Feedback trading and autocorrelation patterns in sub-Saharan African equity markets
Saint Kuttu and Godfred A. Bokpin
| Year of publication: |
2017
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|---|---|
| Authors: | Kuttu, Saint ; Bokpin, Godfred A. |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 1, p. 213-225
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| Subject: | EGARCH | feedback trading | financial crisis | sub-Saharan Africa | Subsahara-Afrika | Sub-Saharan Africa | Finanzkrise | Financial crisis | Zentralafrika | Central Africa | Autokorrelation | Autocorrelation | ARCH-Modell | ARCH model | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1178111 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011763971