Works matching DE "JSE Ltd."

Results: 139

The Effects of Investor Sentiment on Stock Return Indices Under Changing Market Conditions: Evidence from South Africa.

Published in:

International Journal of Financial Studies, 2025, v. 13, n. 2, p. 70, doi. 10.3390/ijfs13020070

By:

Moodley, Fabian;
Ferreira-Schenk, Sune;
Matlhaku, Kago

Publication type:

Article

Which firms opt for corporate social responsibility assurance? A machine learning prediction.

Published in:

Business Ethics, the Environment & Responsibility, 2023, v. 32, n. 2, p. 599, doi. 10.1111/beer.12517

By:

Thompson, Ephraim Kwashie;
Buertey, Samuel

Publication type:

Article

Machine learning style rotation – evidence from the Johannesburg Stock Exchange.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2402893

By:

Page, Daniel;
McClelland, David;
Auret, Christo

Publication type:

Article

Macroeconomic determinants of the JSE size-base industries connectedness: evidence from changing market conditions.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2397454

By:

Lawrence, Babatunde;
Moodley, Fabian;
Ferreira-Schenk, Sune

Publication type:

Article

Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2382375

By:

Ntare, Hamdan Bukenya;
Mwamba, John Weirstrass Muteba;
Adekambi, Franck

Publication type:

Article

Pure quantile portfolios on the Johannesburg stock exchange.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2231662

By:

Page, Daniel;
McClelland, David;
Auret, Christo

Publication type:

Article

The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2158007

By:

Muguto, Hilary Tinotenda;
Muguto, Lorraine;
Bhayat, Azra;
Ncalane, Hawaa;
Jack, Kara Jasmine;
Abdullah, Saadia;
Nkosi, Thabile Siphesihle;
Muzindutsi, Paul-Francois

Publication type:

Article

Pricing vanilla options using artificial neural networks: Application to the South African market.

Published in:

Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2021.1914285

By:

du Plooy, Ryno;
Venter, Pierre J.

Publication type:

Article

Price discovery of South African stocks cross-listed on the New York Stock Exchange.

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1810879

By:

Chipunza, K. J.;
Tsunga, K. R.;
McCullough, K.;
McMillan, David

Publication type:

Article

Corporate Social Responsibility as a Driver of Financial Performance: An Exploration of South African Companies.

Published in:

Journal of Risk & Financial Management, 2025, v. 18, n. 5, p. 278, doi. 10.3390/jrfm18050278

By:

Lemana, Phathutshedzo;
Matemane, Reon;
Mokabane, Maatabudi

Publication type:

Article

Unmasking Delistings: A Multifactorial Analysis of Financial, Non-Financial, and Macroeconomic Variables.

Published in:

Journal of Risk & Financial Management, 2025, v. 18, n. 4, p. 194, doi. 10.3390/jrfm18040194

By:

Lansdell, Peter;
Botha, Ilse;
Marx, Ben

Publication type:

Article

Climate's Currency: How ENSO Events Shape Maize Pricing Structures Between the United States and South Africa.

Published in:

Journal of Risk & Financial Management, 2025, v. 18, n. 4, p. 181, doi. 10.3390/jrfm18040181

By:

Geyser, Mariëtte;
Pretorius, Anmar

Publication type:

Article

Approximating Option Greeks in a Classical and Multi-Curve Framework Using Artificial Neural Networks.

Published in:

Journal of Risk & Financial Management, 2024, v. 17, n. 4, p. 140, doi. 10.3390/jrfm17040140

By:

du Plooy, Ryno;
Venter, Pierre J.

Publication type:

Article

Comparison of Multifactor Asset Pricing Models in the South African Stock Market [2000–2016].

Published in:

Journal of Risk & Financial Management, 2023, v. 16, n. 1, p. 4, doi. 10.3390/jrfm16010004

By:

Mukoyi, Lenia;
Ogujiuba, Kanayo K.

