| Momentum and liquidity on the Johannesburg Stock Exchange D Page, J Britten, CJ Auret International Journal of Economics and Finance Studies 5 (1), 56-73, 2013 | 25 | 2013 |
| Idiosyncratic risk and anomaly persistence on the Johannesburg Stock Exchange (JSE) D Page, J Britten, C Auret Investment Analysts Journal 45 (1), 31-46, 2016 | 10 | 2016 |
| A time-series approach to testing the cash-flow beta on the JSE D Page, C Auret Investment Analysts Journal 43 (80), 59-69, 2014 | 8 | 2014 |
| Can non-momentum factor premiums explain the momentum anomaly on the JSE? An in-depth portfolio attribution analysis D Page, C Auret Investment Analysts Journal 48 (1), 1-17, 2019 | 7 | 2019 |
| Univariate tests of momentum on the JSE D Page, C Auret Investment Analysts Journal 46 (3), 149-164, 2017 | 7 | 2017 |
| Investigating the interaction between long-term reversal and value on the JSE J Britten, D Page, C Auret Studies in Economics and Econometrics 40 (2), 1-24, 2016 | 7 | 2016 |
| Do share prices lead economic activity in emerging markets? Evidence from South Africa using Granger-causality tests A Sayed, C Auret, D Page Investment Analysts Journal 46 (3), 200-212, 2017 | 6 | 2017 |
| Idiosyncratic momentum on the JSE D Page, D McClelland, C Auret Investment Analyst Journal, DOI: 10.1080/10293523.2020.1783864, 2020 | 5 | 2020 |
| Style rotation on the JSE D Page, D McClelland, C Auret Finance Research Letters, 2021 | 4 | 2021 |
| COVID-19 emergency procurement trends, deviations, expansions, and excessive pricing D Page, D McClelland, A Oyenubi, G Bridgman, U Kollamparambil SA-TIED Technical Note 5, 2021 | 2 | 2021 |
| A panel-data analysis of the explanatory power of factor premiums on the Johannesburg Stock Exchange (JSE) D Page, C Auret Investment Analysts Journal 48 (2), 102-113, 2019 | 2 | 2019 |
| Rand Hedge as an Investment Strategy on the JSE D Page, J Britten, C Auret Studies in Economics and Econometrics 39 (2), 1-19, 2015 | 2 | 2015 |
| Machine learning and manager selection: evidence from South Africa D Page, Y Seetharam, C Auret International Journal of Emerging Markets, https://doi.org/10.1108/IJOEM-06 …, 2023 | 1 | 2023 |
| Pure quantile portfolios on the Johannesburg stock exchange D Page, D McClelland, C Auret Cogent Economics & Finance 11 (2), 1-15, 2023 | 1 | 2023 |
| Introduction to the government procurement data and historical assessment of procurement trends D McClelland, A Oyenubi, G Bridgman, D Page, U Kollamparambil SA-TIED Technical Note 3, 2021 | 1 | 2021 |
| Reviving beta? Another look at the cross-section of average share returns on the JSE D Page | 1 | 2012 |
| Quality as an Investment Style: Evidence from South Africa J Britten, D Page, D McClelland African Finance Journal 24 (1), 24-36, 2022 | | 2022 |
| Reviving Beta?: A Look at the Cross-section of Average Share Returns on the JSE. D Page University of the Witwatersrand, Faculty of Commerce, Law and Management …, 2012 | | 2012 |
Christo AuretProfessor of Finance, University of the WitwatersrandVerified email at wits.ac.za
