Articles by Author: G D I Barr

Search results for G D I Barr

We found 14 results for you
  1. The realignment of international stock markets after the 1987 crash, with special reference to the Johannesburg Stock Exchange

    The realignment of international stock markets after the 1987 crash, with special reference to the Johannesburg Stock Exchange

    Item type: Journal Article • Journal: South African Journal of Accounting Research
    This paper investigates stock price associations between the world’s sixteen largest international markets in the period immediately before and after the 1987 market crash, as well as in a more recent post-crash period. The analysis suggests that the crash had...
  2. Comments on “The use of statistical techniques in the interpretation and implementation of South African insider trading legislation”

    Comments on “The use of statistical techniques in the interpretation and implementation of South African insider trading legislation”

    Item type: Journal Article • Journal: South African Journal of Accounting Research
    In a recent paper Botha (1995) proposes the use of statistical techniques and models from modem finance to show that the abnormal returns on a firm’s share price in some window period immediately before a specific event was not merely...
  3. Price earnings ratios on the Johannesburg Stock Exchange - Are they a guide to value?

    Price earnings ratios on the Johannesburg Stock Exchange - Are they a guide to value?

    Item type: Journal Article • Journal: South African Journal of Accounting Research
    This paper tests whether there is an equilibrium relationship between prices and earnings on the Johannesburg Stock Exchange (JSE). Such a relationship would hold if the JSE Index and index earnings were cointegrated, A full explanation of the technique of...
  4. Adding market value to a holding company

    Adding market value to a holding company

    Item type: Journal Article • Journal: South African Journal of Accounting Research
    The paper explains the forces that determine changes in the discount of Net Asset market value of the typical JSE listed holding company. It is demonstrated that a variety of events which will alter the discount automatically may have very...