Weak form market efficiency and calendar anomalies for African Stock Market Indexes
Do Ango Simplicio
| Year of publication: |
2015
|
|---|---|
| Authors: | Simplicio, Do Ango |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 14.2015, 3, p. 213-224
|
| Subject: | African Stock Markets | Efficiency | Variance Ratio Tests | GARCH-M | Volatility and daily anomalies | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Afrika | Africa | Volatilität | Volatility | Kalendereffekt | Calendar effect | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011311207