Similar Items: Quality factors explaining returns on the FTSE/JSE All-Share
- Short-term return reversion on the JSE
- A post-crisis investigation in to the performance of GARCH-based historical & analytical value-at-risk on the FTSE
- Normality of JSE Returns: Macro-outliers, Micro-outliers: an Empirical Evaluation
- Media Coverage and the Cross Section of Stock Returns A Probe into the JSE
- Analysis of the cross-section of equity returns on the JSE Securities Exchange based on linear and nonlinear modeling techniques
- The effects of strikes on the share returns of gold and platinum mining companies
Author: Van Rensburg, Paul
- Long term portfolio construction
- Style anomalies on the Toronto Stock Exchange : a univariate, multivariate, style timing and portfolio sorting analysis
- Firm-specific attributes and the cross-section of JSE securities exchange returns
- Short-term return reversion on the JSE
- Asset allocation in the South African environment
- An evaluation of analysts' expectational data regarding firms listed on the JSE securities exchange