Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African Stocks
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- Ryan Bartens & Shakill Hassan, 2010. "Value, size and momentum portfolios in real time: the cross section of South African stocks," Australian Journal of Management, Australian School of Business, vol. 35(2), pages 181-202, August.
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Citations
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Cited by:
- Dr. Humberto Valencia Herrera, 2015. "Decomposition of the Stocks Returns in the Sustainable Index of the Mexican Stock Exchange," Remef - The Mexican Journal of Economics and Finance, Instituto Mexicano de Ejecutivos de Finanzas. Remef, March.
- Robert E. Marks, 2010. "Editorial: A final farewell," Australian Journal of Management, Australian School of Business, vol. 35(2), pages 115-117, August.
- Esther Ikavbo Evbayiro-Osagie & Ifuero Osad Osamwonyi, 2017. "A Comparative Analysis of Four-Factor Model and Three-Factor Model in the Nigerian Stock Market," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(4), pages 38-52, October.
- Sean Smith & Shakill Hassan, 2011.
"The Rand as a Carry Trade Target: Risk, Returns and Policy Implications,"
Working Papers
235, Economic Research Southern Africa.
- Dr. Shakill Hassan & Sean Smith, 2011. "The Rand as a Carry Trade Target Risk Returns and Policy Implications," Working Papers 4878, South African Reserve Bank.
- Humberto Valencia Herrera, 2015. "Decomposition of the Stocks Returns in the Sustainable Index of the Mexican Stock Exchange," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 10(1), pages 85-99, Enero-Jun.
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More about this item
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
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