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The empirical explanatory power of CAPM and the fama and French three-five factor models in the Moroccan stock exchange
Taib, Asmâa Alaoui; Benfeddoul, Safae - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-19
Moroccan stock exchange: CAPM, the Fama and French three-factor model, and the Fama and French five-factor model. Our sample … factors. In Morocco, the market factor is the most powerful factor, perhaps assisted by value and profitability factors …. Although the CAPM performs poorly in capturing the variation in Moroccan returns, the market factor continues to play an …
Persistent link: https://www.econbiz.de/10014284650
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Style influences and JSE sector returns : evidence from the South African stock market
Small, Wayne; Hsieh, Heng-hsing - In: The journal of applied business research 33 (2017) 5, pp. 863-872
Persistent link: https://www.econbiz.de/10011754846
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Did the economic and financial crises affect stock market sensitivity to macroeconomic risk factors? : evidence from Nigeria and South Africa
Ikoku, Alvan E.; Okany, Chukwunonso T. - In: International journal of business 19 (2014) 3, pp. 275-290
Persistent link: https://www.econbiz.de/10010402086
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Comparing the Market Risk Premia Forecasts in JSE and NYSE Equity Markets
Oikonomikou, Leoni Eleni - 2016
This paper examines the evidence regarding predictability in the market risk premium using artificial neural networks (ANNs), namely the Elman Network (EN) and the Higher Order Neural network (HONN), univariate ARMA and exponential smoothing techniques, such as Single Exponential Smoothing (SES)...
Persistent link: https://www.econbiz.de/10012995704
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The Johannesburg stock exchange and capital markets
Jones, Stuart - In: South African economy and policy, 1990 - 2000 : an …, (pp. 257-266). 2010
Persistent link: https://www.econbiz.de/10008780488
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Do Africa stock markets exhibit any evidence of risk-return trade-off?
Emenike, Kalu O. - In: International journal of bonds and derivatives 4 (2021) 3, pp. 221-235
Persistent link: https://www.econbiz.de/10012612661
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Herding behavior in the moroccan stock exchange
Ferrouhi, El Mehdi - In: Journal of African business 22 (2021) 3, pp. 309-319
Persistent link: https://www.econbiz.de/10012607339
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"Macro-finance determinants and the stock market development : evidence from Morocco"
Belcaid, Karim; El Ghini, Ahmed - In: Middle East development journal : a publication of the … 13 (2021) 1, pp. 99-127
Persistent link: https://www.econbiz.de/10012549247
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Auction mechanism and time-varying Walrasian equilibrium : an application to stock market
Petrov, Sergey; Kashina, Oksana; Sahut, Jean-Michel - In: Revue Gestion 2000 : management & prospective 38 (2021) 4, pp. 133-153
Persistent link: https://www.econbiz.de/10012873327
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Stock market integration in Africa : the case of the Johannesburg stock exchange and selected African countries
Ncube, Gail; Mingiri, Kapingura Forget - In: International business and economics research journal 14 (2015) 2, pp. 367-386
Persistent link: https://www.econbiz.de/10010529938