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The King Reports, Independent Non-Executive Directors and Firm Valuation on the Johannesburg Stock Exchange
Ntim, Collins G. - Volkswirtschaftliche Fakultät, … - 2011
of 169 firms listed on the Johannesburg Stock Exchange (JSE) in SA from 2002 to 2007. Our results suggest a statistically …
Persistent link: https://www.econbiz.de/10011260623
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Why Doesn't Africa Get More Equity Investment? Frontier Stock Markets, Firm Size and Asset Allocations of Global Emerging Market Funds
Moss, Todd; Ramachandran, Vijaya; Standley, Scott - 2007
This paper addresses the question of investment in sub-Saharan African listed securities by examining characteristics of the continent’s 15 equity markets, the rise and fall of African regional funds, and the asset allocation trends for global emerging market (GEM) funds. The data shows that...
Persistent link: https://www.econbiz.de/10005200918
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The Price of Risk on the JSE
Samouilhan, Nick - Economic Research Southern Africa (ERSA) - 2007
-varying, as is the covariance between the two. Evidence is found that the JSE is not perfectly integrated with the world economy …
Persistent link: https://www.econbiz.de/10008594422
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Voluntary Disclosure of Socio-Economic Issues by JSE Listed Companies: The HIV/AIDS Example
Mokoaleli-Mokoteli, Thabang; Ojah, Kalu - In: The African Finance Journal 12 (2010) 2, pp. 1-26
Possible economic consequences of HIV/AIDS include: increased risk of group life cover, retirement benefit and medical care costs; increased cost of labour due to high staff turnover, absenteeism and compassionate or sick leave; and cost of HIV/AIDS management programs. Given the exposure of most...
Persistent link: https://www.econbiz.de/10008691671
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Short Run Underpricing of Initial Public Offering (IPOs) in the Johannesburg Stock Exchange (JSE)
Heerden, Gillian van; Alagidede, Paul - Economic Research Southern Africa (ERSA) - 2013
analysis of short run performance of IPOs in the Johannesburg StockExchange (JSE). Using data for 138 South African IPOs that … were listed on the JSE from 2006 to 2010, we found significant short run underpricing. A sector wise analysis of three …
Persistent link: https://www.econbiz.de/10010640959
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Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa
Humavindu, Michael; Floros, Christos - In: The African Finance Journal 8 (2006) 2, pp. 31-51
indices of the Namibian Stock Exchange (NSX) and the Johannesburg Stock Exchange (JSE). The sample covers the period from …
Persistent link: https://www.econbiz.de/10008503552
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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/10011133884
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Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa
Cheteni, Priviledge - Volkswirtschaftliche Fakultät, … - 2013
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 was to detect if whether stock returns exhibit nonlinear and chaotic tendencies. By using...
Persistent link: https://www.econbiz.de/10011109641
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GRI and other environmental reporting guidelines in South Africa: Getting the job done?
Kitsikopoulos, Claudia; Schwaibold, Dr. Ute; Taylor, Douglas - International Institute of Social and Economic Sciences - 2014
understanding where improvements could be made. Annual reports of 30 Top 100 Johannesburg Stock Exchange (JSE) -listed companies …
Persistent link: https://www.econbiz.de/10011207140
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Problems of marketing in small innovative enterprises.
Sidorchuk, Сидорчук Роман Роальдович - In: Annals of marketing-mba 4 (2011) 11
Article is devoted to the continuation of the study hypotheses on the relationship between marketing and life cycle of a small business. Some results of studies of small innovative companies in the Russian Federation: Moscow and St. Petersburg, Moscow, Novgorod, Novosibirsk, Sverdlovsk, Tomsk,...
Persistent link: https://www.econbiz.de/10010857478