Jan Walters Kruger

University of South Africa - Graduate School of Business Leadership (SBL)

Professor

Smutsweg

Midrand, 1686

South Africa

http://za.linkedin.com/pub/prof-jan-kruger/10/368/677/

SCHOLARLY PAPERS

26

DOWNLOADS
Rank 22,142

SSRN RANKINGS

Top 22,142

in Total Papers Downloads

2,106

CITATIONS

5

Scholarly Papers (26)

1.

Oil and Gold Price Volatility

Number of pages: 4 Posted: 29 Sep 2011
Jan Walters Kruger, Angelo Joseph and Abraham Aphane
University of South Africa - Graduate School of Business Leadership (SBL), University of South Africa - School of Business Leadership and Unisa Graduate School of Business Leadership
Downloads 331 (89,433)

Abstract:

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volatility, oil, gold, reversion

2.

Share Price Reaction to Earnings Announcement on the JSE-ALTX

Number of pages: 15 Posted: 29 Sep 2011
Jan Walters Kruger, Vatiswa and Meiya G. Nthoesane
University of South Africa - Graduate School of Business Leadership (SBL), affiliation not provided to SSRN and University of South Africa-Centre for Business Management
Downloads 174 (170,231)

Abstract:

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earnings announcement, market efficiency, asset pricing, event studies

3.

The Analytical Hierarchy Process (AHP) Approach to Modelling Corporate Climate Change Response

ICORES: 223-227
Number of pages: 5 Posted: 29 Jul 2012
Jan Walters Kruger and Muriel N. Chinoda
University of South Africa - Graduate School of Business Leadership (SBL) and affiliation not provided to SSRN
Downloads 171 (172,842)

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climate change strategy, multi-criteria decision making, analytical hierarchy process (AHP), climate change risks, climate change opportunities, climate change response

4.

Bankruptcy Prediction in South Africa

ORSSA Proceedings ISBN 978-0-7972-1351-7 2012
Number of pages: 10 Posted: 28 Jul 2012
Abel Maeteletsa and Jan Walters Kruger
University of South Africa - Graduate School of Business Leadership (SBL) and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 148 (195,373)

Abstract:

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Bankruptcy, Financial Distress, Bankruptcy Prediction, Bankruptcy Modeling

5.

Risk, Book to Market and Size Effects in the South African Stock Market

Number of pages: 16 Posted: 28 Sep 2011
Jan Walters Kruger and Shaun Lantermans
University of South Africa - Graduate School of Business Leadership (SBL) and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 137 (207,885)

Abstract:

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Share selection, risk-return

6.

Equity Valuation Meets the Sigmoid Growth Equation: The Gordon Growth Model Revisited

Number of pages: 12 Posted: 24 Apr 2015
Evelyn Madoroba and Jan Walters Kruger
University of South Africa - Graduate School of Business Leadership (SBL) and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 136 (209,085)

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Equity Valuation, Sigmoid Growth Equation, Gordon Growth Model, Sustainable Growth Rate, Johannesburg Securities Exchange, Listed Companies

7.

Relationship between Sustainable Growth and Share Price

Number of pages: 9 Posted: 26 Jul 2015
Evelyn Madoroba and Jan Walters Kruger
University of South Africa - Graduate School of Business Leadership (SBL) and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 133 (212,884)

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Sustainable growth, Share price, Pearson’s Correlation Coefficient

8.

Share Repurchases Announcement Effect on Earnings: Evidence from South Africa

Accounting & Taxation, v. 5 (1) p. 41-46
Number of pages: 6 Posted: 06 Sep 2013
L.W. Makasi and Jan Walters Kruger
University of South Africa - Graduate School of Business Leadership (SBL) and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 88 (284,435)

Abstract:

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Stock buy-back, share repurchases, repurchase announcement, earnings

9.

Forecasting Ticket Sales – the Case of Commuter Rail in South Africa

Number of pages: 29 Posted: 29 Sep 2011
Jan Walters Kruger and Anna-Marie
University of South Africa - Graduate School of Business Leadership (SBL) and affiliation not provided to SSRN
Downloads 85 (290,671)

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rail transport, revenue management, forecasting, time series, ARIMA processes, regression

10.

Developing a Model for Determining Corporate Performance after Bank Acquisition

Number of pages: 33 Posted: 24 Mar 2017
Victor Boadu, Philip Serumaga-Zake and Jan Walters Kruger
Unisa SBL, Unisa SBL and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 75 (313,107)

Abstract:

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data envelope analysis, bank mergers

11.

Selecting for Superior Return on the JSE

Number of pages: 6 Posted: 28 Sep 2011
Jan Walters Kruger and Shaun Lantermans
University of South Africa - Graduate School of Business Leadership (SBL) and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 74 (315,534)

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Risk return relationship, market capitalisation, Book to market value

12.

Share Price Reaction to Earnings Announcement on the JSE-ALtX: A Test for Market Efficiency

Southern African Business Review, Volume 15, Number 3, 2011
Number of pages: 25 Posted: 27 Mar 2017
V. Mlonzi, Jan Walters Kruger and Meiya G. Nthoesane
University of South Africa - Graduate School of Business Leadership (SBL), University of South Africa - Graduate School of Business Leadership (SBL) and University of South Africa-Centre for Business Management
Downloads 66 (335,791)
Citation 1

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Efficient Market Hypothesis, Earnings Announcement, Capital Asset Pricing

13.

Average Option Pricing in Volatile Market

Number of pages: 8 Posted: 18 Sep 2011
Angelo Joseph and Jan Walters Kruger
University of South Africa - School of Business Leadership and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 66 (335,791)

Abstract:

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average, option, pricing, volatility, markets

14.

