Index (BRVMCI), BRVM 10 Index (BRVM10), FTSE/JSE SA All Share Index (FTSEJSE), and FTSE/JSE Top 30 Responsible Investment …

that assumes a constant volatility. The Johannesburg Stock Exchange (JSE) lists exotic options on its Can-Do platform. Most … exotic options listed on the JSE's derivative exchanges are valued by local volatility models. These models needs a local … volatility surface. Dupire derived a mapping from implied volatilities to local volatilities. The JSE uses this mapping in …

exchange, the Johannesburg StockExchange (JSE), liberalized in the 1990s. Consistent with empirical evidence from other …

. 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 …

largest emerging markets in Africa, the Johannesburg Stock Exchange (JSE). It employs both time-series and cross …

the Johannesburg Stock Exchange's (JSE's) resources, industrial, and finance sectors. We investigated the efficacy of … several asset pricing models and their capacity to account for market anomalies in the JSE's resources, industrial, and …