References

No references inside the corpus for this window.

Cited by

• 2006An Engine, Not a Camera1,788 cited
• 2020Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19*194 cited
• 2003The Treynor Capital Asset Pricing Model125 cited
• 2020Review on Efficiency and Anomalies in Stock Markets89 cited
• 2019The Impact of Divestment Announcements on the Share Price of Fossil Fuel Stocks80 cited
• 2015Foundations of Factor Investing74 cited
• 2023China Accounting and Finance Review73 cited
• 2014Vice versus virtue investing around the world63 cited
• 2019Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing60 cited
• 2013Factor-Based Asset Allocation vs. Asset-Class-Based Asset Allocation47 cited
• 2012Empirical testing of the CAPM on the JSE45 cited
• 2019Another Look at Private Real Estate Returns by Strategy43 cited
• 2021The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology42 cited
• 2019The Fama-French five-factor model: Evidence from the Johannesburg Stock Exchange42 cited
• 2014Hospitality finance and managerial accounting research