Return predictability and valuation ratios: sector-level evidence on the Johannesburg stock exchange
Author:
Affiliation:
1. School of Accounting, Economics and Finance, University of KwaZulu-Natal, Durban, South Africa
Funder
research
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2020.1817252
Reference95 articles.
1. Predictability of stock returns using financial statement information: evidence on semi-strong efficiency of emerging Greek stock market
2. Structural Breaks in Financial Time Series
3. Stock Return Predictability: Is it There?
4. Can (unusual) weather conditions in New York predict South African stock returns?
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. EFFECT OF HEALTH SYSTEM PERFORMANCE ON VOLATILITY DURING THE COVID-19 PANDEMIC: A NEURAL NETWORK APPROACH;Journal of Business Economics and Management;2024-02-28
2. How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis;Emerging Markets Review;2023-06
3. The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange;Cogent Economics & Finance;2022-12-19
4. ANALYSIS AND FORECASTABILITY OF MARKET MODEL: EVIDENCE FROM PAKISTANI MARKET INDEX AND EMERGING MARKET INDEX;Humanities & Social Sciences Reviews;2021-06-30
5. Stock Returns and Valuation Ratios at Sector Level in South Africa: The Regime-switch Modelling Approach;Global Business Review;2020-12-23
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3