Weak form efficiency and martingale difference sequence tests of six African stock market indexes
Year of publication: |
January 2016
|
---|---|
Authors: | Setlhare, Lexi L. ; Kouassi, Eugène |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 15.2016, 1, p. 37-44
|
Subject: | African Stock Markets | Market Efficiency | (Generalized) Spectral Martingale Tests | Effizienzmarkthypothese | Efficient market hypothesis | Afrika | Africa | Martingal | Martingale | Aktienmarkt | Stock market | Aktienindex | Stock index | Statistischer Test | Statistical test | Schätzung | Estimation | Theorie | Theory | Random Walk | Random walk |
-
Liquidity and the informational efficiency of African stock markets
Smith, Graham, (2008)
-
Kumar, Dilip, (2012)
-
Does the Indian stock market exhibit random walk?
Dsouza, Janet Jyothi, (2015)
- More ...
-
Effects of inflation on Ivorian fiscal variables : an econometric investigation
Kouassi, Eugène, (1996)
-
Analyse d'intervention de la série de l'indice mensuel des prix à la consommation en France
Kouassi, Eugène, (1992)
-
Kouassi, Eugène, (1994)
- More ...