Advanced search
Publication Cover
De Ratione Volume 10, 1996 - Issue 1
Journal homepage
12
Views
11
CrossRef citations to date
0
Altmetric
Original Articles

Further Evidence of Firm Size and Earnings Anomalies on the Johannesburg Stock Exchange

Michael J. PageGraduate School of Business, University of Cape Town
Pages 27-44 | Published online: 03 Jun 2015

Citations (11)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (9)

K. J. Barnard & M. B. Bunting. (2015) Value and size investment strategies during the global financial crisis: evidence from the South African equity market. South African Journal of Accounting Research 29:2, pages 177-196.
Read now
D Page & C Auret. (2014) A time-series approach to testing the cash-flow beta on the JSE. Investment Analysts Journal 43:80, pages 59-69.
Read now
C Muller & M Ward. (2013) Style-based effects on the Johannesburg Stock Exchange: A graphical time-series approach. Investment Analysts Journal 42:77, pages 1-16.
Read now
D Strugnell, E Gilbert & R Kruger. (2011) Beta, size and value effects on the JSE, 1994–2007. Investment Analysts Journal 40:74, pages 1-17.
Read now
P van Rensburg & M Robertson. (2003) Size, price-to-earnings and beta on the JSE Securities Exchange. Investment Analysts Journal 32:58, pages 7-16.
Read now
P van Rensburq & M Robertson. (2003) Style characteristics and the cross-section of JSE returns. Investment Analysts Journal 32:57, pages 7-15.
Read now
P van Rensburg. (2001) A decomposition of style-based risk on the JSE. Investment Analysts Journal 30:54, pages 45-60.
Read now
M Graham & E Uliana. (2001) Evidence of a value-growth phenomenon on the Johannesburg Stock Exchange. Investment Analysts Journal 30:53, pages 7-18.
Read now
S Fouche & P van Rensburg. (1999) A survey of the investment appraisal techniques used by South African unit trust portfolio managers. Investment Analysts Journal 28:49, pages 19-29.
Read now

Articles from other publishers (2)

E.R. Laubscher. (2002) A review of the theory of and evidence on the use of the capital asset pricing model to estimate expected share returns. Meditari Accountancy Research 10:1, pages 131-146.
Crossref
Chris Muller & Mike Ward. (2012) Style-Based Effects on the Johannesburg Stock Exchange: A Graphical Time-Series Approach. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.