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Style influences and JSE sector returns : evidence from the South African stock market

Small, Wayne; Hsieh, Heng-hsing - In: The journal of applied business research 33 (2017) 5, pp. 863-872

Persistent link: https://www.econbiz.de/10011754846

Test of herding behaviour in the Johannesburg Stock Exchange : application of quantile regression model

Ababio, Kofi A.; Muteba Mwamba, John - In: Journal of economic and financial sciences 10 (2017) 3, pp. 457-474

Persistent link: https://www.econbiz.de/10011795960

Quantifying foreign exchange risk in the selected listed sectors of the Johannesburg Stock Exchange : an SV-EVT pairwise copula approach

Eita, Joel Hinaunye; Djemo, Charles Raoul Tchuinkam - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-29

This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets with some selected listed stock indices. We...

Persistent link: https://www.econbiz.de/10013252765

The impact of migration announcement on share prices of the firms that migrate from altx to the JSE main board, South Africa

Mtiki, Xolisa; Brijlal, Pradeep - In: African journal of business and economic research : AJBER 18 (2023) 1, pp. 95-121

Persistent link: https://www.econbiz.de/10014555809

Return prediction in small capitalization companies on the Johannesburg Stock Exchange

Cox, Shaun; Willows, Gizelle D. - In: Investment management and financial innovations 14 (2017) 2, pp. 316-327

Persistent link: https://www.econbiz.de/10011818795

Asset pricing and momentum : a South African perspective

Charteris, Ailie; Rwishema, Mukashema; Chidede, … - In: Journal of African business 19 (2018) 1, pp. 62-85

Persistent link: https://www.econbiz.de/10011930343

The output gap and stock returns : do cyclical fluctuations predict portfolio returns?

Vivian, Andrew; Wohar, Mark E. - In: International review of financial analysis 26 (2013), pp. 40-50

Persistent link: https://www.econbiz.de/10009717221

Business conditions and expected returns on stocks and bonds

Fama, Eugene F. - In: Journal of financial economics 25 (1989) 1, pp. 23-49

Persistent link: https://www.econbiz.de/10001086146

The random walk theory and stock prices : evidence from Johannesburg stock exchange

Chitenderu, Tafadzwa T.; Maredza, Andrew; Sibanda, Kin - In: International business and economics research journal 13 (2014) 6, pp. 1241-1249

Persistent link: https://www.econbiz.de/10011279840

Forecasting the equity risk premium : the role of technical indicators

Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791

Persistent link: https://www.econbiz.de/10010399441

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