The Kenyan stock market : inefficiency, long memory, persistence and anomalies in the NSE-20
Borja Balparda; Guglielmo Maria Caporale; Luis A. Gil-Alana
| Year of publication: |
2015
|
|---|---|
| Authors: | Balparda, Borja ; Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
| Published in: |
African journal of economic and sustainable development. - Olney : Inderscience, ISSN 2046-4770, ZDB-ID 2686204-9. - Vol. 4.2015, 3, p. 254-277
|
| Subject: | market efficiency | Kenyan stock market | long memory | Kenya | Kenia | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AJESD.2015.071911 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011440196