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A decomposition of style-based risk on the JSE · Study

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ArticleA decomposition of style-based risk on the JSE

Paul Van Rensburg2001

Article2001

A decomposition of style-based risk on the JSE

Paul Van Rensburg

70 citations·0/0 files stored·Investment Analysts Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992The Cross-Section of Expected Stock Returns 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1982Judgment under Uncertainty 1985Does the Stock Market Overreact?1976The arbitrage theory of capital asset pricing 1996Multifactor Explanations of Asset Pricing Anomalies

Cited by

2013Style-based effects on the Johannesburg Stock Exchange: A graphical time-series approach 2003Style characteristics and the cross-section of JSE returns 2012Empirical testing of the CAPM on the JSE 2009Another look at the cross-section of average returns on the JSE 2010The long-term share price reaction to Black Economic Empowerment announcements on the JSE 2014The impact of new, renewal and termination sponsorship announcements on share price returns

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Year2001

Typearticle

Published2001-01-01

VenueInvestment Analysts Journal

ISSN-L1029-3523

Languageen

Citations70

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1080/10293523.2001.11082431

openalex_workW1539746178

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2017A review of accounting research in internationalising journals in the South African region