Results 11 to 20 of about 4,671 (254)
Effects of Price Clustering on African Stock Markets
Scientific Annals of Economics and BusinessThe phenomenon of price clustering refers to the empirical finding that some prices in financial markets occur significantly more frequently than others.
Tatiana Pinheira +2 more
doaj +4 more sources
Equity return volatility in Africa’s stock markets: A dynamic panel approach
Cogent Economics & Finance, 2023 This study examines the determinants of time-varying return volatility of Africa’s equity markets using monthly indices of eight top African stock markets.
Godfred Aawaar +2 more
doaj +1 more source
Unit root tests in the presence of structural breaks: Evidence from African stock markets
Economic Journal of Emerging Markets, 2020 This paper examines whether stock prices for fourteen African countries are affected by transitory or permanent shocks. This study answers whether Africa stock market indices are mean-reverting or random-walk in the presence of multiple structural ...
Osarumwense Osabuohien-Irabor
doaj +3 more sources
Investor attention on COVID-19 and African stock returns
MethodsX, 2021 We examine the financial consequences of rising global investor attention or risk attitude related to the COVID-19 pandemic for African stock markets. Using daily investor attention indices, which are based on global COVD-19-related google search queries,
Bernard Njindan Iyke, Sin-Yu Ho
doaj +1 more source
Co-movement of cryptocurrencies and African stock returns: A multiresolution analysis
Cogent Business & Management, 2022 This paper investigates the co-movement between cryptocurrencies and African stock returns to uncover their degree of association and global portfolio diversification benefits implementing the three-dimensional continuous Morlet wavelet transform ...
Seyram Pearl Kumah +2 more
doaj +1 more source
International Journal of Financial Studies, 2023 This paper examines the effects of the Standard and Poor’s 500 (SP500) stock index crash during the global financial crisis and the COVID-19 pandemic periods on the South African top sector indices (basic materials, consumer goods, consumer services ...
Benjamin Mudiangombe Mudiangombe +1 more
doaj +1 more source
Comparative Studies of North African Financial Markets [PDF]
Financial Markets, Institutions and Risks, 2023 This research conducts a comprehensive analysis of North African financial markets, exploring their intricacies, strengths, and weaknesses while focusing on potential future developments.
Mouziane Fatma, Zerigui Khadidja
doaj +1 more source
COVID-19 Pandemic and Stock Performance: Evidence from the Sub-Saharan African Stock Markets
Economies, 2023 Emerging stock markets provide great opportunities for investment growth and risk diversification. However, they are more vulnerable to extreme market events.
Mbongiseni Ncube +2 more
doaj +1 more source
AFRE (Accounting and Financial Review), 2022 The purpose of this paper was to analyze stock market return volatility spillover between in Sub-Sahara markets using Nigeria, Ghana and South Africa monthly data from January 2000 to December 2017.
Peter Ali
doaj +1 more source
Information Efficiency of African Stocks Markets
, 2021 Résumé Les rendements quotidiens des indices boursiers ont été analysées pour étudier la forme faible de l’efficience du marché dans 11 marchés africains. Sur la base d’un ensemble de test, le test d’autocorrélation, le test des runs, le test de racine unitaire et le teste de normalité et pour une période de 6 ans allant du 04/03/2014 au 18/12/20, nos
Dahhou Nabil, Salma, Dib, Kharbouch Omar
openaire +1 more source