Calendar anomalies in the Ghana stock exchange

Journal of Emerging Market Finance

Volumn 8, Issue 1, 2009, Pages 1-23

  Alagidede, Paul ^a   Panagiotidis, Theodore ^b  

^a UNIVERSITY OF STIRLING   (United Kingdom)

^b UNIVERSITY OF MACEDONIA   (Greece)

Author keywords

Asymmetric volatility; Calendar anomalies; Market efficiency; Non linearity; Rolling windows

Indexed keywords

EID: 66149125573     PISSN: 09726527     EISSN: 09730710     Source Type: Journal    
DOI: 10.1177/097265270900800101     Document Type: Article

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