Issahaku, Haruna; Ustarz, Yazidu; Domanban, Paul Bata - 2013
The purpose of the study is to examine the existence of causality between macroeconomic variables and stock returns in Ghana. The study employs monthly time series data spanning the period January 1995 to December 2010. Unit root test is performed using ADF, PP and KPSS tests. Then, Vector Error...