Return predictability in African stock markets

Review of Financial Economics

Volumn 12, Issue 3, 2003, Pages 247-270

  Appiah Kusi, Joe ^a   Menyah, Kojo ^b  

^a Africa Financial Res Centre Ltd   (United Kingdom)

^b LONDON METROPOLITAN UNIVERSITY   (United Kingdom)

Author keywords

African stock markets; EGARCH M; Nonlinearity; Weak form efficiency

Indexed keywords

EID: 0038458681     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1058-3300(02)00073-3     Document Type: Article

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