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Since the global financial crisis that crippled the world's financial markets in 2007, interest in nonlinear dynamics in form of deterministic chaos has increased. Hence, the main purpose of this study is to detect if whether stock returns exhibit nonlinear and chaotic tendencies. By using recent statistical tools to overcome some of the limitations faced in financial data. This study aims to detect low deterministic chaos in the Johannesburg Stock Market in South Africa. Using the powerful BDSdoi:10.5901/mjss.2014.v5n9p183 fatcat:qr2fpzrz5zbkhfjugj22eliod4