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Investment Analysts Journal Volume 29, 2000 - Issue 51
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Original Articles

Value and momentum strategies: Evidence from the Johannesburg Stock Exchange

E FraserCorrespondence[email protected] [email protected]
&
M PageCorrespondence[email protected] [email protected]
Pages 25-35 | Published online: 18 Feb 2015

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Daniel Page & Christo Auret. (2019) A panel-data analysis of the explanatory power of factor premiums on the Johannesburg Stock Exchange (JSE). Investment Analysts Journal 48:2, pages 102-113.
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Daniel Page & Christo Auret. (2019) Can non-momentum factor premiums explain the momentum anomaly on the JSE? An in-depth portfolio attribution analysis. Investment Analysts Journal 48:1, pages 1-17.
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Daniel Page & Christo Auret. (2017) Univariate tests of momentum on the JSE. Investment Analysts Journal 46:3, pages 149-164.
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P.L. la Grange & J.D. Krige. (2015) Profitability of Momentum Strategies on the JSE. Studies in Economics and Econometrics 39:3, pages 49-66.
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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.
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L Bo & J D Krige. (2008) The Performance Of Value Stocks And Growth Stocks: The Hong Kong Stock Market 1981-2005. Studies in Economics and Econometrics 32:1, pages 57-75.
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N Scher & C Muller. (2005) Equity style and performance persistence in South African unit trusts. Investment Analysts Journal 34:61, pages 5-16.
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