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~person:"Opong, Kwaku K."
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Opong, Kwaku K.
West, Kenneth D.
21
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15
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15
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15
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14
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ECONIS (ZBW)
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1
Testing for
random
walk
in euro exchange rates using the subsampling approach
Belaire-Franch, Jorge
;
Opong, Kwaku K.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1145-1151
Persistent link: https://www.econbiz.de/10008699237
Saved in:
2
Some evidence of
random
walk
behavior of Euro exchange rates using ranks and signs
Belaire-Franch, Jorge
;
Opong, Kwaku K.
- In:
Journal of banking & finance
29
(
2005
)
7
,
pp. 1631-1643
Persistent link: https://www.econbiz.de/10002817449
Saved in:
3
A variance ratio test of the behaviour of some FTSE equity indices using ranks and signs
Belaire-Franch, Jorge
;
Opong, Kwaku K.
- In:
Review of quantitative finance and accounting
24
(
2005
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10002627139
Saved in:
4
A Nonparametric Variance-Ratio Test of the Behavior of U.K. Real Estate and Construction Indices
Belaire-Franch, Jorge
;
McGreal, Stanley
;
Opong, Kwaku K.
; …
- In:
International Real Estate Review
10
(
2007
)
2
,
pp. 94-112
positive dependence in the index return series and provide a strong rejection of the
random
walk
hypothesis for the two U …
Persistent link: https://www.econbiz.de/10005092527
Saved in:
5
The behaviour of equity trading volume on the London Stock Exchange
Opong, Kwaku K.
;
Biekpe, Nicholas
;
McIlkenny, P.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
24
(
2000
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10001480429
Saved in:
6
The behaviour of some UK equity indices : an application of Hurst and BDS tests
Opong, Kwaku K.
(
contributor
)
- In:
Journal of empirical finance
6
(
1999
)
3
,
pp. 267-282
Persistent link: https://www.econbiz.de/10001426365
Saved in:
7
An Empirical Re-Examination of the Weak Form Efficient Markets Hypothesis of the Ghana Stock Market Using Variance-Ratios Tests
Ntim, Collins G.
;
Opong, Kwaku K.
;
Danbolt, Jo
- In:
The African Finance Journal
9
(
2007
)
2
,
pp. 1-25
are conclusively not efficient in the weak form, neither from the perspective of the strict
random
walk
nor in the relaxed …
Persistent link: https://www.econbiz.de/10008503532
Saved in:
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