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Crossref Citations

1. Divestitures and shareholder wealth in the long-run – the South African case
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Corporate Ownership and Control  vol: 11  issue: 4  first page: 569  year: 2014  
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2. A decomposition of style-based risk on the JSE
P van Rensburg
Investment Analysts Journal  vol: 30  issue: 54  first page: 45  year: 2001  
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3. An augmented macroeconomic linear factor model of South African industrial sector returns
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4. Underspecification of the Empirical Return-Factor Model and a Factor Analytic Augmentation as a Solution to Factor Omission
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5. The COVID-19 storm and the energy sector: The impact and role of uncertainty
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6. Are Macroeconomic Factors Adequate Proxies for Systematic Influences in Stock Returns?
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doi: 10.2139/ssrn.3369798

7. Estimation of the underlying structure of systematic risk with the use of principal component analysis and factor analysis
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8. Underspecification of the Empirical Return-Factor Model and a Factor Analytic Augmentation as a Solution to Factor Omission
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9. Macroeconomic effects on individual JSE Stocks: a GARCH representation
R Mangani
Investment Analysts Journal  vol: 38  issue: 69  first page: 47  year: 2009  
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10. Risk Factors in Returns of the South African Stock Market
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SSRN Electronic Journal  year: 2016  
doi: 10.2139/ssrn.2883302

11. Are macroeconomic factors adequate proxies for systematic influences in stock returns? A South African perspective
Jan J. Szczygielski, Leon M. Brümmer, Hendrik P. Wolmarans, Adam Zaremba
Investment Analysts Journal  vol: 49  issue: 1  first page: 34  year: 2020  
doi: 10.1080/10293523.2020.1723854

12. Business cycles and stock market performance in South Africa
Forward Muchaonyerwa, Ireen Ireen
Corporate Ownership and Control  vol: 12  issue: 3  first page: 84  year: 2015  
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13. Risk Factors in Returns of the South African Stock Market
J.J. Szczygielski, C. Chipeta
Studies in Economics and Econometrics  vol: 39  issue: 1  first page: 47  year: 2015  
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