1. A panel-data analysis of the explanatory power of factor premiums on the Johannesburg Stock Exchange (JSE). Issue 2 (3rd April 2019) Authors: Page, Daniel; Auret, Christo Journal: Investment analysts journal Issue: Volume 48:Issue 2(2019) Page Start: 102 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Can non-momentum factor premiums explain the momentum anomaly on the JSE? An in-depth portfolio attribution analysis. Issue 1 (2nd January 2019) Authors: Page, Daniel; Auret, Christo Journal: Investment analysts journal Issue: Volume 48:Issue 1(2019) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Do share prices lead economic activity in emerging markets? Evidence from South Africa using Granger-causality tests. Issue 3 (3rd July 2017) Authors: Sayed, Ayesha; Auret, Christo; Page, Daniel Journal: Investment analysts journal Issue: Volume 46:Issue 3(2017) Page Start: 200 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Idiosyncratic momentum on the JSE. Issue 3 (2nd July 2020) Authors: Page, Daniel; McClelland, David; Auret, Christo Journal: Investment analysts journal Issue: Volume 49:Issue 3(2020) Page Start: 180 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Idiosyncratic risk and anomaly persistence on the Johannesburg Stock Exchange (JSE). Issue 1 (2nd January 2016) Authors: Page, Daniel; Britten, James; Auret, Christo Journal: Investment analysts journal Issue: Volume 45:Issue 1(2016) Page Start: 31 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Liquidity and the convergence to market efficiency. Issue 3 (3rd July 2018) Authors: Young, Nicara; Auret, Christo Journal: Investment analysts journal Issue: Volume 47:Issue 3(2018) Page Start: 209 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. The effectiveness of price limits in the South African white maize futures market. Issue 3 (3rd July 2018) Authors: Sayed, Ayesha; Auret, Christo Journal: Investment analysts journal Issue: Volume 47:Issue 3(2018) Page Start: 193 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. The effects of uncertainty on investor expectations and volatility in the South African white maize futures market. Issue 3 (2nd July 2020) Authors: Auret, Christo; Sayed, Ayesha Journal: Investment analysts journal Issue: Volume 49:Issue 3(2020) Page Start: 165 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Univariate tests of momentum on the JSE. Issue 3 (3rd July 2017) Authors: Page, Daniel; Auret, Christo Journal: Investment analysts journal Issue: Volume 46:Issue 3(2017) Page Start: 149 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Volatility transmission in maize futures markets of major exporters. Issue 3 (3rd July 2019) Authors: Sayed, Ayesha; Auret, Christo Journal: Investment analysts journal Issue: Volume 48:Issue 3(2019) Page Start: 173 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