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Browsing College of Economic and Management Sciences by Author "De Beer, Johannes Scheepers"

Browsing College of Economic and Management Sciences by Author "De Beer, Johannes Scheepers"

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  • De Beer, Johannes Scheepers (2009-08-25)
    The introduction of single stock futures to a market presents the opportunity to assess an individual company's response to futures trading directly, in contrast to the market-wide impact obtained from index futures ...
  • De Beer, Johannes Scheepers (2023-05)
    This study created a customised model and a custom index to profile momentum in equity markets. The customised model used a momentum term structure grouped into different entry zones to create visual profiles for ...

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