Publication type:

Article

An Investigation of the Beta Anomaly in Emerging Markets: A South African Case.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 5, p. 214, doi. 10.3390/jrfm15050214

By:

Segojane, Mabekebeke;
Ndlovu, Godfrey

Publication type:

Article

A Comparison of Artificial Neural Networks and Bootstrap Aggregating Ensembles in a Modern Financial Derivative Pricing Framework.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 6, p. 1, doi. 10.3390/jrfm14060254

By:

du Plooy, Ryno;
Venter, Pierre J.

Publication type:

Article

DAY OF THE WEEK EFFECT IN THE SOUTH AFRICAN EQUITY MARKET: A GARCH ANALYSIS.

Published in:

Ekonomika, 2022, v. 68, n. 1, p. 15, doi. 10.5937/ekonomika2201015M

By:

Mazviona, Batsirai Winmore;
Mah, Gisele;
Choga, Ireen

Publication type:

Article

Does Integrated Report Quality Matter for Supplier Financing?

Published in:

Journal of International Accounting Research, 2024, v. 23, n. 2, p. 1, doi. 10.2308/JIAR-2022-049

By:

Bose, Sudipta;
Hossain, Amir

Publication type:

Article

Determinants of chief executive officers remuneration for Johannesburg Stock Exchange listed financial service organisations.

Published in:

South African Journal of Human Resource Management, 2022, v. 20, p. 1, doi. 10.4102/sajhrm.v20i0.1774

By:

Ramgath, Wayne;
Bussin, Mark H.

Publication type:

Article

A measurement scale for assessing intellectual capital disclosure.

Published in:

South African Journal of Human Resource Management, 2021, v. 19, n. 1, p. 1, doi. 10.4102/sajhrm.v19i0.1645

By:

Magau, Mpho D.;
Roodt, Gerhard (Gert);
van Zyl, Gerhardus

Publication type:

Article

Monetary value of human capital disclosure for predicting future business earnings.

Published in:

South African Journal of Human Resource Management, 2021, v. 19, n. 1, p. 1, doi. 10.4102/sajhrm.v19i0.1398

By:

Magau, Mpho D.;
Roodt, Gerhard;
van Zyl, Gerhardus

Publication type:

Article

Supply Chain Leadership in a Developing Economy for Sustainable Innovation and Competitiveness: The Case of Johannesburg Stock Exchange-Listed Companies.

Published in:

Sustainability (2071-1050), 2024, v. 16, n. 6, p. 2280, doi. 10.3390/su16062280

By:

Manchidi, Ntise Hendrick

Publication type:

Article

Maturity Analysis of Stock Exchanges in Africa: Prepandemic Sustainability Perspective.

Published in:

Sustainability (2071-1050), 2023, v. 15, n. 8, p. 6820, doi. 10.3390/su15086820

By:

Próchniak, Joanna;
Płoska, Renata;
Zamojska, Anna;
Lepczyński, Błażej;
Cirella, Giuseppe T.

Publication type:

Article

Evaluation of the Effectiveness of and the Extent to Which Large and Medium Logistics Organisations Report on Social Sustainability—The Case of South Africa.

Published in:

Sustainability (2071-1050), 2022, v. 14, n. 22, p. 14917, doi. 10.3390/su142214917

By:

Kele, Tumo Paulus;
Makhetha, Mokheseng

Publication type:

Article

Fourier instantaneous estimators and the Epps effect.

Published in:

PLoS ONE, 2020, v. 15, n. 9, p. 1, doi. 10.1371/journal.pone.0239415

By:

Chang, Patrick

Publication type:

Article

Corporate Governance, Integrated Reporting and the Use of Credibility-enhancing Mechanisms on Integrated Reports.

Published in:

European Accounting Review, 2020, v. 29, n. 4, p. 631, doi. 10.1080/09638180.2019.1668281

By:

Wang, Ruizhe;
Zhou, Shan;
Wang, Timothy

Publication type:

Article

Stock Returns and Valuation Ratios at Sector Level in South Africa: The Regime-switch Modelling Approach.

