Similar Items: Normality of JSE Returns: Macro-outliers, Micro-outliers: an Empirical Evaluation
- Multiple outlier detection and cluster analysis of multivariate normal data
- Detection and down-weighting of outliers in non-normal data: theory and application
- Short-term return reversion on the JSE
- Outliers and influence under arbitrary variance
- Regression methods in the presence of heteroscedasticity and outliers
- Quality factors explaining returns on the FTSE/JSE All-Share
Author: Holman, Glen
- An investigation into recent developments in employee incentive schemes used by companies listed on the Johannesburg Stock Exchange
- An investigation into the use of derivative by 104 of the smallest companies on the main board of the JSE as well as those companies listed on the ALTX
- Performance Evaluation of South African Mutual Funds: The Effects of Fees on Performance
- An investigation into the use of derivatives by the 2nd 100 largest listed companies in South Africa
- An analysis of models of branchless banking in developing countries
- An examination of the price reaction to the announcement of bond issues by Johannesburg Stock Exchange listed companies on the Bond Exchange of South Africa