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Investment Analysts Journal Volume 48, 2019 - Issue 2
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Articles

A panel-data analysis of the explanatory power of factor premiums on the Johannesburg Stock Exchange (JSE)

Daniel PageFinance Division, School of Economic & Business Sciences, University of the Witwatersrand, Johannesburg, South AfricaCorrespondence[email protected]
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Christo AuretFinance Division, School of Economic & Business Sciences, University of the Witwatersrand, Johannesburg, South AfricaORCID Iconhttps://orcid.org/0000-0002-7357-852X
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Pages 102-113 | Received 11 Mar 2019, Accepted 10 May 2019, Published online: 19 Aug 2019

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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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Articles from other publishers (3)

Lenia Mukoyi & Kanayo K. Ogujiuba. (2022) Comparison of Multifactor Asset Pricing Models in the South African Stock Market [2000–2016]. Journal of Risk and Financial Management 16:1, pages 4.
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Daniel Page, David McClelland & Christo Auret. (2022) Style rotation on the JSE. Finance Research Letters 46, pages 102504.
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Runxin Lin. (2022) Empirical Asset Pricing with Individual Assets on the JSE: Betas versus Characteristics. SSRN Electronic Journal.
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