An Empirical Re-Examination of the Weak Form Efficient Markets Hypothesis of the Ghana Stock Market Using Variance-Ratios Tests
Year of publication: |
2007
|
---|---|
Authors: | Ntim, Collins G. ; Opong, Kwaku K. ; Danbolt, Jo |
Published in: |
The African Finance Journal. - Africagrowth Institute. - Vol. 9.2007, 2, p. 1-25
|
Publisher: |
Africagrowth Institute |
Subject: | Weak Form Efficiency | Random Walk | Martingale Difference Sequence | Parametric and Non-Parametric Variance-Ratios Tests | Ghana Stock Market |
-
Testing the Weak Form Efficiency of Pakistani Stock Market (2000–2010)
Haque, Abdul, (2011)
-
A runs test for stock-market prices with an unobserved trend
Herger, Nils, (2024)
-
Karasiński, Jacek, (2021)
- More ...
-
Ntim, Collins G., (2012)
-
Ntim, Collins G., (2015)
-
Voluntary corporate governance disclosures by post-Apartheid South African corporations
Ntim, Collins G., (2012)
- More ...