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Christo J. Auret

Personal Details

First Name:Christo
Middle Name:J.
Last Name:Auret
Suffix:
RePEc Short-ID:pau51
[This author has chosen not to make the email address public]
Private Bag 3 Wits 2050 South Africa
+27117178131

Affiliation

(50%) School of Economic and Finance
Faculty of Commerce, Law and Management
University of the Witwatersrand

Johannesburg, South Africa
https://www.wits.ac.za/sef/
RePEc:edi:dewitza (more details at EDIRC)

(50%) African Micro-Economic Research Unit (AMERU)
School of Economic and Finance
Faculty of Commerce, Law and Management
University of the Witwatersrand

Johannesburg, South Africa
http://www.wits.ac.za/clm/sebs/ameru
RePEc:edi:amwitza (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Ayesha Sayed & Christo Auret, 2023. "Speculative ratios and returns volatility in the South African white maize futures market," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(1), pages 2160127-216, December.
  2. Page, Daniel & McClelland, David & Auret, Christo, 2022. "Style rotation on the JSE," Finance Research Letters, Elsevier, vol. 46(PB).
  3. Ayesha Sayed & Christo Auret, 2020. "Volatility transmission in the South African white maize futures market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(1), pages 71-88, March.
  4. J. Britten & D. Page & C. Auret, 2016. "Investigating the Interaction Between Long-Term Reversal and value on the JSE," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 40(2), pages 1-24, August.
  5. D. Page & J. Britten & C. Auret, 2015. "Rand Hedge as an Investment Strategy on the JSE," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 39(2), pages 1-19, August.
  6. D.E. McClelland & C.J. Auret & T.K. Wright, 2014. "Thin-Trading and Beta Estimation: Results From a Simulated Environment," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 38(2), pages 19-31, August.
  7. C Auret & C Chipeta & S Krishna, 2013. "Financial Constraints and Capital Structure Dynamics Across the Business Cycle: Some Evidence from The Jse," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 37(1), pages 75-103, April.
  8. J Wolff & C J Auret, 2009. "Do Dividend Changes in South Africa Signal Earnings Changes?," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 33(3), pages 19-38, December.
  9. C J Auret & C C Schmitt, 2008. "An Explanatory Model of South African White Maize Futures Prices," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 32(1), pages 103-131, April.
  10. C Auret & W Rudolph, 2006. "The Reaction of Stock Prices to Unexpected Inflation," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 30(1), pages 23-40, April.
  11. C J Auret & J U de Villiers, 2000. "A Comparison of Earnings Per Share and Dividends Per Share as Explanatory Variables for Share Price," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 24(1), pages 39-53, March.
  12. J U de Villiers & C J Auret, 1998. "A Comparison of EPS and EVA as Explanatory Variables for Share Price," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 22(2), pages 47-63, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Ayesha Sayed & Christo Auret, 2023. "Speculative ratios and returns volatility in the South African white maize futures market," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(1), pages 2160127-216, December.

    Cited by:

    1. Fang, Ming & Chang, Chiu-Lan & Zhang, Qi, 2023. "Impacts of trading restrictions on price volatilities and speculative activities: Evidence from CSI 300 futures," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 184-204.

  2. Ayesha Sayed & Christo Auret, 2020. "Volatility transmission in the South African white maize futures market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(1), pages 71-88, March.

    Cited by:

    1. Tetsuji Tanaka & Jin Guo, 2020. "How does the self-sufficiency rate affect international price volatility transmissions in the wheat sector? Evidence from wheat-exporting countries," Palgrave Communications, Palgrave Macmillan, vol. 7(1), pages 1-13, December.
    2. Umar, Muhammad & Ji, Xiangfeng & Mirza, Nawazish & Li, Haiping, 2022. "Crypto swings and the performance of carbon-intensive equity funds in China," Resources Policy, Elsevier, vol. 78(C).
    3. Achraf Ghorbel & Ahmed Jeribi, 2021. "Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(3), pages 449-467, September.
    4. Daehyeon Park & Jiyeon Park & Doojin Ryu, 2020. "Volatility Spillovers between Equity and Green Bond Markets," Sustainability, MDPI, vol. 12(9), pages 1-12, May.

  3. C J Auret & J U de Villiers, 2000. "A Comparison of Earnings Per Share and Dividends Per Share as Explanatory Variables for Share Price," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 24(1), pages 39-53, March.

    Cited by:

    1. Krishnamoorthy Charith & Andrey Davydenko, 2021. "Informational Value of Dividend Initiations: Impact of Cash Dividends on Share Prices of Manufacturing Companies in Sri Lanka," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 13(3), pages 1-13, March.
    2. Charith, Krishnamoorthy & Davydenko, Andrey, 2021. "Informational Value of Dividend Initiations: Impact of Cash Dividends on Share Prices of Manufacturing Companies in Sri Lanka," SocArXiv jqnt4, Center for Open Science.
    3. Andrey Davydenko & Krishnamoorthy Charith, 2021. "Informationswert von Dividendenausschüttungen: Einfluss von Bardividenden auf die Aktienkurse von produzierenden Unternehmen in Sri Lanka [Informational value of dividend initiations: Impact of cas," Post-Print hal-03359177, HAL.

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