Investor attention on COVID-19 and African stock returns
Sign Up to like & getrecommendations! Published in 2021 at "MethodsX"
DOI: 10.1016/j.mex.2020.101195
Abstract: We examine the financial consequences of rising global investor attention or risk attitude related to the COVID-19 pandemic for African stock markets. Using daily investor attention indices, which are based on global COVD-19-related google search… read more here.
Keywords: investor attention; investor; stock returns; african stock ... See more keywords
Non-linear dependencies in African stock markets: Was subprime crisis an important factor?
Sign Up to like & getrecommendations! Published in 2018 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2018.03.060
Abstract: The historical dependence in stock markets it is a very explored issue, especially in developed markets. In this paper we try to address the question of global dependency in African stock markets, and for that… read more here.
Keywords: stock markets; non linear; dependencies african; african stock ... See more keywords
Integration of African Stock Markets with the Developed Stock Markets: An Analysis of Co-Movements, Volatility and Contagion
Sign Up to like & getrecommendations! Published in 2020 at "International Economic Journal"
DOI: 10.1080/10168737.2020.1755715
Abstract: ABSTRACT This paper investigates evidence of integration and contagion between major African stock markets (ASMs) and developed stock markets during the periods of global financial crisis (GFC) and Eurozone sovereign debt crisis (ESDC). Specifically, it… read more here.
Keywords: integration; developed stock; stock markets; african stock ... See more keywords
Interdependence among West African stock markets: A dimension of regional financial integration
Sign Up to like & getrecommendations! Published in 2021 at "African Development Review"
DOI: 10.1111/1467-8268.12575
Abstract: Understanding the nature of interdependence between international stock markets is vital for portfolio diversification, risk management and market regulation. This paper examines the nature of interdependence among West African stock markets using correlation analysis, the… read more here.
Keywords: stock markets; west african; market; among west ... See more keywords
Beginning an African Stock Markets Integration? A Wavelet Analysis
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Economic Integration"
DOI: 10.11130/jei.2019.34.2.370
Abstract: This paper studies the integration of the most six largest African stock markets in term of capital using theWavelet Multiple Correlation (WMC) and theWavelet Multiple Cross-Correlation (WMCC) proposed by Fernandez-Macho (2012). These methods are used… read more here.
Keywords: markets integration; african stock; beginning african; stock markets ... See more keywords