The properties of RNiSb compounds were studied from various points of view: Magnetism, transport, electronic structure. The compounds with a light rare earth are metallic, while the cubic phases with a heavy rare earth element have the semi-Heusler structure and are narrow gap semiconductors. A giant magnetoresistance effect was found at low temperatures, the larger as the density of charge carriers is weak. It was explained by the polarisation of the impurity levels situated within the band gap of the semiconductor under the field of the magnetic moment of the 4f shell. The crystal field, as well as the magnetic order at low temperatures, were studied by neutron scattering and diffraction. Particular magnetic properties (absence of magnetic order in the Pr compound, antiferromagnetic structure in the second group, orientation of the moments) have been explained, at least qualitatively. CeNiSb is a Kondo-type compound with a Kondo temperature of about 8 K. Photoemission measurements have allowed to analyse the electronic structure in the valence band of these compounds, in agreement with band structure calculations. By resonant photoemission of TbNiSb and GdCu, different resonance channels have been resolved, which depend on the spin configuration of the excited states.