Details about Christo J. Auret

Access statistics for papers by Christo J. Auret.

Last updated 2023-01-09. Update your information in the RePEc Author Service.

Short-id: pau51

Journal Articles

2022

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

2020

2. Volatility transmission in the South African white maize futures market
   Eurasian Economic Review, 2020, 10, (1), 71-88 View citations (4)

2016

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

2015

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

2014

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

2013

6. 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

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

2008

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

2006

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

2000

10. 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

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