Browsing Research Publications by Subject "Business cycle"

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    • Cyclicality of size, value, and momentum on the Johannesburg Stock Exchange 

      Kapche Fotso, Moise Herve; Brown, W G P (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 ...