IDEAS home Printed from https://ideas.repec.org/e/pau51.html
   My authors  Follow this author

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 Dividendenaussch├╝ttungen: 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Christo J. Auret should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.