• The influence of financial literacy on retirement planning in South Africa 

  Mvita, Mpinda Freddy; Dhlembeu, Nyasha Tapiwa; Kekana, Mamekwa Katlego (10.25159/1998-8125/9490, 2022-07-01)

  BACKGROUND : A shift in the retirement planning and pensions landscape has created an enormous responsibility for individuals to plan for their retirement provision actively. Very few South Africans reach the average ...
• Is it possible to make money on investing in companies manufacturing solar components? A panel data approach 

  Tomczak, Sebastian Klaudiusz; Skowrońska-Szmer, Anna; Szczygielski, Jan Jakub (MDPI, 2021-06-09)

  In the interests of the environment, many countries set limits on the use of non-renewable energy sources and promote renewable energy sources through policy and legislation. Consequently, the demand for components for ...
• Narrative styles and institutional isomorphism in South African CEOs’ shareholder letters 

  Du Toit, Elda; Esterhuyse, Leana (Learning Information Networking and Knowledge (LINK) Centre, Graduate School of Public and Development, 2021)

  Among the most-read corporate documents are chief executive officers’ (CEOs’) shareholder letters. Using institutional isomorphism as lens, this study examines the extent to which the narrative styles used by South African ...
• Readability of sustainability reports : evidence from Indonesia 

  Adhariani, Desi; Du Toit, Elda (Emerald, 2020-10)

  PURPOSE : This study aimed at investigating the readability of sustainability reports in Indonesia. The Indonesian government, through the Financial Services Authority of Indonesia (Otoritas Jasa Keuangan [OJK]), has issued ...
• The lead–lag relationship between spot and futures prices : empirical evidence from the Indian commodity market 

  Pradhan, Rudra P.; Hall, J.H. (John Henry); Du Toit, Elda (Elsevier, 2021-03)

  This paper examines the relationship between spot and futures prices in the Indian commodity market for the period 2009 to 2020. The ARDL bounds-testing technique is used to explore the long-run relationship between these ...
• The relationship between CEO compensation and company performance measurements of listed South African companies 

  Coetzee, Willem Jacobus; Hall, J.H. (John Henry) (Unisa Press, 2020)

  Some commentators argue that increased chief executive officer (CEO) compensation may lead to increased company performance, while others contend that increased CEO compensation does not necessarily cause increased company ...
• The association between board characteristics and the risk-adjusted return of South African companies 

  Kok, Gerrit; Van Schalkwyk, Cornelis Hendrik; Du Toit, Elda (Palgrave Macmillan, 2021-03)

  PURPOSE : Regulatory documents and the literature recommend individuals with various characteristics to be included on a board, which should improve the efficiency of the board and promote company performance. Stakeholders ...
• The relationship between retirement planning and financial advice in South Africa 

  Hlabati, Kedibone (University of Pretoria, 2020)

  Purpose: Retirement planning has been declining rapidly all over the world due to the shift of self-funding mechanisms, such as moving from a Defined Benefit (DB) plan to the Defined Contribution (DC) plan, where individuals ...
• The value relevance of goodwill and its disclosure for companies listed on the JSE 

  Louw, Elmarie (University of Pretoria, 2020)

  The value relevance of goodwill is a topic of ongoing discussion in accounting, because of the nature of this intangible asset, and changes in the accounting standards regarding the disclosure of goodwill and goodwill ...
• The role and usage of suitable financial products for saving and investment purposes in South Africa 

  Sekgala, Eunice Raamabele (University of Pretoria, 2020)

  The study focused on examining the saving and investment behaviours of South Africans. There has been no extensive research in existing literature that has focused on this area of study. This study intends to extend the ...
• The value relevance of derivatives for South African listed companies 

  Toerien, Franz Eduard (University of Pretoria, 2020)

  This study investigates the use of derivatives by firms listed on the Johannesburg Stock Exchange (JSE) during 2005 to 2017, and the disclosure of derivative financial instruments on the financial statements of these ...
• Board characteristics and the financial performance and risk management of companies listed on the Johannesburg Stock Exchange 

  Kok, Gerrit S. (University of Pretoria, 2020-09-16)

  The thesis investigated the relationship between multiple board characteristics and five performance and risk-management indicators. Following criticism against testing for linear relationships when it comes to corporate ...
• Are macroeconomic factors adequate proxies for systematic influences in stock returns? A South African perspective 

  Szczygielski, Jan Jakub; Brummer, L.M., 1940-; Wolmarans, Hendrik Petrus; Zaremba, Adam (Routledge, 2020)

  We investigate whether macroeconomic factors adequately proxy for systematic influences in stock returns within the South African context. We also investigate whether a commonly used solution to factor omission in macroeconomic ...
• An augmented macroeconomic linear factor model of South African industrial sector returns 

  Szczygielski, Jan Jakub; Brummer, L.M., 1940-; Wolmarans, Hendrik Petrus (Emerald, 2020-11)

  PURPOSE : This study aims to investigate the impact of the macroeconomic environment on South African industrial sector returns. DESIGN/METHODOLOGY/APPROACH : Using standardized coefficients derived from time-series factor ...
• Underspecification of the empirical return-factor model and a factor analytic augmentation as a solution to factor omission 

  Szczygielski, Jan Jakub; Brummer, L.M., 1940-; Wolmarans, Hendrik Petrus (Taylor and Francis, 2020)

  This empirical paper comprehensively sets out the impact of underspecification on a key foundational concept in empirical finance, the linear factor model. It places emphasis on the extensive consequences of factor omission ...
• One shape fits all? A comprehensive examination of cryptocurrency return distributions 

  Szczygielski, Jan Jakub; Karathanasopoulos, Andreas; Zaremba, Adam (Routledge, 2020)

  We perform the most comprehensive test of cryptocurrency return distributions to date. We fit 58 hypothetical distributions to 15 major cryptocurrencies to establish which of these best describes cryptocurrency returns. ...
• Is investing in companies manufacturing solar components a lucrative business? A decision tree based analysis 

  Tomczak, Sebastian Klaudiusz; Skowrońska-Szmer, Anna; Szczygielski, Jan Jakub (MDPI, 2020-01)

  In an era of increasing energy production from renewable sources, the demand for components for renewable energy systems has dramatically increased. Consequently, managers and investors are interested in knowing whether ...
• Seasonality in the cross-section of cryptocurrency returns 

  Long, Huaigang; Zaremba, Adam; Demir, Ender; Szczygielski, Jan Jakub; Vasenin, Mikhail (Elsevier, 2020-07)

  This study presents the first attempt to examine the cross-sectional seasonality anomaly in cryptocurrency markets. To this end, we apply sorts and cross-sectional regressions to investigate daily returns on 151 ...
• Predicting the performance of equity anomalies in frontier emerging markets : a Markov switching model approach 

  Czapkiewicz, Anna; Zaremba, Adam; Szczygielski, Jan Jakub (Routledge, 2019)

  Equity anomalies in frontier markets appear and disappear over time. This article aims to demonstrate the predictability of which of these transient anomalies will be profitable using a Markov switching model. To do so, ...
• Inter-relationship between the capital structure and distribution policies of companies listed on the JSE 

  Mvita, Mpinda Freddy (University of Pretoria, 2020)

  Previous studies have invoked information costs, the trade-off theory and the pecking-order theory as well as agency problems to explain capital structure and distribution strategies independently. However, the theories ...

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