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Market Segmentation on the Johannesburg Stock Exchange II
9 references·3 citing·30 second hop
Market Segmentation on the Johannesburg Stock Exchange II (2002)Market Segmentation on the Johannesburg S…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…The journal of financial economics (1993)The journal of financial econ…Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model Iterated Nonlinear Seemingly Unrelated Regression Estimates (1988)Arbitrage Pricing Theory as a…THE ARBITRAGE PRICING THEORY AND MACROECONOMIC FACTOR MEASURES (1986)THE ARBITRAGE PRICING THEORY …Two estimators for the apt model when factors are measured (1985)Two estimators for the apt mo…Capital Market Equilibrium with Restricted Borrowing (1972)Capital Market Equilibrium wi…ON THE ASSESSMENT OF RISK (1971)ON THE ASSESSMENT OF RISKEquilibrium in a Capital Asset Market (1966)Equilibrium in a Capital Asse…The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Valuation of Risk Assets …Google search trends and stock markets: Sentiment, attention or uncertainty? (2023)Google search trends and stoc…The COVID-19 storm and the energy sector: The impact and role of uncertainty (2021)The COVID-19 storm and the en…Empirical testing of the CAPM on the JSE (2012)Empirical testing of the CAPM…The capital asset pricing model: Some empirical tests (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Risk factors in the Malaysian stock market (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The attributes, behavior, and performance of U.S. mutual funds (1991)Is Foreign Exchange Risk Priced in the Japanese Stock Market? (1998)Economic forces and the stock market revisited (2006)American Economic Review (2019)Asset Prices in an Exchange Economy (1978)Portfolio management with heuristic optimization (2005)Effect Of Macroeconomic Variables On Stock Market Returns For Four Emerging Economies: Brazil, Russia, India, And China (2011)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)An Index of Factorial Simplicity (1974)COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach (2021)Connectedness of energy markets around the world during the COVID-19 pandemic (2022)Natural disasters and corporate tax burden: Evidence from chinese energy sector (2024)The Cross-Section of Expected Stock Returns (1992)The option pricing model and the risk factor of stock (1976)Risk measurement when shares are subject to infrequent trading (1979)Foundations of Portfolio Theory (1991)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Institutional Investors and Equity Prices (2001)Relational Contracts and the Theory of the Firm (2002)
this work references cited by second hop

References

  • 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets7,600 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1966Equilibrium in a Capital Asset Market4,896 cited
  • 1972Capital Market Equilibrium with Restricted Borrowing3,097 cited
  • 1993The journal of financial economics2,544 cited
  • 1971ON THE ASSESSMENT OF RISK721 cited
  • 1988Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model Iterated Nonlinear Seemingly Unrelated Regression Estimates144 cited
  • 1986THE ARBITRAGE PRICING THEORY AND MACROECONOMIC FACTOR MEASURES120 cited
  • 1985Two estimators for the apt model when factors are measured57 cited

Cited by

  • 2021The COVID-19 storm and the energy sector: The impact and role of uncertainty110 cited
  • 2023Google search trends and stock markets: Sentiment, attention or uncertainty?54 cited
  • 2012Empirical testing of the CAPM on the JSE45 cited

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