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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

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

Recommendation pattern preferences and share analysts bias on the JSE

Lötter, R.; Smit, Eon van der M. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 42 (2018) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10011919006

An empirical assessment of low volatility portfolio construction techniques in the South African environment

Oladele, O. S.; Bradfield, D. J. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 42 (2018) 1, pp. 41-62

Persistent link: https://www.econbiz.de/10011919013

Volatility spillover between the FTSE/JSE top 40 index and index futures : a BEKK-GARCH and DCC-GARCH approach

McCullough, Kerry; Murray, Mike; Strydom, Barry - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 42 (2018) 1, pp. 63-86

Persistent link: https://www.econbiz.de/10011919019

Value at Risk and extreme value theory : application to the Johannesburg Securities Exchange

Williams, R.; Van Heerden, JD; Conradie, W. J. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 42 (2018) 1, pp. 87-114

Persistent link: https://www.econbiz.de/10011919767

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

Evidence of volatility clustering on the FTSE/JSE top 40 index

Louw, Jan Paul - 2008

ENGLISH ABSTRACT: This research report investigated whether evidence of volatility clustering exists on the FTSE/JSE … there was volatility clustering on the FTSE/JSE Top 40 Index. It further showed that more complex models such as the GARCH(1 …AFRIKAANSE OPSOMMING: Die navorsingsverslag ondersoek die FTSE/JSE Top 40 Indeks om te bepaal of daar genoegsame bewyse …

Persistent link: https://www.econbiz.de/10009442059

What shareholder information on the shareholder spread is disclosed in the financial statements of JSE listed entities in accordance with listing requirements of the JSE?

Madubela, Albert Dingalethu - 2011

spread in line with the available statutes such as the JSE Listing Requirements. Further, the study explored the closing …

Persistent link: https://www.econbiz.de/10009442246

Cash Conversion Cycle theory and corporate profitability : evidence from non-financial firms listed on the Johannesburg Stock Exchange

Oseifuah, Emmanuel Kojo; Gyekye, Agyapong - In: The journal of accounting and management : JAM 6 (2016) 3, pp. 37-51

theJohannesburg Stock Exchange (JSE). Panel data regression methodology was usedto analyse financial data obtained from I-Net Bridge …

Persistent link: https://www.econbiz.de/10011757288