Day 1

Session 1

Price theory and the price of equities – preliminary issues
Author(s): Robert W Vivian

Pricing of Single Stock Futures Options and Warrants in South Africa
Author(s): B Cameron, DJ MacKenzie and Dr A Stacey

The use of Capital Budgeting Techniques in businesses: a perspective from the Western Cape.
Author(s): Pradeep Brijlal & Lemay Quesada

Session 2

Corporate Social Responsibility: The Financial Impact of Black Economic Empowerment Transactions in South Africa
Author(s): H P Wolmarans

The chairman’s statements and annual reports: Are they reporting the same company performance to investors? 
Author(s): Narendra Bhana

Session 3

Accurate Estimates of Risk using the Troskie-Hossain Improved Sharpe Multiple Index Model Dynamic time Series Models
Author(s): Rodwel Mupambirei, C.G Troskie, Hossain, N. R. Guo

Describing JSE price behaviour with Wavelet and Markov Switching Regime analyses
Author(s): Quinton Morris

Feasibility of the Fama and French three factor model in explaining returns on the JSE.
Author(s): Patrick Basiewicz and Christo Auret

Day 2

Session 1

Financial integration and economic performance of the SACU countries: do different types of capital stocks matter?
Author(s): Meshach Aziakpono, Philippe Burger, Stan du Plessis

The UIP exchange rate: long memory or mean reversion?
Author(s): Andrea Saayman & Christo du Plessis

Transmission of volatility from the USA Stock Market to SA Stock Market during the sub-prime crisis
Author(s): Thuletho Zwane and Ziv Chinzara

Session 2

Dynamic Principal Components in Optimal Portfolio Selection
Author(s): Rodwel Mupambirei, C.G Troskie, R. Guo, N. Hossain

Empirical Analysis of an Online Trading Algorithm
Author(s): Günter Schmidt and Esther Mohr

Timing trades in the market – measuring skill, aggression and return added
Author(s): Brian Munro, Dave Bradfield

Session 3

The January Effect, Size and Value Investment Strategies on the JSE
Author(s): Christo Auret, Rael Cline

Momentum Strategies for MSCI Countries
Author(s): Chris Muller

Global Portfolio Diversification: A South African Perspective
Author(s): Mike Ward, Chris Muller

Session 4

A comparison of the FTSE South Africa Islamic Index and the market in South Africa
Author(s): Riaz Dhai & Francois Toerien

Tests of the Overreaction Hypothesis on the JSE in the Post Millennium ERA
Author(s): Kathleen Hodnett, Andy Hsieh

The effects of property rights on participation in SADC stock markets
Author(s): Abraham Sethibe

The size-effect as a rank-effect: Applications of Stochastic Analysis
Author(s): Tim Gebbie, Diane Wilcox, & Raphael Nkomo

Day 3

Session 1

Capital Structure Determinants Using Different Leverage Proxies: Evidence from Five African Countries
Author(s): Tendai Gwatidzo

Financial Risk Tolerance: A South African Perspective
Author(s): Barry Strydom, Avish Gokul & Andrew Christison

Using panel data regression models in accounting research
Author(s): Phillip de Jager, University of Pretoria

Session 2

A Proposed Credit Rating Methodology for Co-Operative Banks in South Africa
Author(s): Johan W. van Huyssteen & Pieter G. Vosloo

ALCO Operational Risk
Author(s): Charmaine Smit & Paul Styger

Financial Risk Management: The Temporal Nature of Risk
Author(s): Chris Visser

Session 3

An empirical study into the adequacy of claims provisions for S.A. Professional Liability Insurers
Author(s): Frank Liebenberg, Albert Mushai and Jowairiya Mahomedy

Borrowers’ credit risk severity – The effect of Data Smog
Author(s): Simangaliso Biza-Khupe

Economic value added and share price movements
Author(s): Ines Nel & John Beneke

Session 4

Measuring the effect of business regulation, the political environment and infrastructure development on the Investment Climate in Sub-Saharan Africa
Author(s): Korutaro Birungi