Index

• CJ Roth and EvdM Smit – Optimal initial margin levels in South African futures market: and empirical anaysis
• E Fraser and M Page – Value and momentum strategies: evidence from the Johannesburg Stock Exchange
• N Bhana – Overseas listing by companies listed on the Johannesburg Stock Exchange and its impact on shareholder wealth
• J Castle and B Kantor – Tracking stocks – an alternative to unbundling for the South African group
• G Lwabona – Investment Basics XLI. Duration and convexity