Dissecting the South African Equity Markets Into Sectors and States

Penulis
Tiada maklumat
Penerbit
KS OmniScriptum Publishing
Diterbitkan
20140717
ISBN
9783659499081
Kawasan pendaftaran ISBN
Kawasan berbahasa Jerman (ISBN 978-3)

Huraian

It is common to consider financial markets as made up of stocks which can be grouped according to similar characteristics. The understanding of grouping characteristics is important for understanding the overall dynamics of the market in which such clustering takes place. The appearance of grouping or clustering behaviour may be due mainly to random effects due to overlapping properties when the number of stocks is high.