n Investment Analysts Journal - Inter-relationships between the January effect, market capitalisation and value investment strategies on the JSE
|Article Title||Inter-relationships between the January effect, market capitalisation and value investment strategies on the JSE|
|© Publisher:||Taylor & Francis|
|Journal||Investment Analysts Journal|
|Author||E.M. Robins, M. Sandler and F. Durand|
|Publication Date||Jan 1999|
ISI Social Science
Extracted from text ... Number 50 - Part 4 1999 EM Robins, M Sandler and F Durand* Inter-relationships between the January effect, market capitalisation and value investment strategies on the JSE * Wits Business School, 2 St Davids Place, Parktown, Johannesburg 2193, Republic of South Africa. E-mail: firstname.lastname@example.org 1. Introduction* South African research has become increasingly circumspect regarding market efficiency on the JSE. Philpott and Firer (1995) indicated that the JSE may not efficient in the semi-strong form. Thompson and Ward's (1995) review of market efficiency concluded that the JSE was strong form inefficient, with "at best" mixed evidence regarding its weak and semi-strong ..
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