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South African Journal of Accounting Research Volume 11, 1997 - Issue 1
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Original Articles

Employing the prespecified variable approach to APT factor identification on the segmented Johannesburg Stock Exchange

Paul van RensburgDepartment of Accounting and Finance, University of Natal
Pages 57-74 | Received 01 Jun 1995, Accepted 01 Apr 1997, Published online: 03 Jun 2015

Citations (7)

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Read on this site (3)

J.J. Szczygielski, L.M. Brummer & H.P. Wolmarans. (2020) Underspecification of the Empirical Return-Factor Model and a Factor Analytic Augmentation as a Solution to Factor Omission. Studies in Economics and Econometrics 44:2, pages 133-165.
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Jan J. Szczygielski, Leon M. Brümmer, Hendrik P. Wolmarans & Adam Zaremba. (2020) Are macroeconomic factors adequate proxies for systematic influences in stock returns? A South African perspective. Investment Analysts Journal 49:1, pages 34-52.
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P van Rensburg & K Slaney. (1997) Market Segmentation on the Johannesburg Stock Exchange. Studies in Economics and Econometrics 21:3, pages 1-23.
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Articles from other publishers (4)

Jan Jakub Szczygielski, Janusz Brzeszczyński, Ailie Charteris & Princess Rutendo Bwanya. (2022) The COVID-19 storm and the energy sector: The impact and role of uncertainty. Energy Economics 109, pages 105258.
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Jan Jakub Szczygielski, Leon Brümmer & Hendrik Petrus Wolmarans. (2020) An augmented macroeconomic linear factor model of South African industrial sector returns. The Journal of Risk Finance 21:5, pages 517-541.
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Jan Szczygielski, Lean Brummer & Hendrik Wolmarans. (2019) Underspecification of the Empirical Return-Factor Model and a Factor Analytic Augmentation as a Solution to Factor Omission. SSRN Electronic Journal.
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Jan Szczygielski, Lean Brummer & Hendrik Wolmarans. (2019) Are Macroeconomic Factors Adequate Proxies for Systematic Influences in Stock Returns?. SSRN Electronic Journal.
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