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Analysing security performance...
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72
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67
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65
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64
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58
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56
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52
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Robotti, Cesare
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49
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49
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48
Zhou, Guofu
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Kan, Raymond
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43
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Urban, Boris
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61
A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models : evidence from the
Johannesburg
stock exchange
Elenjical, Timmy
;
Mwangi, Patrick
;
Panulo, Barry
; …
- In:
Risk management : a journal of risk, crisis and disaster
18
(
2016
)
2/3
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011537385
Saved in:
62
A comparison of mean-variance and mean-semivariance optimisation on the JSE
Vasant, Jiten
;
Irgolic, Laurent
;
Kruger, Ryan
; …
- In:
The journal of applied business research
30
(
2014
)
6
,
pp. 1587-1596
Persistent link: https://www.econbiz.de/10010470487
Saved in:
63
Assessing the relative performance of heavy-tailed distributions : empirical evidence from the
Johannesburg
Stock Exchange
Huang, Chun-sung
;
Huang, Chun-kai
;
Chinhamu, Knowledge
- In:
The journal of applied business research
30
(
2014
)
4
,
pp. 1263-1286
Persistent link: https://www.econbiz.de/10010400576
Saved in:
64
The valuation of research and development expenditures : the case for companies listed on the
Johannesburg
Stock Exchange
Bhana, Narendra
- In:
International journal of finance & policy analysis : …
5
(
2013
)
2
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010423645
Saved in:
65
Do IPOs underperform in the long run? : evidence from the
Johannesburg
Securities Exchange (JSE)
Neneh, Brownhilder Ngek
;
Smit, Van Aardt
- In:
African review of economics & finance : AREF : (a …
6
(
2014
)
2
,
pp. 22-42
Persistent link: https://www.econbiz.de/10010506110
Saved in:
66
Portfolio size and diversification on the JSE securities exchange and the Australian stock exchange
Webbstock, M.
;
Wessels, D. R.
;
Firer, C.
;
Davidson, S.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
29
(
2005
)
2
,
pp. 55-60
Persistent link: https://www.econbiz.de/10003098350
Saved in:
67
Structural changes and dating of stock market liberalisation : evidence from the JSE securities exchange South Africa
Makina, D.
;
Negash, M.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
29
(
2005
)
2
,
pp. 61-76
Persistent link: https://www.econbiz.de/10003098364
Saved in:
68
The impact of the rand on the value of the
Johannesburg
stock exchange
Barr, Graham D. I.
;
Kantor, Brian
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
29
(
2005
)
2
,
pp. 77-95
Persistent link: https://www.econbiz.de/10003098453
Saved in:
69
Capitalisation and weak-form efficiency in the JSE securities exchange
Jefferis, Keith R.
;
Smith, Graham
- In:
The South African journal of economics
72
(
2004
)
4
,
pp. 684-707
Persistent link: https://www.econbiz.de/10002570672
Saved in:
70
The efficiency of selected African stock markets
Simons, Daniel
;
Laryea, Samuel A.
- In:
Finance India : the quarterly journal of Indian …
20
(
2006
)
2
,
pp. 553-571
Persistent link: https://www.econbiz.de/10003370242
Saved in:
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