Published in:

Global Business Review, 2025, v. 26, n. 1, p. 69, doi. 10.1177/0972150920976641

By:

Chipunza, Kudakwashe Joshua;
Muguto, Hilary Tinotenda;
Muguto, Lorraine;
Muzindutsi, Paul-Francois

Publication type:

Article

An Analysis of the Readability of the Chairman's Statement in South Africa.

Published in:

Risks, 2023, v. 11, n. 3, p. 54, doi. 10.3390/risks11030054

By:

Mankayi, Sinethemba;
Matenda, Frank Ranganai;
Sibanda, Mabutho

Publication type:

Article

Financial Performance and Working Capital Management Practices in the Retail Sector: Empirical Evidence from South Africa.

Published in:

Risks, 2022, v. 10, n. 3, p. 63, doi. 10.3390/risks10030063

By:

Mandipa, Garikai;
Sibindi, Athenia Bongani

Publication type:

Article

Gold, Finance and Imperialism in South Africa, 1887–1902: A View From the Stock Exchange.

Published in:

2025

By:

Maphosa, Lloyd

Publication type:

Book Review

Bayesian forecasting of stock returns on the JSE using simultaneous graphical dynamic linear models.

Published in:

Investment Analysts Journal, 2025, v. 54, n. 1, p. 1, doi. 10.1080/10293523.2024.2312712

By:

Kyakutwika, Nelson;
Bartlett, Bruce

Publication type:

Article

Adapting Altman Z-score models for early warning signals: Evidence from delisted mining stocks on the Johannesburg Stock Exchange.

Published in:

Investment Analysts Journal, 2024, v. 53, n. 3, p. 249, doi. 10.1080/10293523.2024.2397892

By:

Matanga, Nigel;
Holman, Glen

Publication type:

Article

Equity issuance and share price performance on the Johannesburg Stock Exchange.

Published in:

Investment Analysts Journal, 2023, v. 52, n. 3, p. 202, doi. 10.1080/10293523.2023.2240560

By:

van Vuuren, Dirk Johan;
Ward, Michael;
Muller, Chris

Publication type:

Article

Correction.

Published in:: 2022
Publication type:: Correction Notice

The impact of algorithmic trading on market quality: Evidence from the Johannesburg Stock Exchange.

Published in:

Investment Analysts Journal, 2022, v. 51, n. 3, p. 157, doi. 10.1080/10293523.2022.2090056

By:

Courdent, Aurélie;
McClelland, David

Publication type:

Article

The pricing of skewness: Evidence from the Johannesburg Stock Exchange.

Published in:

Investment Analysts Journal, 2021, v. 50, n. 2, p. 133, doi. 10.1080/10293523.2021.1898744

By:

Steyn, Johannes Petrus;
Theart, Lomari

Publication type:

Article

Statistical arbitrage on the JSE based on partial co-integration.

Published in:

Investment Analysts Journal, 2021, v. 50, n. 2, p. 110, doi. 10.1080/10293523.2021.1886723

By:

Hoffman, A. J.

Publication type:

Article

Consumer sentiment and time-varying betas: Testing the validity of the consumption CAPM on the Johannesburg Stock Exchange.

Published in:

Investment Analysts Journal, 2020, v. 49, n. 4, p. 303, doi. 10.1080/10293523.2020.1814046

By:

Rojo-Suárez, Javier;
Alonso-Conde, Ana Belén

Publication type:

Article

The use of non-financial performance metrics in determining directors’ remuneration: The case of listed companies in South Africa.

Published in:

African Journal of Business Ethics, 2023, v. 17, n. 1, p. 22, doi. 10.15249/17-1-301

By:

Matemane, Reon;
Moloi, Tankiso;
Adelowotan, Michael;
Biswas, Pallab Kumar

Publication type:

Article

Corporate Social Responsibility Preferences in South Africa.

