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Equity style payoffs and stock return predictability : evidence from the South African JSE Securities Exchange

Hodnett, Kathleen; Hsieh, Heng-hsing; Van Rensburg, Paul - In: The journal of applied business research 28 (2012) 4, pp. 605-617

Persistent link: https://www.econbiz.de/10009568699

Do managers of global equity funds outperform their respective style benchmarks? : an empirical investigation

Hsieh, Heng-hsing; Hodnett, Kathleen - In: International business and economics research journal 10 (2011) 12, pp. 1-9

Persistent link: https://www.econbiz.de/10009533740

Cross-sector style analysis of global equities

Hsieh, Heng-hsing; Hodnett, Kathleen - In: International business and economics research journal 10 (2011) 11, pp. 1-16

Persistent link: https://www.econbiz.de/10009533764

Tests of the overreaction hypothesis and the timing of mean reversals on the JSE Securities Exchange (JSE) : the case of South Africa

Hsieh, Heng-hsing; Hodnett, Kathleen - In: Journal of applied finance & banking 1 (2011) 1, pp. 107-130

This paper examines the overreaction hypothesis on the JSE Securities Exchange (JSE) documented by Page and Way [5] and Muller [4] over a longer and more recent period from 01 January 1993 to 31 March 2009. The mean reversals due to investor overreaction are found to be stronger for the past...

Persistent link: https://www.econbiz.de/10009241499

Nonlinearities in stock return prediction : evidence from South Africa

Hodnett, Kathleen; Hsieh, Heng-hsing; Van Rensburg, Paul - In: The journal of applied business research 28 (2012) 6, pp. 1253-1273

Persistent link: https://www.econbiz.de/10009687872

Do managers of global equity funds outperform their respective style benchmarks? : evidence from South Africa

Hsieh, Heng-hsing; Hodnett, Kathleen - In: International business and economics research journal 11 (2012) 3, pp. 269-282

Persistent link: https://www.econbiz.de/10009657438

Application of tactical style allocation for global equity portfolios

Hsieh, Heng-hsing; Hodnett, Kathleen; Van Rensburg, Paul - In: International business and economics research journal 11 (2012) 7, pp. 745-752

Persistent link: https://www.econbiz.de/10009658675

Cross-sector style analysis of global equities based on the Fama and French three-factor model

Hsieh, Heng-hsing; Hodnett, Kathleen - In: International business and economics research journal 11 (2012) 2, pp. 161-170

Persistent link: https://www.econbiz.de/10009620549

Nonlinearities in stock return prediction : a blended approach

Hodnett, Kathleen; Hsieh, Heng-hsing; Van Rensburg, Paul - In: The journal of applied business research 29 (2013) 1, pp. 7-21

Persistent link: https://www.econbiz.de/10009713840

Potential gains from predicting the timing of stock market persistence and mean reversion

Hsieh, Heng-Hsing - In: Investment management and financial innovations 10 (2013) 3, pp. 55-67

Persistent link: https://www.econbiz.de/10010201509