Narrow search
Showing 1 - 10 of 7,380
Cover Image
Calendar anomalies : the case of international property shares
Brounen, Dirk; Ben-Hamo, Yair - In: The journal of real estate finance and economics 38 (2009) 2, pp. 115-136
Persistent link: https://www.econbiz.de/10003810659
Cover Image
South Africa and United States stock prices and the rand/dollar exchange rate
Ocran, Matthew Kofi - In: South African journal of economic and management sciences 13 (2010) 3, pp. 362-375
Persistent link: https://www.econbiz.de/10008842393
Cover Image
Stock return predictability in South Africa : the role of major developed markets
Wen, Yi-Chieh; Lin, Philip T.; Li, Bin; Roca, Eduardo - In: Finance research letters 15 (2015), pp. 257-265
Persistent link: https://www.econbiz.de/10011553256
Cover Image
Comparing the market risk premia forecasts in JSE and NYSE equity markets
Oikonomikou, Leoni Eleni - 2016 - Corrected version: March 2016
This paper examines the evidence regarding predictability in the market risk premium using artificial neural networks (ANNs), namely the Elman Network (EN) and the Higher Order Neural network (HONN), univariate ARMA and exponential smoothing techniques, such as Single Exponential Smoothing (SES)...
Persistent link: https://www.econbiz.de/10011454082
Cover Image
Synchronicity in international stock markets : evidence from USA-South Africa
Lakshmi, P.; Visalakshmi, S.; Shanmugam, Kavitha - In: International journal of business information systems : … 17 (2014) 4, pp. 398-413
Persistent link: https://www.econbiz.de/10010478654
Cover Image
Ebb and flow? : co-integration with structural breaks between emerging markets in the EMEA and USA
Mandacı, Pınar Evrım; Torun, Erdost - In: International journal of economic policy in emerging … 3 (2010) 1, pp. 16-32
Persistent link: https://www.econbiz.de/10003967892
Cover Image
Predictive ability of three different estimates of "cay" to excess stock returns : a comparative study for South Africa and USA
Emara, Noha - In: European research studies : an international … 17 (2014) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10011383243
Cover Image
Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy; Marsh, Paul; Staunton, Mike - 2002 - 1. ed.
Persistent link: https://www.econbiz.de/10001635057
Cover Image
The stock market impact of social pressure : the South African divestment case
Lytle, Laurian Casson - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 507-527
Persistent link: https://www.econbiz.de/10001214225
Cover Image
Disinvestment from South Africa : they did well by doing good
Posnikoff, Judith F. - In: Contemporary economic policy : a journal of Western … 15 (1997) 1, pp. 76-86
Persistent link: https://www.econbiz.de/10001217263