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Volatility spillover between the FTSE/JSE top 40 index and index futures : a BEKK-GARCH and DCC-GARCH approach
McCullough, Kerry, (2018)
A Markov regime switching approach to estimating the volatility of Johannesburg Stock Exchange (JSE) returns
Oseifuah, Emmanuel Kojo, (2019)
A comparison of mean-variance and mean-semivariance optimisation on the JSE
Vasant, Jiten, (2014)
An explanation for the weak evidence in support of the systematic risk-return relationship
Bradfield, D. J., (1993)
An examination of the power of univariate tests of the CAPM : a simulation approach
Affleck-Graves, John F., (1993)
On the market risk premium
Firer, C., (2002)