Details about Xolani Sibande

Access statistics for papers by Xolani Sibande.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: psi1107

Working Papers

2025

1. Do Investors in Clean Energy ETFs Herd? The Role of Climate Risks
   Working Papers, University of Pretoria, Department of Economics

2024

2. Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data
   Working Papers, University of Pretoria, Department of Economics
3. Regulation and bank lending in South Africa a narrative index approach
   Working Papers, South African Reserve Bank
   See also Journal Article Regulation and Bank Lending in South Africa: A Narrative Index Approach, South African Journal of Economics, Economic Society of South Africa (2025) (2025)
4. The impact of Basel III implementation on bank lending in South Africa
   Working Papers, South African Reserve Bank
   See also Journal Article The Impact of Basel III Implementation on Bank Lending in South Africa, South African Journal of Economics, Economic Society of South Africa (2025) (2025)

2023

5. Monetary policy and herding behaviour in the ZAR market
   Working Papers, South African Reserve Bank

2022

6. On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal, Resources Policy, Elsevier (2023) View citations (2) (2023)
7. Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Price effects after one-day abnormal returns and crises in the stock markets, Research in International Business and Finance, Elsevier (2024) (2024)

2020

8. Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Evolution of price effects after one-day abnormal returns in the US stock market, The North American Journal of Economics and Finance, Elsevier (2021) View citations (5) (2021)
9. Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data
   Working Papers, University of Pretoria, Department of Economics View citations (1)
   See also Journal Article Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data, Journal of Behavioral Finance, Taylor & Francis Journals (2023) View citations (3) (2023)

2019

10. Halloween Effect in Developed Stock Markets: A US Perspective
    Working Papers, University of Pretoria, Department of Economics View citations (2)
11. Historical Evolution of Monthly Anomalies in International Stock Markets
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Historical evolution of monthly anomalies in international stock markets, Research in International Business and Finance, Elsevier (2020) View citations (3) (2020)
12. Price Gap Anomaly in the US Stock Market: The Whole Story
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Price gap anomaly in the US stock market: The whole story, The North American Journal of Economics and Finance, Elsevier (2020) View citations (1) (2020)
13. Rise and Fall of Calendar Anomalies over a Century
    Working Papers, University of Pretoria, Department of Economics View citations (20)
    See also Journal Article Rise and fall of calendar anomalies over a century, The North American Journal of Economics and Finance, Elsevier (2019) View citations (21) (2019)

2018

14. Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017, Journal of Multinational Financial Management, Elsevier (2019) View citations (4) (2019)

Journal Articles

2025

1. Regulation and Bank Lending in South Africa: A Narrative Index Approach
   South African Journal of Economics, 2025, 93, (1), 73-85
   See also Working Paper Regulation and bank lending in South Africa a narrative index approach, Working Papers (2024) (2024)
2. The Impact of Basel III Implementation on Bank Lending in South Africa
   South African Journal of Economics, 2025, 93, (1), 6-26
   See also Working Paper The impact of Basel III implementation on bank lending in South Africa, Working Papers (2024) (2024)

2024

3. Herding behaviour and monetary policy: Evidence from the ZAR market
   Journal of Behavioral and Experimental Finance, 2024, 42, (C)
4. Price effects after one-day abnormal returns and crises in the stock markets
   Research in International Business and Finance, 2024, 70, (PA)
   See also Working Paper Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets, Working Papers (2022) (2022)

2023

5. Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data
   Journal of Behavioral Finance, 2023, 24, (1), 56-72 View citations (3)
   See also Working Paper Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data, Working Papers (2020) View citations (1) (2020)
6. On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal
   Resources Policy, 2023, 85, (PB) View citations (2)
   See also Working Paper On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal, Working Papers (2022) (2022)

2021

7. Evolution of price effects after one-day abnormal returns in the US stock market
   The North American Journal of Economics and Finance, 2021, 57, (C) View citations (5)
   See also Working Paper Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market, Working Papers (2020) (2020)

2020

8. Halloween Effect in developed stock markets: A historical perspective
   International Economics, 2020, 161, (C), 130-138 View citations (3)
   Also in International Economics, 2020, (161), 130-138 (2020) View citations (3)
9. Historical evolution of monthly anomalies in international stock markets
   Research in International Business and Finance, 2020, 52, (C) View citations (3)
   See also Working Paper Historical Evolution of Monthly Anomalies in International Stock Markets, Working Papers (2019) (2019)
10. Price gap anomaly in the US stock market: The whole story
    The North American Journal of Economics and Finance, 2020, 52, (C) View citations (1)
    See also Working Paper Price Gap Anomaly in the US Stock Market: The Whole Story, Working Papers (2019) (2019)

2019

11. Rise and fall of calendar anomalies over a century
    The North American Journal of Economics and Finance, 2019, 49, (C), 181-205 View citations (21)
    See also Working Paper Rise and Fall of Calendar Anomalies over a Century, Working Papers (2019) View citations (20) (2019)
12. Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017
    Journal of Multinational Financial Management, 2019, 49, (C), 81-88 View citations (4)
    See also Working Paper Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017, Working Papers (2018) (2018)