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 ... -
The Impact of Migration Announcement on share Prices of the Firms that Migrate from Altx to the JSE Main Board, South Africa
(Adonis and Abbey Publishers Ltd, 2023)This paper uses an event study methodology to empirically examine the impact of migration announcements on the share prices of the firms that migrate from the Alternative Exchange (AltX) to the Johannesburg Stock Exchange ...