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Calendar anomalies in African stock markets [PDF]
Cogent Economics & Finance, 2021 In this paper, we investigate the day of the week and the month of the year effects in African stock markets, both in the Gregorian and the Hijri calendars.
El Mehdi Ferrouhi +3 more
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Comovement of african stock markets: Any influence from the COVID-19 pandemic? [PDF]
HeliyonUtilising daily data from twelve Sub-Saharan stock markets we investigate the co-movements and information transmission among African stock markets as a result of the impact of COVID while employing multiple wavelet techniques and applying the Complete ...
Peterson Owusu Junior +3 more
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Co-movement between stock markets in advanced economies and Africa in times of uncertainty: A time-frequency domain approach. [PDF]
PLoS ONEThis study examined the co-movement between New York and Shanghai stock markets, and twelve African stock markets, before, during, and after the COVID-19 pandemic. Daily composite indices from January 2016 to March 2023 were used for the study. The study
Joseph Emmanuel Tetteh +1 more
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Regional African stock markets indices
South African Journal of Business Management, 2002 This paper presents an overview of the construction of regional indices for three of the four regions within Africa. The three indices are the EASDEX (for East Africa), the NADEX (for North Africa) and the WADEX (for West Africa).
T. Fish, N. Biekpe
doaj +5 more sources
African stock markets’ connectedness: Quantile VAR approach
Modern FinanceThe present paper investigates African stock markets’ linkages by considering stocks in the continent’s largest economies, specifically Egypt, Kenya, Morocco, Nigeria, South Africa, and Tunisia.
OlaOluwa Yaya +2 more
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Testing the weak‐form efficiency in African stock markets [PDF]
Managerial Finance, 2011 PurposeThe purpose of this paper is to investigate and compare the weak‐form efficiency of a set of 24 African continent‐wide stock price indices and those of eight individual African national stock price indices.Design/methodology/approachVariance‐ratio tests based on ranks and signs were used to examine the weak‐form efficiency of the 32 stock price ...
Collins G Ntim
exaly +5 more sources
Multiple time-scales analysis of global stock markets spillovers effects in African stock markets [PDF]
International Economics, 2019 This paper investigates the time and frequency interdependence relationship between seven African stock markets, emerging stock markets, developed stock markets and Japan) and oil prices. The spillovers are examined from 2005 to 2016 taking into account the recent financial crisis and the recent oil prices fall.
Pierre Mendy
exaly +2 more sources
An econometric model of the South African stock market
South African Journal of Economic and Management Sciences, 2015 A wealth of literature exists concerning the modelling of stock markets, as well as the examination of the relationshiop between share price and various economic factors, both theoretically and empirically.
E Moolman, C Du Toit
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Stock market development and capital formation in selected African economies [PDF]
Journal of Money and Business, 2023 Purpose – This study aims to explore the possibility that securities markets in selected African countries of Egypt, Kenya, Nigeria and South Africa play a significant role in capital accumulation using panel data analysis.
Olusegun Felix Ayadi, Johnnie Williams
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Theoretical and Applied Economics, 2022 This research aims to investigate the kind of link and potential long-term and short-term relationships between the stock market indexes of India and certain Asian and African nations.
Tom JACOB, LITTLEFLOWER P. J
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