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The JSE size-based indices and country risk components under bullish and bearish market conditions
Muzindutsi, Paul-Francois; Mbili, Sandisiwe; Molefe, … - In: International journal of economic policy in emerging … 18 (2023) 3/4, pp. 237-246
Persistent link: https://www.econbiz.de/10015063133
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Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? : an asymmetric convergence approach
Phiri, Andrew - In: International journal of sustainable economy 10 (2018) 3, pp. 205-225
Persistent link: https://www.econbiz.de/10011903857
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The impact of payoff period, time and liquidity on style investing in South Africa
Van Heerden, JD; Van Rensburg, Paul - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 41 (2017) 2, pp. 87-110
Persistent link: https://www.econbiz.de/10011794434
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Long-run equilibrium adjustment between inflation and stock market returns in South Africa : a nonlinear perspective
Phiri, Andrew - In: International journal of sustainable economy 9 (2017) 1, pp. 19-33
Persistent link: https://www.econbiz.de/10011657902
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Did the economic and financial crises affect stock market sensitivity to macroeconomic risk factors? : evidence from Nigeria and South Africa
Ikoku, Alvan E.; Okany, Chukwunonso T. - In: International journal of business 19 (2014) 3, pp. 275-290
Persistent link: https://www.econbiz.de/10010402086
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Information flow between the Zimbabwe stock exchange and the Johannesburg stock exchange : a transfer entropy approach
Nyakurukwa, Kingstone - In: Organizations and markets in emerging economies 12 (2021) 2, pp. 353-376
Exchange (JSE) resources index to Zimbabwe Stock Exchange (ZSE) mining index. The findings show that the only significant tail … dependence was between JSE All Share Index (JALSH) and ZSE Mining on the one hand, and between JSE Resources and ZSE Mining on …
Persistent link: https://www.econbiz.de/10012814997
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A Markov regime switching approach to estimating the volatility of Johannesburg Stock Exchange (JSE) returns
Oseifuah, Emmanuel Kojo; Korkpoe, Carl H. - In: Investment management and financial innovations 16 (2019) 1, pp. 215-225
Persistent link: https://www.econbiz.de/10012056053
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Extreme value theory modelling of the behaviour of Johannesburg stock exchange financial market data
Metwane, Maashele Kholofelo; Maposa, Daniel - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-27
) exchange rate of the Johannesburg stock exchange (JSE). The study compares the block maxima approach and the peaks …
Persistent link: https://www.econbiz.de/10014484249
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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/10013179545
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Establishing the risk denominator in a Sharpe ratio framework for share selection from a momentum investment strategy approach
Van Heerden, Chris - In: South African journal of economic and management sciences 23 (2020) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012287203