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Daniel Page, David McClelland & Christo Auret. (2020) Idiosyncratic momentum on the JSE. Investment Analysts Journal 49:3, pages 180-198.
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Shaun Cox & James Britten. (2019) The Fama-French five-factor model: Evidence from the Johannesburg Stock Exchange. Investment Analysts Journal 48:3, pages 240-261.
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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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Graeme McKane & James Britten. (2018) Liquidity and size effects on the Johannesburg Stock Exchange (JSE). Investment Analysts Journal 47:3, pages 229-242.
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Nicara Young & Christo Auret. (2018) Liquidity and the convergence to market efficiency. Investment Analysts Journal 47:3, pages 209-228.
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J.D. van Heerden & P. van Rensburg. (2017) The Impact of Payoff Period, Time and Liquidity on Style Investing in South Africa. Studies in Economics and Econometrics 41:2, pages 87-110.
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Bolaji Tunde Matemilola, A. N. Bany-Ariffin, Annuar Md Nassir & W. N. W. Azman-Saini. (2017) Moderating Effects of Firm Age on the Relationship between Debt and Stock Returns. Journal of Asia-Pacific Business 18:1, pages 81-96.
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J. Britten, D. Page & C. Auret. (2016) Investigating the Interaction Between Long-Term Reversal and value on the JSE. Studies in Economics and Econometrics 40:2, pages 1-24.
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V.A. Mashiqa, T. Mokoaleli-Mokoteli & P. Alagidede. (2016) Complementarity of Fundamental and Technical Analysis of JSE-Listed Stocks: An Empirical Appraisal. Studies in Economics and Econometrics 40:1, pages 21-40.
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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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F Toerien, D Rosenberg & R Kruger. (2014) The Asymmetry of Gain Loss Time Horizons on the JSE. Studies in Economics and Econometrics 38:1, pages 65-74.
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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.
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PG Basiewicz & CJ Auret. (2009) Another look at the cross-section of average returns on the JSE. Investment Analysts Journal 38:69, pages 23-38.
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