Static or adaptive? : the month-of-the-year and intra-month effects in African stock markets
Adefemi A. Obalade, Paul-Francois Muzindutsi
| Year of publication: |
2020
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|---|---|
| Authors: | Obalade, Adefemi A. ; Muzindutsi, Paul-Francois |
| Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 13.2020, 3, p. 215-234
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| Subject: | calendar effect | MOY | month-of-the-year | intra-month | AMH | adaptive market hypothesis | rolling GARCH | ARCH-Modell | ARCH model | Kalendereffekt | Calendar effect | Afrika | Africa | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMEF.2020.108832 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012285461