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Quantifying leaf water potential for scheduling irrigation of wheat under specific soil-climate conditions
Item type: Journal Article • Journal: South African Journal of Plant and Soil • Authors: A.A. Nel --- , Republic of South Africa P.R. Berliner --- , IsraelThe relationship between soil water deficit (SWD), potential evapotranspiration (PET) and midday leaf water potential (LWP) of irrigated spring wheat was studied at Roodeplaat to determine if LWP can easily be estimated from SWD and PET so that it can... -
Measuring the selection and timing abilities of South African fund managers
Item type: Journal Article • Journal: South African Journal of Accounting Research • Authors: D J Bradfield --- Department of Statistical Sciences,This article reviews a model proposed by Bhattacharya and Pfleiderer (1983) and first implemented by Lee and Rhaman (1990) which allows the separation of the measurement of selection and timing skills of fund managers. It is the first model to... -
Evidence of share option backdating in the JSE Top 40 since 2001
Item type: Journal Article • Journal: South African Journal of Accounting Research • Authors: G Holman --- Department of Accounting, J Shev --- Department of Accounting, F Zheng --- Department of Accounting,This study investigates whether executives backdate share option grant dates to their advantage in South Africa. Using data for 175 options granted to executives of the JSE top 40 companies between 2001 and 2006, a pattern of negative cumulative abnormal... -
Fund manager characteristics and performance
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Yi Fang --- Center for Quantitative Economics, China Haiping Wang --- School of Administrative Studies, CanadaThis study establishes a multitier framework to evaluate how fund manager characteristics systematically affect mutual fund performance. The framework includes three tiers of performance elements: comprehensive performance; return and risk; and timing skill and picking ability. Using performance decomposition, our... -
Herding and timing abilities: are both possible?
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Mercedes Alda --- Faculty of Economics and Business, SpainWe examine the existence of herding by institutional investors, analysing whether herding measures are affected in a mixed scenario, where certain skilled managers can develop timing abilities, and others herd. Studying a sample of Spanish pension funds investing in European... -
Timing information, SEC enforcement intensity and illegal insider trading
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Han-Ching Huang --- Department of Finance, TaiwanThis paper explores the difference between illegal insider trading around scheduled and unscheduled corporate announcements. Moreover, this paper also examines whether the underlying option has impacted on trading patterns of illegal insider trading around corporate announcements. I find that the... -
Small-minus-big predicts betting-against-beta: Implications for international equity allocation and market timing
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Adam Zaremba --- , PolandWe demonstrate a strong relationship between short-term small-firm premium and future low-beta anomaly performance. Rises (declines) in small-firm prices temporarily improve (deteriorate) funding conditions, benefiting (impairing) the short-run returns on the low-beta strategy. To investigate this phenomenon, we examine returns... -
Tactical asset allocation using the Kalman filter
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Reder van Rooyen --- , South Africa Gary van Vuuren --- , South AfricaTactical asset allocation (TAA) is a dynamic investment strategy which seeks actively to adjust fund allocation to a variety of asset classes by systematically exploiting inefficiencies and temporary imbalances in equilibrium values. This approach contrasts with strategic asset allocation (SAA)... -
Spring migration phenology of trans-Saharan migratory birds at a southern Tunisian oasis
Item type: Journal Article • Journal: Ostrich: Journal of African Ornithology • Authors: Fatma Belani --- University of Gabès, Tunisia José Javier Cuervo --- National Museum of Natural Sciences, Spain Marina García-del Río --- National Museum of Natural Sciences, Spain Abdessalem Hammouda --- University of Gabès, Tunisia Ivan Maggini --- Konrad Lorenz Institute of Ethology, University of Veterinary Medicine, Austria Slaheddine Selmi --- University of Gabès, TunisiaNorth African date palm oases are regarded as important stopover sites for trans-Saharan migratory birds after their Sahara crossing during spring migration. However, little is known about the timing of migration through these areas. In this study, we investigated the...