Investment Analysts Journal

ISSN: 1029-3523 (Print)
            2077-0227 (Online)
Publication frequency: 3 issues per year

Impact Factor: 0.615 (2016)
5-year Impact Factor: 0.561 (2016)

Accredited with the DHET (SAPSE)

Official publication of the Investment Analysts Society of South AfricaCo-published with RoutledgeClick here for Open Access options on this journal

Aims & Scope

The Investment Analysts Journal is an international, peer-reviewed journal, publishing high-quality, original research three times a year. The journal publishes significant new research in finance and investments and seeks to establish a balance between theoretical and empirical studies. Papers written in any areas of finance, investment, accounting and economics will be considered for publication. All contributions are welcome but are subject to an objective selection procedure to ensure that published articles answer the criteria of scientific objectivity, importance and replicability.

Readability and good writing style are important. No articles which have been published or are under review elsewhere will be considered. All submitted manuscripts are subject to initial appraisal by the Editor, and, if found suitable for further consideration, to peer review by independent, anonymous expert referees. All peer review is double blind and submission is via email. Accepted papers will then pass through originality checking software. The editors reserve the right to make the final decision with respect to publication.

The Investment Analysts Journal is the official journal of the Investment Analysts Society of South Africa. The Journal is included in the Thomson Reuters Social Science Citation Index and is accredited by the South African Department of Higher Education and Training (DHET).

 

Editors

Editors

Prof Christo Auret - Professor of Finance, School of Economic and Business Sciences, University of the Witwatersrand, South Africa
Prof Robert Vivian - Professor of Insurance and Risk Management, School of Economic and Business Sciences, University of the Witwatersrand, South Africa

Editorial Board 

Prof Doojin Ryu - Tenured Associate Professor, Department of Economics,  Sungkyunkwan University, South Korea
Prof Eon van der Merwe Smit - Professor of Business Statistics,  University of Stellenbosch Business School, South Africa    
Prof Mike Ward - Chair of Finance, Gordon Institute of Business Science,  University of Pretoria, South Africa

Latest Issue

Volume 46, Issue 3, 2017: Special Issue: Southern African Finance Association (SAFA) 2017 Conference

Article

Univariate tests of momentum on the JSE
Author(s): Daniel PageFinance Division, School of Economic & Business Sciences, South Africa, Christo AuretFinance Division, School of Economic & Business Sciences, South Africa
Pages: 149–164
Seasonality in the cross section of factor premia
Author(s): Adam ZarembaDepartment of Investment and Capital Markets, Poland
Pages: 165–199
Do share prices lead economic activity in emerging markets? Evidence from South Africa using Granger-causality tests
Author(s): Ayesha SayedFinance Division, School of Economic and Business Sciences, South Africa, Christo AuretFinance Division, School of Economic and Business Sciences, South Africa, Daniel PageFinance Division, School of Economic and Business Sciences, South Africa
Pages: 200–212
Diversification and the realised volatility of equity portfolios
Author(s): Hannes du PlessisDepartment of Finance and Tax, South Africa, Paul van RensburgDepartment of Finance and Tax, South Africa
Pages: 213–234
Feedback trading on the JSE
Author(s): Ailie CharterisDevelopment Finance Centre, Graduate School of Business, South Africa, Lorraine RupandeSchool of Accounting, Economics and Finance, South Africa
Pages: 235–248

Contents

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Papers written in any areas of finance, investment, accounting and economics will be considered for publication. All contributions are welcome but are subject to an objective selection procedure to ensure that published articles answer the criteria of scientific objectivity, importance and replicability.

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