Results 21 to 30 of about 4,671 (254)
Naše gospodarstvo/Our economy, 2022 Abstract The aim of this study is to test and compare the efficient market hypothesis, in its weak form, on the stock markets of Botswana, Egypt, Kenya, Morocco, Nigeria, South Africa, Japan, the UK and the USA from 2 September 2019 to 2 September 2020.
Dias, Rui +2 more
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Heliyon, 2023 The flow of information between markets is important to guide investors and policymakers in the effective allocation of assets and proactive market regulation, respectively.
Mohammed Armah +2 more
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Investment Basics XLIV. Review of African stock markets [PDF]
Investment Analysts Journal, 2001 African stock markets have rapidly increased in number since 1989. This rapid increase came with the efforts to privatise state-owned enterprises. African markets are still young and segmented and lack contagion with global emerging markets. Expected returns are quite high on African stock markets making them attractive to international investors ...
Biekpe NB, Mlambo C
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EFFICIENCE DES MARCHES BOURSIERS : QU’EST-CE QUI MARGINALISE L’AFRIQUE ?
Revue Economie, Gestion et Société, 2018 Almost of African stock markets are inefficient, contrary to stock market of others continent. This paper re-examine, in one hand, the efficiency, in Fama (1970) way, on 58 stocks market of all continents.
Mathieu AVOUTOU
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Cogent Economics & Finance, 2020 The purpose of this study is to examine the weak-form market efficiency hypothesis (EMH) for 8 African Frontier markets between 2001 and 2017. To achieve this purpose, we employ unit root testing procedures which are robust to both nonlinearities and ...
David de Villiers +2 more
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The Weekend Effect in African Stock Markets
International Journal of Business and Applied Social Science, 2019 This study investigates daily stock market anomalies in the African stock markets, using two most representative stock index ETFs, each over at least eleven-year time period spanning from pre-financial crisis era to ten years into the financial crisis.
Brinwa Kra, Xing Lu, Haiyan Yin
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African Stock Markets and Return Predictability
Journal of Economics and Behavioral Studies, 2016 This article re-examines the return predictability of eight African stock markets. When returns of stocks are predictable, arbitrageurs make abnormal gains from analyzing prices. The study uses a non-parametric Generalised Spectral (GS) test in a rolling window approach. The rolling window approach tracts the periods of efficiency over time.
Gyamfi NE, Kyei KA, Gill R
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Volatility patterns of stock prices [PDF]
AccountingResearch on stock exchange markets is essential to stock market investors as it offers sensitivities to risk management. This research investigates the patterns of the volatility of stock market prices in ten African stock markets.
David Umoru +2 more
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Cointegration Analysis of Major African Stock Markets [PDF]
International Journal of Econometrics and Financial Management, 2019 Globalization, technological advancements and financial liberalization have made it possible for stock markets in different countries to interact and affect and/or influence each other both in the short-run and in the long-run. This study uses the Dickey-Fuller, Engle-Granger method and the Johansen method to test for cointegration using a pair wise ...
Jimbo Henri Claver +4 more
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Analysis of financial contagion in influential African stock markets
Future Business Journal, 2021 Drawing from the experience of the global financial crisis that sprang forth from the US stock market, an empirical assessment of the dynamic correlation analysis of financial contagion with evidence from (5) African countries (South African, Nigeria ...
Oluwatosin Mary Aderajo +1 more
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