Humavindu, Michael; Floros, Christos - In: The African Finance Journal 8 (2006) 2, pp. 31-51
This paper analyses returns and volatility on the Namibian and South African stock markets. We use daily closing indices of the Namibian Stock Exchange (NSX) and the Johannesburg Stock Exchange (JSE). The sample covers the period from January 4, 1999 to March 20, 2003. Our methodology has three...