Korsah, David; Mensah, Lord Kwaku - In: Journal of capital markets studies 8 (2024) 1, pp. 25-42
and stock market returns remains largely unexplored. This study happens to be the first to consider the impact of each of … the indexes on stock returns in Africa, with evidence spanning from May 2007 to April 2023, covering notable global crisis … applying the QVAR, the study captures the potential nonlinear and asymmetric relationship between stock returns and the factors …