Page M.J.

M.J. Page

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Found 4 papers in total
Cointegration of South African index futures contracts and their underlying spot market indices
Cointegration of South African index futures contracts and their underlying spot market indices
1998
This study examines the temporal pricing relationship between four South African index...
Some further evidence of the effects of model choice on market events: Distribution of stock dividends on the Tel Aviv Stock Exchange
Some further evidence of the effects of model choice on market events: Distribution of stock dividends on the Tel Aviv Stock Exchange
1996
This paper presents evidence that stocks traded on the Tel Aviv Stock Exchange (TASE),...
Assessing portfolio performance: The case of flexible investment unit trusts
Assessing portfolio performance: The case of flexible investment unit trusts
1994
The standard approach used to assess the performance of unit trust managers is based...
The market reaction to stock splits: A new look
The market reaction to stock splits: A new look
1984
Following the evidence presented in a previous paper, this paper compares the observed...
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