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Are African stock markets efficient?
Rui Dias, João M. Pereira, Luísa Cagica Carvalho
Izvirni znanstveni članek
Oznake: African stock markets;efficient market hypothesis;mean reversion;random walk;
The aim of this study is to test and compare the efficient market hypothesis, in its weak form, on the stock markets of Botswana, Egypt, Kenya, Morocco, Nigeria, South Africa, Japan, the UK and the USA from 2 September 2019 to 2 September 2020. This study is based on the following research questi ...
Leto: 2022 Vir: Ekonomsko-poslovna fakulteta (UM EPF)
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