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Seasonality Effect Anomalies in Emerging Stock Markets : Evidence from Asia and Africa
Youssef, Abdelmoneim - 2012
emerging stock markets from Africa and Asia. In addition, the paper will try to report an explanation for this phenomenon in …
Persistent link: https://www.econbiz.de/10013105999
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Comparative Analysis of African Stock Market Performance and Investment Opportunities
Youssef, Abdelmoneim - 2012
analysis is to examine the behavior of stock returns in a number of emerging stock markets from Africa, the efficiency in …
Persistent link: https://www.econbiz.de/10013106003
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On the linkages between Africa's emerging equity markets and globalmarkets : evidence from fractional integration and cointegration
Gil-Alaña, Luis A.; Carcel, Hector; Abakah, Emmanuel … - In: Review of development finance 8 (2018) 2, pp. 96-105
stochastic properties of the bilateral linkages between stock markets in Africa and selected international markets to establish … if markets in Africa co-move with the rest of the world. Results from the univariate analysis show that there exists a …
Persistent link: https://www.econbiz.de/10011979979
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Market Efficiency in Developing African Stock Markets : What Do We Know?
Afego, Pyemo - 2016
In the late 1980s, many countries in Africa established national stock exchanges with a view to foster financial … equity markets (AEMs). It explores the path of development of stock markets in Africa with an emphasis on their efficiency …
Persistent link: https://www.econbiz.de/10013008550
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Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets
Villiers, David de; Apopo, Natalya; Phiri, Andrew - In: Cogent economics & finance 8 (2020) 1, pp. 1-21
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 smooth structural breaks, making this study...
Persistent link: https://www.econbiz.de/10012440357
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Analysing rational bubbles in African stock markets : evidence from econophysics frequency domain estimates and DCC MGARCH model
Lawal, Adedoyin Isola; Oseni, Ezeikel; Ahmed, Adel; … - In: Economies : open access journal 12 (2024) 8, pp. 1-22
, focusing on eight African stock markets: South Africa, Nigeria, Kenya, Egypt, Morocco, Mauritius, Ghana, and Botswana …
Persistent link: https://www.econbiz.de/10015071029
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Size, Liquidity and Value Effects in African Frontier Equity Markets
Hearn, Bruce Allen - 2011
factors of Martinez et al (2005) in explaining average returns in industry portfolios across Sub Saharan Africa (SSA …) excluding South Africa. This draws on a unique sample set of stocks from main board of Mauritius, local Namibian market …
Persistent link: https://www.econbiz.de/10013134008
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Exploration of Safe Havens for Africa’s Stock Markets : A Test Case under COVID-19 Crisis
Omane-Adjepong, Maurice - 2020
Africa's emerging equity markets. Instead, gold and palladium outperform the other candidates to provide sanctuary for small …
Persistent link: https://www.econbiz.de/10012823655
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Calendar anomalies in African stock markets
Ferrouhi, El Mehdi; Kharbouch, Omar; Aguenaou, Samir; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-17
In this paper, we investigate the day of the week and the month of the year effects in African stock markets, both in the Gregorian and the Hijri calendars. Specifically, we investigate Monday effect, Friday effect, January effect and Ramadan effect, from January 2009 to December 2019, using OLS...
Persistent link: https://www.econbiz.de/10013184417
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Examining evidence of "shift-contagion" in African stock markets : a CoVaR-copula approach
Boako, Gideon; Alagidede, Paul - In: Review of development finance 7 (2017) 2, pp. 142-156
(extreme) downside risks in Africa stock markets. Using data of weekly periodicity, the empirical analysis captured the pre … stages but latter stages, where the effects to Africa could be pronouncedly felt. …
Persistent link: https://www.econbiz.de/10011779566