Details about Christo J. Auret
Access statistics for papers by Christo J. Auret.
Last updated 2024-07-06. Update your information in the RePEc Author Service.
Short-id: pau51
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Journal Articles
2023
- Pure quantile portfolios on the Johannesburg stock exchange
Cogent Economics & Finance, 2023, 11, (2), 2231662 
- Speculative ratios and returns volatility in the South African white maize futures market
Cogent Economics & Finance, 2023, 11, (1), 2160127 View citations (1)
2022
- Style rotation on the JSE
Finance Research Letters, 2022, 46, (PB)
2020
- Volatility transmission in the South African white maize futures market
Eurasian Economic Review, 2020, 10, (1), 71-88 View citations (5)
2016
- Investigating the Interaction Between Long-Term Reversal and value on the JSE
Studies in Economics and Econometrics, 2016, 40, (2), 1-24
2015
- Rand Hedge as an Investment Strategy on the JSE
Studies in Economics and Econometrics, 2015, 39, (2), 1-19
2014
- Thin-Trading and Beta Estimation: Results From a Simulated Environment
Studies in Economics and Econometrics, 2014, 38, (2), 19-31
2013
- Financial Constraints and Capital Structure Dynamics Across the Business Cycle: Some Evidence from The Jse
Studies in Economics and Econometrics, 2013, 37, (1), 75-103
2009
- Do Dividend Changes in South Africa Signal Earnings Changes?
Studies in Economics and Econometrics, 2009, 33, (3), 19-38
2008
- An Explanatory Model of South African White Maize Futures Prices
Studies in Economics and Econometrics, 2008, 32, (1), 103-131 View citations (1)
2006
- The Reaction of Stock Prices to Unexpected Inflation
Studies in Economics and Econometrics, 2006, 30, (1), 23-40
2000
- A Comparison of Earnings Per Share and Dividends Per Share as Explanatory Variables for Share Price
Studies in Economics and Econometrics, 2000, 24, (1), 39-53 View citations (3)
1998
- A Comparison of EPS and EVA as Explanatory Variables for Share Price
Studies in Economics and Econometrics, 1998, 22, (2), 47-63
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