An Interest Rate Commission Agent Banking System

28th Australasian Finance and Banking Conference
Number of pages: 28 Posted: 20 Aug 2015 Last Revised: 28 Jul 2016
Ameha Tefera Tessema and Jan Walters Kruger
University of South Africa, Graduate School of Business Leadership (SBL) and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 63 (343,943)
Citation 2

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financial crises, bank run, investor loan funding, discrete interest rate, interest rate commission agent banking, liquidity problem, banking model

15.

Bayesian Belief Network Outperforms Linear Regression to Select Shares

Number of pages: 5 Posted: 29 Sep 2011
Jan Walters Kruger
University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 56 (364,426)

Abstract:

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share selection, Bayesian learning, causal structure

16.

A Resource Allocation Model to Support Effcient Air Quality Management in South Africa

Number of pages: 16 Posted: 27 Sep 2011
Jan Walters Kruger and Urishanie
University of South Africa - Graduate School of Business Leadership (SBL) and affiliation not provided to SSRN
Downloads 56 (364,426)

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Air quality, resource allocation model, project management, knowledge management, output efficiency, logistic regression

17.

Bayesian Learning in Share Selection

Number of pages: 12 Posted: 28 Sep 2011
Jan Walters Kruger
University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 55 (367,592)

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Bayesian belief networks, share selection

18.

Students Perception on the Entrepreneurship Curriculum at the University of South Africa's Department of Agriculture and Animal Health

Journal of Human Ecology, 46(1): 91-101 (2014)
Number of pages: 11 Posted: 21 May 2014
Jan Walters Kruger and Fhatuwani Mudau
University of South Africa - Graduate School of Business Leadership (SBL) and College of Agriculture and Environmental Sciences, Unisa
Downloads 53 (373,795)
Citation 2

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Entrepreneurship, Programme, Leadership, Students, Pedagogy

19.

Evaluating the Use of Double Asian Options in Volatile Markets

28th Australasian Finance and Banking Conference
Number of pages: 14 Posted: 20 Aug 2015 Last Revised: 28 Jul 2016
Angelo Joseph and Jan Walters Kruger
University of South Africa - School of Business Leadership and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 48 (390,484)

Abstract:

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volatile markets, double Asians, average option, financial instrument

20.

A Methodology to Test Viability of an Interest Rate Commission Agent Banking System (AIRCABS)

Number of pages: 40 Posted: 28 Mar 2017
Ameha Tefera Tessema and Jan Walters Kruger
University of South Africa, Graduate School of Business Leadership (SBL) and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 41 (415,463)
Citation 1

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Financial crises, Investor loan funding, discrete interest rate, interest rate commission agent banking, Banking Model

21.

The Relationship between South African CEO Compensation and Company Performance in the Banking Industry

Southern African Business Review, Volume 19, Number 1, 2015
Number of pages: 33 Posted: 24 Mar 2017
Benno Deysel and Jan Walters Kruger
Unisa SBL and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 23 (498,233)

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CEO compensation, company performance, CEO remuneration, corporate governance, agency cost, agency theory, King III, banking sector, remuneration committee

22.

The Best Posterior Probability Model Could Be Different from the Actual Causal Model

Kruger JW 2011 The Causal Structure Could be Different from the Best Posterior Probability Structure If It Is Not a Tree Structure, Proceedings of the 2011 ORSSA Annual Conference: 11-18
Number of pages: 6 Posted: 28 Jul 2012
Jan Walters Kruger
University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 19 (521,212)

Abstract:

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Bayesian Belief Networks, Causal Model, Posterior probability

23.

An Improvement on an Interest Rate Commission Agent Banking System Model (AIRCABS)

Number of pages: 107 Posted: 26 Jul 2017
Ameha Tefera Tessema and Jan Walters Kruger
University of South Africa, Graduate School of Business Leadership (SBL) and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 8 (587,106)

Abstract:

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24.

Liquidity Effects on Value-at-Risk Limits: Construction of a New VAR Model

Madoroba Sunny B Walter, Kruger Jan Walters 2014 Liquidity effects on value-at-risk limits: construction of a new VaR model, Journal of Model Risk Validation 8(4): 1-28
Posted: 24 Dec 2014 Last Revised: 24 Mar 2017
Sunnyboy Madoroba and Jan Walters Kruger
University of South Africa - School for Business Leadership and University of South Africa - Graduate School of Business Leadership (SBL)

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VaR, Risk, financial market, risk models, backtesting, liquidity risk

25.

Making Intangibles Tangibles: Case Study: Knowledge Based Organization vs. Top 100 Organizations Listed by Market Capitalization in the Last Three Months at the BSE

Annals of the „Constantin Brâncuşi” University of Târgu Jiu, Economy Series, Issue 1/2014
Posted: 22 May 2014 Last Revised: 24 Mar 2017
Nicoleta and Jan Walters Kruger
Independent and University of South Africa - Graduate School of Business Leadership (SBL)

Abstract:

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intangible assets, knowledge-based organizations, Top 100 organizations, Levene test

26.

Market Reaction to CEOs Appointments on JSE: Stock Price and Volume Approach

Journal of Economics and International Finance, Vol.6(5), pp. 91-102, May 2014
Posted: 21 May 2014 Last Revised: 24 Mar 2017
Meiya G. Nthoesane and Jan Walters Kruger
University of South Africa-Centre for Business Management and University of South Africa - Graduate School of Business Leadership (SBL)

Abstract:

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CEOs appointment, event studies, market reaction, stock prices, trading volume