Christo J. Auret : Citation Profile

University of the Witwatersrand

3

H index

0

i10 index

24

Citations

RESEARCH PRODUCTION:

16

Articles

1

Chapters

RESEARCH ACTIVITY:

   27 years (1998 - 2025). See details.
   Cites by year: 0
   Journals where Christo J. Auret has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 2 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pau51
   Updated: 2026-10-24    RAS profile: 2025-09-09    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Christo J. Auret.

Is cited by:

Umar, Muhammad (1)

Aniceto, Kadugala (1)

Mirza, Nawazish (1)

Cites to:

Hernandez, Manuel (4)

Engle, Robert (4)

Ibarra, Raul (2)

Hammoudeh, Shawkat (2)

Sheppard, Kevin (2)

Trupkin, Danilo (2)

Czudaj, Robert (2)

Yoon, Seong-Min (2)

Yilmaz, Kamil (2)

Bollerslev, Tim (2)

Robles, Luis (2)

Main data

Where Christo J. Auret has published?

Journals with more than one article published# docs
Studies in Economics and Econometrics9
Cogent Economics & Finance3
Eurasian Economic Review2

Recent works citing Christo J. Auret (2025 and 2024)

YearTitle of citing document
2025Effect of Technology on Nationalization of the Oil Industry in South Sudan. (2025). , Kadugala ; Wepukhulu, Joshua Matanda. In: International Journal of Economic Policy. RePEc:bhx:ijecop:v:5:y:2025:i:2:p:82-101:id:2703.

Full description at Econpapers || Download paper

2024Evaluating the Effect of Fundamental Analysis on Earnings Per Share Concept in Stock Valuation in the Zimbabwe Stock Exchange Market.. (2024). Basvi, Brian. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:5:p:531-550.

Full description at Econpapers || Download paper

2026Causal and time-frequency spillovers from the Southern Oscillation index to grain futures: Evidence from CBOT Corn and Soybean futures and SAFEX Maize. (2026). Auret, Christo ; Huang, Chun-Sung ; Sayed, Ayesha. In: Finance Research Letters. RePEc:eee:finlet:v:95:y:2026:i:c:s1544612326002461.

Full description at Econpapers || Download paper

2024Exploring accounting and AI using topic modelling. (2024). Feeney, Orla ; Murphy, Brid ; Lynn, Theo ; Rosati, Pierangelo. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:55:y:2024:i:c:s1467089524000423.

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2025Climate’s Currency: How ENSO Events Shape Maize Pricing Structures Between the United States and South Africa. (2025). Geyser, Maritte ; Pretorius, Anmar. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:181-:d:1622497.

Full description at Econpapers || Download paper

2024Price Dynamics in South African Agriculture: A Study of Cross-Commodity Spillovers between Grain and Livestock Markets. (2024). Monteiro, Markus Arlindo ; Jammer, Brent Damian. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:8:p:3136-:d:1372755.

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2025Assessing the Impact of Aluminum Options on Futures Market Volatility: An Empirical Study of China€™s Financial Markets. (2025). Chai, Yongxu ; Zhang, Xiaoyi ; Sarmidi, Tamat. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:1:p:21582440251321303.

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2026PLS-SEM and bootstrap for time series to forecast economic cycle. (2026). Pumjaroen, Jeerawadee. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:60:y:2026:i:1:d:10.1007_s11135-025-02377-3.

Full description at Econpapers || Download paper

Works by Christo J. Auret:

YearTitleTypeCited
2022Style rotation on the JSE In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Machine learning and manager selection: evidence from South Africa In: International Journal of Emerging Markets.
[Full Text][Citation analysis]		article1
2020Volatility transmission in the South African white maize futures market In: Eurasian Economic Review.
[Full Text][Citation analysis]		article7
2025Is corn still king? Unravelling time-varying interactions among soft commodities In: Eurasian Economic Review.
[Full Text][Citation analysis]		article1
2024The Impact of USDA Wasde Announcements on South African White Maize Futures Prices In: Eurasian Studies in Business and Economics.
[Citation analysis]		chapter0
2023Speculative ratios and returns volatility in the South African white maize futures market In: Cogent Economics & Finance.
[Full Text][Citation analysis]		article3
2023Pure quantile portfolios on the Johannesburg stock exchange In: Cogent Economics & Finance.
[Full Text][Citation analysis]		article0
2024Machine learning style rotation – evidence from the Johannesburg Stock Exchange In: Cogent Economics & Finance.
[Full Text][Citation analysis]		article0
1998A Comparison of EPS and EVA as Explanatory Variables for Share Price In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]		article2
2000A Comparison of Earnings Per Share and Dividends Per Share as Explanatory Variables for Share Price In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]		article5
2006The Reaction of Stock Prices to Unexpected Inflation In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]		article0
2008An Explanatory Model of South African White Maize Futures Prices In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]		article4
2009Do Dividend Changes in South Africa Signal Earnings Changes? In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]		article0
2013Financial Constraints and Capital Structure Dynamics Across the Business Cycle: Some Evidence from The Jse In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]		article1
2014Thin-Trading and Beta Estimation: Results From a Simulated Environment In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]		article0
2015Rand Hedge as an Investment Strategy on the JSE In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]		article0
2016Investigating the Interaction Between Long-Term Reversal and value on the JSE In: Studies in Economics and Econometrics.
[Full Text][Citation analysis]		article0

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