| Investor sentiment, stock returns, and analyst recommendation changes: The KOSPI stock market |
5 |
| Does institutional monitoring matter? Evidence from insider trading by information risk level |
3 |
| A new sentiment index for the Islamic stock market |
3 |
| The effectiveness of price limits in the South African white maize futures market |
3 |
| Liquidity and the convergence to market efficiency |
2 |
| Is investor sentiment a relevant factor in determining asset prices? |
2 |
| Time varying correlations and causalities between stock and foreign exchange markets: Evidence from China, Japan and Korea |
2 |
| Does relative efficiency matter? An analysis of market uncertainty |
2 |
| Less pain, more gain: Volatility-adjusted residual momentum in international equity markets |
2 |
| The Fama-French five-factor model: Evidence from the Johannesburg Stock Exchange |
2 |
| On the financial interpretation of risk contributions: An analysis using Quantile Simulation |
1 |
| The persistence of firm-specific post-earnings announcement returns |
1 |
| The performance of European SRI funds investing in bonds and their comparison to conventional funds |
1 |
| In search of conclusive evidence on the trade-off and pecking order theories of capital structure: Evidence from the Johannesburg Stock Exchange |
1 |
| Oil price thresholds and stock returns |
1 |
| The driving forces behind the home bias phenomenon: Evidence from Israel |
1 |
| Volatility transmission in maize futures markets of major exporters |
1 |
| Time-dependent volatility in futures contract options |
1 |
| Can non-momentum factor premiums explain the momentum anomaly on the JSE? An in-depth portfolio attribution analysis |
1 |
| The inflation-hedging ability of individual shares: Evidence from the Johannesburg Stock Exchange (JSE) |
0 |
| Foreign direct investment flows and domestic investment in China: A multivariate time series analysis |
0 |
| Timing information, SEC enforcement intensity and illegal insider trading |
0 |
| FTSE/JSE Index migration: Testing for a tradeable index effect |
0 |
| The global currency tango - The relationship between the carry trade, emerging/commodity currencies and risk |
0 |
| The impact of reference-day risk on beta estimation and a proposed solution |
0 |
| Myths about fundamental indexing |
0 |
| Effects of the 2008 global financial crisis on corporate social responsibility and firm value in Korea |
0 |
| The investment return puzzle on the Johannesburg Stock Exchange |
0 |
| An analysis of short put strategies and their role in asset allocation |
0 |
| Liquidity and size effects on the Johannesburg Stock Exchange (JSE) |
0 |
| The inflation hedging properties of South African and international asset classes |
0 |
| The inflation hedging ability of individual shares: Evidence from the Johannesburg Stock Exchange (JSE) |
0 |
| Institutional investment management: An investor's perspective on the relation between turnover and performance |
0 |
| International transmission of risk factor movements: The case of developed markets |
0 |
| Did informed order flow move to multilateral trading facilities? Evidence for some Eurozone countries |
0 |
| A panel-data analysis of the explanatory power of factor premiums on the Johannesburg Stock Exchange (JSE) |
0 |
| Does R&D expenditure explain the stock market reaction to M&As? Evidence from the Chinese A-share market |
0 |
| The winner takes it all: Outperformance drives subsequent flows in South African Unit Trust Funds |
0 |
| A comparative analysis of risk measures: A portfolio optimisation approach |
0 |
