Details about Christo J. Auret

Access statistics for papers by Christo J. Auret.

Last updated 2025-06-10. Update your information in the RePEc Author Service.

Short-id: pau51

Journal Articles

2025

1. Is corn still king? Unravelling time-varying interactions among soft commodities
   Eurasian Economic Review, 2025, 15, (1), 259-284 View citations (1)

2024

2. Machine learning style rotation – evidence from the Johannesburg Stock Exchange
   Cogent Economics & Finance, 2024, 12, (1), 2402893

2023

3. Machine learning and manager selection: evidence from South Africa
   International Journal of Emerging Markets, 2023, 20, (5), 1819-1848 View citations (1)
4. Pure quantile portfolios on the Johannesburg stock exchange
   Cogent Economics & Finance, 2023, 11, (2), 2231662
5. Speculative ratios and returns volatility in the South African white maize futures market
   Cogent Economics & Finance, 2023, 11, (1), 2160127 View citations (2)

2022

6. Style rotation on the JSE
   Finance Research Letters, 2022, 46, (PB)

2020

7. Volatility transmission in the South African white maize futures market
   Eurasian Economic Review, 2020, 10, (1), 71-88 View citations (6)

2016

8. Investigating the Interaction Between Long-Term Reversal and value on the JSE
   Studies in Economics and Econometrics, 2016, 40, (2), 1-24

2015

9. Rand Hedge as an Investment Strategy on the JSE
   Studies in Economics and Econometrics, 2015, 39, (2), 1-19

2014

10. Thin-Trading and Beta Estimation: Results From a Simulated Environment
    Studies in Economics and Econometrics, 2014, 38, (2), 19-31

2013

11. 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

12. Do Dividend Changes in South Africa Signal Earnings Changes?
    Studies in Economics and Econometrics, 2009, 33, (3), 19-38

2008

13. An Explanatory Model of South African White Maize Futures Prices
    Studies in Economics and Econometrics, 2008, 32, (1), 103-131 View citations (3)

2006

14. The Reaction of Stock Prices to Unexpected Inflation
    Studies in Economics and Econometrics, 2006, 30, (1), 23-40

2000

15. 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 (5)

1998

16. A Comparison of EPS and EVA as Explanatory Variables for Share Price
    Studies in Economics and Econometrics, 1998, 22, (2), 47-63

Chapters

2024

1. The Impact of USDA Wasde Announcements on South African White Maize Futures Prices
   Springer