Christo Auret

463 total citations
35 papers, 279 citations indexed

About

Christo Auret is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Christo Auret has authored 35 papers receiving a total of 279 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 21 papers in Economics and Econometrics and 13 papers in Accounting. Recurrent topics in Christo Auret's work include Financial Markets and Investment Strategies (24 papers), Market Dynamics and Volatility (17 papers) and Corporate Finance and Governance (11 papers). Christo Auret is often cited by papers focused on Financial Markets and Investment Strategies (24 papers), Market Dynamics and Volatility (17 papers) and Corporate Finance and Governance (11 papers). Christo Auret collaborates with scholars based in South Africa, Russia and Croatia. Christo Auret's co-authors include Johann U. de Villiers, James F. Britten, D. E. McClelland, Chimwemwe Chipeta and Joachim Wolff and has published in prestigious journals such as Finance research letters, International Journal of Emerging Markets and Cogent Economics & Finance.

In The Last Decade

Christo Auret

32 papers receiving 260 citations

Peers

Christo Auret

FINAN

ACCOU

EE

SM

GEEF

Lalith P. Samarakoon United States

Salman Arif United States

Gerasimos G. Rompotis Greece

Suhas A. Sridharan United States

Belén Nieto Spain

Benjamin Golez United States

Javier Vidal-García Spain

Gunther Wuyts Belgium

NyoNyo A. Kyaw United States

Lalith P. Samarakoon United States

Christo Auret

245 ×1.2

FINAN

141 ×1.0

ACCOU

225 ×1.6

EE

57 ×0.5

SM

66 ×1.5

GEEF

Citations per year, relative to Christo Auret Christo Auret (= 1×) peers Lalith P. Samarakoon

Countries citing papers authored by Christo Auret

Since Specialization

Citations

This map shows the geographic impact of Christo Auret's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Christo Auret with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Christo Auret more than expected).

Fields of papers citing papers by Christo Auret

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Christo Auret. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Christo Auret. The network helps show where Christo Auret may publish in the future.

Co-authorship network of co-authors of Christo Auret

This figure shows the co-authorship network connecting the top 25 collaborators of Christo Auret. A scholar is included among the top collaborators of Christo Auret based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Christo Auret. Christo Auret is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

McClelland, D. E., et al.. (2024). Machine learning style rotation – evidence from the Johannesburg Stock Exchange. Cogent Economics & Finance. 12(1).

2.

Auret, Christo, et al.. (2023). Machine learning and manager selection: evidence from South Africa. International Journal of Emerging Markets. 20(5). 1819–1848. 1 indexed citations

3.

Auret, Christo, et al.. (2022). Speculative ratios and returns volatility in the South African white maize futures market. Cogent Economics & Finance. 11(1). 1 indexed citations

4.

McClelland, D. E., et al.. (2020). Idiosyncratic momentum on the JSE. Investment Analysts Journal. 49(3). 180–198. 3 indexed citations

5.

Auret, Christo, et al.. (2020). The effects of uncertainty on investor expectations and volatility in the South African white maize futures market. Investment Analysts Journal. 49(3). 165–179. 3 indexed citations

6.

Auret, Christo, et al.. (2019). A panel-data analysis of the explanatory power of factor premiums on the Johannesburg Stock Exchange (JSE). Investment Analysts Journal. 48(2). 102–113. 1 indexed citations

7.

Auret, Christo, et al.. (2019). Volatility transmission in maize futures markets of major exporters. Investment Analysts Journal. 48(3). 173–187. 2 indexed citations

8.

Auret, Christo, et al.. (2019). Volatility transmission in the South African white maize futures market. Eurasian economic review :. 10(1). 71–88. 14 indexed citations

9.

Auret, Christo, et al.. (2018). The effectiveness of price limits in the South African white maize futures market. Investment Analysts Journal. 47(3). 193–208. 7 indexed citations

10.

Auret, Christo, et al.. (2018). Liquidity and the convergence to market efficiency. Investment Analysts Journal. 47(3). 209–228. 7 indexed citations

11.

Auret, Christo, et al.. (2018). Can non-momentum factor premiums explain the momentum anomaly on the JSE? An in-depth portfolio attribution analysis. Investment Analysts Journal. 48(1). 1–17. 3 indexed citations

12.

Auret, Christo, et al.. (2017). Do share prices lead economic activity in emerging markets? Evidence from South Africa using Granger-causality tests. Investment Analysts Journal. 46(3). 200–212.

13.

Auret, Christo, et al.. (2017). Univariate tests of momentum on the JSE. Investment Analysts Journal. 46(3). 149–164. 5 indexed citations

14.

Britten, James F., et al.. (2016). Idiosyncratic risk and anomaly persistence on the Johannesburg Stock Exchange (JSE). Investment Analysts Journal. 45(1). 31–46. 7 indexed citations

15.

McClelland, D. E., et al.. (2014). Thin-Trading and Beta Estimation: Results From a Simulated Environment. Studies in Economics and Econometrics. 38(2). 19–31. 1 indexed citations

16.

Auret, Christo, et al.. (2014). A time-series approach to testing the cash-flow beta on the JSE. Investment Analysts Journal. 43(80). 59–69. 4 indexed citations

17.

Auret, Christo, et al.. (2013). Do exchange rates follow random walks? A variance ratio test of the Zambian foreign- exchange market. Southern African Business Review. 17(2). 45–66. 5 indexed citations

18.

Britten, James F., et al.. (2013). MOMENTUM AND LIQUIDITY ON THE JOHANNESBURG STOCK EXCHANGE. DergiPark (Istanbul University). 5(1). 56–73. 11 indexed citations

19.

Auret, Christo, et al.. (2012). Stock prices as a leading indicator of economic activity in South Africa: Evidence from the JSE. Investment Analysts Journal. 41(76). 39–50. 6 indexed citations

20.

Auret, Christo, et al.. (2006). Book-to-market ratio and returns on the JSE. Investment Analysts Journal. 35(63). 31–38. 41 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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