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Does listing on the JSE’S Altx improve the performance of small and medium-sized enterprises?

Egu, Mathew E.; Chiloane-Tsoka, Evelyn G. - In: Cogent Business & Management 10 (2023) 3, pp. 1-35

SMEs either struggling or shuttering due to financial constraints. The Johannesburg Stock Exchange (JSE) devised a solution …

Persistent link: https://www.econbiz.de/10014527740

Implied and local volatility surfaces for South African index and foreign exchange options

Kotzé, Antonie; Oosthuizen, Rudolf; Pindza, Edson - In: Journal of Risk and Financial Management 8 (2015) 1, pp. 43-82

that assumes a constant volatility. The Johannesburg Stock Exchange (JSE) lists exotic options on its Can-Do platform. Most … exotic options listed on the JSE's derivative exchanges are valued by local volatility models. These models needs a local … volatility surface. Dupire derived a mapping from implied volatilities to local volatilities. The JSE uses this mapping in …

Persistent link: https://www.econbiz.de/10011843252

K-score categorisation of JSE listed sectors under the financial distress continuum theory: a quantitative approach

Sewpersadh, Navitha Singh - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-16

Purpose: The liquidation culture in South Africa has proven to be disastrous for its macroeconomic and social goals. Premised on the financial distress continuum theory, which not only determines investment, but also provides early warning signals for firms to pursue remedies, this article...

Persistent link: https://www.econbiz.de/10012657592

Price discovery of South African stocks cross-listed on the New York Stock Exchange

Chipunza, K. J.; Tsunga, K. R.; McCullough, Kerry - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-16

. This study examined the price discovery process of Johannesburg Stock Exchange (JSE) domiciled stocks with a cross … price discovery. Fund managers and investors who have included JSE cross-listed stocks in their portfolios should devote … more attention to the NYSE as information flows appear to occur mainly from the NYSE to JSE. Further, results suggest that …

Persistent link: https://www.econbiz.de/10014001315

An investigation of the beta anomaly in emerging markets: A South African case

Segojane, Mabekebeke; Ndlovu, Godfrey - In: Journal of Risk and Financial Management 15 (2022) 5, pp. 1-18

largest emerging markets in Africa, the Johannesburg Stock Exchange (JSE). It employs both time-series and cross …

Persistent link: https://www.econbiz.de/10014332415

Comparison of multifactor asset pricing models in the South African stock market [2000-2016]

Mukoyi, Lenia; Kanayo, Ogujiuba - In: Journal of Risk and Financial Management 16 (2023) 1, pp. 1-22

the Johannesburg Stock Exchange's (JSE's) resources, industrial, and finance sectors. We investigated the efficacy of … several asset pricing models and their capacity to account for market anomalies in the JSE's resources, industrial, and …

Persistent link: https://www.econbiz.de/10014332779

Factor analysis: An instrument for selection of social performance factors

Hornungová, Jana - In: Revista de Métodos Cuantitativos para la Economía y … 17 (2014), pp. 121-136

This article is focused on the identification of social performance factors. For this purpose, a multidimensional statistical method -factor analysis{ was used. The basic set for the selection of indicators was the concept (and the social tool) of Corporate Social Responsibility, subsequently,...

Persistent link: https://www.econbiz.de/10011307206

Empirical study on the impact of working capital management on going concern of manufacturing firms in Ghana

Osei, Abednego; Agyemang, Andrew Osei; Amoah, Joseph Owusu - In: Cogent Business & Management 10 (2023) 2, pp. 1-26

Businesses strive for effective working capital management (WCM) since ineffective WCM influences firms' failure in developing economies. However, the connection between WCM and the going concern of firms has not received significant quantitative attention. Hence, this study examines the impact...

Persistent link: https://www.econbiz.de/10014527712

Innovative applications in businesses: An evaluation on generative artificial intelligence

İşgüzar, Seda; Fendoğlu, Eda; Şimşek, Ahmed İhsan - In: Amfiteatru Economic Journal 26 (2024) 66, pp. 511-530

The utilisation of Chat Generative Pre-Trained Transformer (ChatGPT) and generative artificial intelligence (GenAI) technologies has started to demonstrate its impact across several domains. The swift shift and widespread implementation of efficient artificial intelligence (AI) present distinct...

Persistent link: https://www.econbiz.de/10014632132

Exploration of the factors that influence the implementation of environmental management systems: The case of Slovakia

Petrová, Eva; Štofa, Tomáš; Šoltés, Michal - In: Economies 9 (2021) 2, pp. 1-14

Considering internationally accepted voluntary standards of an environmental management system (EMS) as tools that can help businesses meet the agenda for sustainable development and environmental wellbeing, this study aims to examine selected firm characteristics and financial performance that...

Persistent link: https://www.econbiz.de/10013199806