Market timing on the Johannesburg stock exchange using derivative instruments

Omega

Volumn 25, Issue 1, 1997, Pages 81-91

  Waksman, G ^a   Sandler, M ^a   Ward, Mike ^a   Firer, C ^a  

^a UNIVERSITY OF THE WITWATERSRAND   (South Africa)

Author keywords

Hedging; Investments; Market timing; Portfolio insurance

Indexed keywords

CONTRACTS; COSTS; DECISION MAKING; ECONOMIC AND SOCIAL EFFECTS; ECONOMICS; FINANCIAL MARKETS; TIMING CIRCUITS;

DERIVATIVE INSTRUMENTS; HEDGING; INVESTMENT STRATEGY; JOHANNESBURG; LIQUIDITY CONSTRAINTS; MARKET TIMINGS; PORTFOLIO INSURANCE; RISK FREE; STOCK EXCHANGE; TIMING STRATEGY;

INVESTMENTS;

EID: 0031067979     PISSN: 03050483     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0305-0483(96)00044-8     Document Type: Article

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