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Pure quantile portfolios on the Johannesburg Stock Exchange

Page, Daniel; McClelland, David E.; Auret, C. - In: Cogent economics & finance 11 (2023) 2, pp. 1-15

Rules-based portfolio sorts are commonplace for the evaluation of style anomalies. An unfortunate consequence of constructing portfolios on a target style is the unintended loading on non-target factors. A plausible approach is the application of optimisation to maintain target factor loading...

Persistent link: https://www.econbiz.de/10014503142

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

Synthetic repurchase programs through put derivatives: theory and evidence

Gyoshev, Stanley Bojidarov - 2002

A Synthetic Repurchase is an open market share repurchase program enhanced with sales of put derivatives on the firm’s own stock. Microsoft, in 1999, using a synthetic repurchase program sold put derivatives on its own stock and received $766 million in premiums and, at the same time, signaled...

Persistent link: https://www.econbiz.de/10009451020

When is market the benchmark? : reinforcement evidence from repurchase decisions

Jiao, Peiran; Nax, Heinrich H. - 2016

Persistent link: https://www.econbiz.de/10011451545

When is market the benchmark? : reinforcement evidence from repurchase decisions

Jiao, Peiran; Nax, Heinrich - 2016

Persistent link: https://www.econbiz.de/10011453332

Stock repurchasing bias of mutual funds

Du, Mengqiao; Niessen-Ruenzi, Alexandra; Odean, Terrance - In: Review of finance : journal of the European Finance … 28 (2024) 2, pp. 699-728

Persistent link: https://www.econbiz.de/10014527222

Financial considerations of South African companies making capital investments abroad : a theoretical and empirical study

Conrad, Adeeb - 2011

ENGLISH ABSTRACT: The increase in globalisation and integration of world financial markets has seen a significantenhancement in the amount in foreign investments. This coupled with the downfall of theapartheid regime has given rise to an opportunity for companies to diversify their investment...

Persistent link: https://www.econbiz.de/10009442026

The effect of the changing economical environment on the capital structure of South African listed industrial firms

Mans, Nadia - 2010

was conducted on a sample of firms listed on theindustrial sector of the Johannesburg Securities Exchange (JSE Ltd) over … steekproef firmas wat gedurende die tydperk 1989 tot2008 op die nywerheidsektor van die Johannesburgse Sekuriteitebeurs (JSE Ltd …

Persistent link: https://www.econbiz.de/10009442033

The effect of firm characteristics and economic factors on the capital structure of South African listed industrial firms

De Vries, Annalien - 2010

theJohannesburg Securities Exchange Limited (JSE) or their focus was predominantlyon the theory of capital structure applied by South … census for this study, therefore, included allfirms listed on the industrial sector of the JSE, as well as those firms that … spesifieke nywerheid op die JohannesburgSekuriteite-beurs Beperk (JSE) of die hooffokus was op die teorie vankapitaalstruktuur …

Persistent link: https://www.econbiz.de/10009442045

The impact of strategic leadership on the operational strategy and performance of business organisations in South Africa

Serfontein, Jacob Jacobus - 2010

ENGLISH ABSTRACT: The turbulent and rapidly changing world, including South Africa, has created a societycraving for speed and action. Future leaders, therefore, face incredible pressures todeliver immediate results, to do more with less and to manage an ever-increasingpersonal workload. The...

Persistent link: https://www.econbiz.de/10009442046