Market Fraction Hypothesis: Application to the South African Financial Market
Researchers: Patrick Mthisi, University of the Witwatersrand, JohannesburgSupervisor: Dr Yudhvir Seetharam, University of the Witwatersrand, Johannesburg This project uses a disaggregate modeling approach to model the behaviour of key financial market players in order to assess the quality of South African financial market. To achieve this, an