Queku, Isaac Cliford; Gyedu, Seth; Carsamer, Emmanuel - In: International Journal of Emerging Markets 17 (2020) 1, pp. 47-70
Purpose: The purpose of the paper is to investigate the causal relationships and speed of adjustment of stock prices to changes in macroeconomic information (MEI) in Ghana from 1996 to 2018 using monthly data. The paper seeks to conduct the investigation at individual MEI level rather than the...