Index response to such an announcement; the presence of information leakage prior to the announcement date; the exte...

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Bibliographic Details
Main Author: Croeser, Gawie
Other Authors: de Carcenac, Daniel
Language:en
Published: University of Pretoria 2018
Subjects:
Online Access:http://hdl.handle.net/2263/64835
Croeser, G 2017, The effect on share prices listed on the JSE due to a non-investment grade announcement in the short term, MBA Mini Dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/64835>