Search
Now showing items 1-2 of 2
Cyclicality of size, value, and momentum on the Johannesburg Stock Exchange
(Taylor & Francis, 2021)
The study examines the cyclical behaviour of style premiums on the Johannesburg Stock Exchange (JSE) over the period 2002–2018. More specifically, the study establishes whether there is a contemporaneous relationship between ...
Comparison of multifactor asset pricing models in the South African stock market [2000–2016]
(MDPI, 2023)
first_pagesettingsOrder Article Reprints
Open AccessFeature PaperArticle
Comparison of Multifactor Asset Pricing Models in the South African Stock Market [2000–2016]
by Lenia Mukoyi 1 andKanayo K. Ogujiuba 2,*ORCID
1
School ...