Published in:

Sustainability (2071-1050), 2022, v. 14, n. 7, p. 3792, doi. 10.3390/su14073792

By:

Cheruiyot-Koech, Roselyne;
Reddy, Colin David

Publication type:

Article

Corporate Governance, Integrated Reporting and Environmental Disclosure: Evidence from the South African Context.

Published in:

Sustainability (2071-1050), 2020, v. 12, n. 12, p. 4820, doi. 10.3390/su12124820

By:

Corvino, Antonio;
Doni, Federica;
Bianchi Martini, Silvio

Publication type:

Article

The Relationship between Waste Management Expenditure and Waste Reduction Targets on Selected JSE Companies.

Published in:

Sustainability (2071-1050), 2017, v. 9, n. 9, p. 1528, doi. 10.3390/su9091528

By:

Maleka, Thabo Gerald;
Nyirenda, Gibson;
Fakoya, Michael Bamidele

Publication type:

Article

An analysis of key audit matter disclosures in South African audit reports from 2017 to 2020.

Published in:

South African Journal of Business Management, 2023, v. 54, n. 1, p. 1, doi. 10.4102/sajbm.v54i1.3669

By:

Ecim, Dusan;
Maroun, Warren;
Duboisee de Ricquebourg, Alan

Publication type:

Article

Does board gender diversity improve environmental, social and governance disclosure? Evidence from South Africa.

Published in:

South African Journal of Business Management, 2023, v. 54, n. 1, p. 1, doi. 10.4102/sajbm.v54i1.3646

By:

Toerien, Francois;
Breedt, Chanel;
de Jager, Phillip G.

Publication type:

Article

Investigating the link between board independence and dividend distributions in South Africa.

Published in:

South African Journal of Business Management, 2023, v. 54, n. 1, p. 1, doi. 10.4102/sajbm.v54i1.3643

By:

Viviers, Suzette;
Mans-Kemp, Nadia;
Janse van Vuuren, Michael;
Shiel, Tyler

Publication type:

Article

The association between optimism and future performance: Evidence of impression management from chief executive officer and chairperson letters.

Published in:

South African Journal of Business Management, 2022, v. 53, n. 1, p. 1, doi. 10.4102/sajbm.v53i1.3183

By:

Nel, George F.;
Arendse-Fourie, Sher-Lee;
Ontong, Juan M.

Publication type:

Article

Reflecting on compliance with Broad-Based Black Economic Empowerment codes of good practice: Trends and suggestions.

Published in:

South African Journal of Business Management, 2021, v. 52, n. 1, p. 1, doi. 10.4102/sajbm.v52i1.1963

By:

Dreyer, Jan A.;
Viviers, Suzette;
Mans-Kemp, Nadia

Publication type:

Article

Share repurchases: Which number of shares should be used by JSE-listed companies when publishing market capitalisation in annual reports?

Published in:

South African Journal of Business Management, 2008, v. 39, n. 4, p. 51, doi. 10.4102/sajbm.v39i4.571

By:

Bester, P. G.;
Hamman, W. D.;
Brummer, L. M.;
Wesson, N.;
Steyn-Bruwer, B. W.

Publication type:

Article

Factors negatively influencing knowledge sharing in software development.

Published in:

South African Journal of Information Management, 2017, v. 19, n. 1, p. 1, doi. 10.4102/sajim.v19i1.776

By:

Khoza, Lucas T.;
Pretorius, Agnieta B.

Publication type:

Article

Volatility Modelling of the Johannesburg Stock Exchange All Share Index Using the Family GARCH Model.

Published in:

Forecasting, 2025, v. 7, n. 2, p. 16, doi. 10.3390/forecast7020016

By:

Maingo, Israel;
Ravele, Thakhani;
Sigauke, Caston

Publication type:

Article