Articles by Author: Daniel Page

Search results for Daniel Page

We found 95 results for you
  1. Idiosyncratic risk and anomaly persistence on the Johannesburg Stock Exchange (JSE)

    Idiosyncratic risk and anomaly persistence on the Johannesburg Stock Exchange (JSE)

    Item type: Journal Article • Journal: Investment Analysts Journal
    This study examines arbitrage costs and the persistence of the size, value and momentum premiums on the Johannesburg Stock Exchange (JSE). Two arbitrage costs are considered: transaction and holding costs. Transaction costs refer to indirect and direct costs of engaging...
  2. Univariate tests of momentum on the JSE

    Univariate tests of momentum on the JSE

    Item type: Journal Article • Journal: Investment Analysts Journal
    This study intends to test whether medium-term price momentum is present on the cross-section of shares listed on the JSE. Using the methodology of Jegadeesh and Titman (1993; 2001), shares are sorted applying four estimation periods (E = 3, 6,...
  3. Do share prices lead economic activity in emerging markets? Evidence from South Africa using Granger-causality tests

    Do share prices lead economic activity in emerging markets? Evidence from South Africa using Granger-causality tests

    Item type: Journal Article • Journal: Investment Analysts Journal
    The forward-looking characteristic of share prices and their subsequent role as leading indicators of economic activity has been widely documented in advanced economies, with evidence in emerging countries being less prevalent. This paper investigates the information content of share prices...
  4. Can non-momentum factor premiums explain the momentum anomaly on the JSE? An in-depth portfolio attribution analysis

    Can non-momentum factor premiums explain the momentum anomaly on the JSE? An in-depth portfolio attribution analysis

    Item type: Journal Article • Journal: Investment Analysts Journal
    South African literature related to the momentum anomaly is generally limited to the exploration of momentum on a univariate and at most a bivariate basis, such as in combination with value (Fraser & Page, 2000) or liquidity (Page, Britten, &...
  5. Feeding niches of four large herbivores in the hluhluwe game reserve, natal<sup>1</sup>

    Feeding niches of four large herbivores in the hluhluwe game reserve, natal<sup>1</sup>

    The differences and similarities between buffalo, zebra, wildebeest and white rhino, with respect to the variables characterizing their feeding localities, were determined using a discriminant function analysis. The dimensions of the community niche are described using the Latent Roots and...
  6. Veldtoestand en neiging in Kalahari‐duineveld onder ‘n ekstensiewe veeboerderystelsel

    Item type: Journal Article • Journal: Journal of the Grassland Society of Southern Africa
    Plantopnames is gedurende 1970 tot 1985 in die Kalahari‐duineveld (Acocks, 1975; Veldtipe no. 16a4) op die proefboerdery‐eenheid Massakloutjie in Noordwes‐Kaapland onderneem. Reënval het gedurende die proefperiode gewissel tussen 111 mm (1982–83) en 593 mm (1973–74). Die totale basale plantebedekking het...
  7. AIDS communications through social networks: catalyst for behaviour changes in Uganda

    AIDS communications through social networks: catalyst for behaviour changes in Uganda

    Item type: Journal Article • Journal: African Journal of AIDS Research
    Objective: To investigate distinctive communications through social networks which may be associated with population behaviour changes and HIV prevalence declines in Uganda compared to other countries.
  8. The opening of the future: Heidegger's interpretation of Rilke1

    The opening of the future: Heidegger's interpretation of Rilke1

    Item type: Journal Article • Journal: South African Journal of Philosophy
    The aim of this paper is to revisit Heidegger's phenomenological reading of Rilke with a view to eliciting its implications for our future and that of phenomenology. The paper focuses on how Heidegger, despite regarding Rilke as a much-needed poet...
  9. MIGRATION AND DISPERSAL OF AUDOUIN'S GULL <em>LARUS AUDOUINII</em> FROM THE EBRO DELTA COLONY

    MIGRATION AND DISPERSAL OF AUDOUIN'S GULL <em>LARUS AUDOUINII</em> FROM THE EBRO DELTA COLONY

    Item type: Journal Article • Journal: Ostrich: Journal of African Ornithology
    Oro, D. & Martinez, A. 1994. Migration and dispersal of Audouin's Gull Larus audouinii from the Ebro Delta colony. Ostrich 65:225-230.