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Investment Analysts Journal Volume 41, 2012 - Issue 75
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Original Articles

Stock return anomalies: Evidence from the Johannesburg Stock Exchange

AJ HoffmanCorrespondence[email protected]
Pages 21-41 | Published online: 18 Feb 2015

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Daniel Page, David McClelland & Christo Auret. (2023) Pure quantile portfolios on the Johannesburg stock exchange. Cogent Economics & Finance 11:2.
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Javier Rojo-Suárez & Ana Belén Alonso-Conde. (2020) Consumer sentiment and time-varying betas: Testing the validity of the consumption CAPM on the Johannesburg Stock Exchange. Investment Analysts Journal 49:4, pages 303-321.
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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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Gizelle D. Willows & Jessica A. Rockey. (2018) Share price reaction to financial and integrated reports. South African Journal of Accounting Research 32:2-3, pages 174-188.
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