87 publication(s) trouvée(s)
Article scientifique
Multi-agent modeling and simulation of a stock market
The stock market represents complex systems where multiple agents interact. The complexity of the environment in the financial markets in …
Article scientifique
An evaluation and comparison of Value at Risk and Expected Shortfall
As a risk measure, Value at Risk (VaR) is neither sub-additive nor coherent. These drawbacks have coerced regulatory authorities to …
Article scientifique
Corporate social environmental reporting and stock prices: an analysis of listed firms in Nigeria
The study investigated Corporate Social Environmental Reporting and its association with stock prices (using market price per share as at …
Article scientifique
The effect of age and gender on financial risk tolerance of South African investors
Financial risk tolerance refers to the amount of risk a person is willing to take when making financial decisions. Previous …
Article scientifique
The impact of the deferred tax adjustment on the Economic Value Added (EVA) measure
Economic Value Added (EVA) is a value-based accounting measure used by companies to measure the amount of value created for …
Article scientifique
Return prediction in small capitalization companies on the Johannesburg Stock Exchange
This report analyzes return prediction in small capitalization companies on the Johannesburg Stock Exchange over the period from 1 January …
Article scientifique
Relating corporate social investment with financial performance
Previous researchers have found conflicting results between CSI and firm financial performance. This paper moves this debate further by examining …