Browsing Faculty of Economic and Management Sciences by Subject "Johannesburg Stock Exchange (JSE)"
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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 ... -
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 ...