| Article ID: | iaor20022862 |
| Country: | South Africa |
| Volume: | 25 |
| Issue: | 1 |
| Start Page Number: | 27 |
| End Page Number: | 61 |
| Publication Date: | Apr 2001 |
| Journal: | International Studies In Economics and Econometrics |
| Authors: | Smit E. vd M., Roux J. Le |
| Keywords: | financial |
The purpose of this study is to revisit earlier findings on seasonalities in South African share markets to determine whether these anomalies still exist. The study stretches over two time periods, i.e. from 1978 to 1989 (sub-period 1) and from 1990 to 1998 (sub-period 2) and examines price changes in the All Share Index, Industrial Index, All Gold Index and Financial Index.