Microstructure and asset pricing : an insight on African frontier stock markets
Year of publication: |
2023
|
---|---|
Authors: | Hikouatcha, Prince ; Njamen Kengdo, Arsène Aurelien ; Menik, Hans Patrick Bidias ; Tioyem, Pierre Ghislain Tchoffo ; Nchofoung, Tii Njivukuh |
Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 1467-8586, ZDB-ID 1473655-X. - Vol. 75.2023, 4, p. 944-987
|
Subject: | African stock markets | expected returns | microstructure | stock portfolio | threshold effects | Aktienmarkt | Stock market | Afrika | Africa | Marktmikrostruktur | Market microstructure | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | CAPM |
-
Brand equity and stock performance in time of crisis : evidence from the COVID-19 pandemic
Farhang, Maryam, (2023)
-
Order aggressiveness, price impact, and investment performance in a pure order-driven stock market
Hung, Pi-Hsia, (2015)
-
Does an Islamic label cause stock price comovements and commonality in liquidity?
Alhomaidi, Asem, (2018)
- More ...
-
Kadjie, Christelle Flore, (2023)
-
Linear and non-linear effects of infrastructures on inclusive human development in Africa
Nchofoung, Tii Njivukuh, (2021)
-
Linear and non-linear effects of infrastructures on inclusive human development in Africa
Nchofoung, Tii Njivukuh, (2021)
- More ...