Return predictability in African stock markets

By J. Appiah-Kusi, Kojo Menyah. 2003

224 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/44384d080984642633d96788675dbb3c1fd1133a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. R. Cong
2. Andrew C. Worthington
3. P. Basu
4. Rakesh Gupta
5. Alex Y. Lo
6. H. Higgs
7. Zhongxiang Zhang

In Finance

1. P. Basu
2. Rakesh Gupta
3. R. Cong
4. Alex Y. Lo
5. H. Higgs
6. Andrew C. Worthington

Citations in the corpus

• Weak Form Efficiency In Indian Stock Markets (2011, methodology): “    ( 2 ) Because of the abovementioned weaknesses of the DW test we do not use the DW test in our study.”
• Random walks and market efficiency in European equity markets (2004, background): “Grieb and Reyes 1999, Karemera et al. 1999), Africa (Smith et al. 2002, Appiah-Kusi and Menyah 2003) and the Middle East (Abraham et al. 2002) have been addressed in this manner.”
• Emission trading and carbon market performance in Shenzhen, China (2017, methodology): “The Augmented Dickey–Fuller(ADF) test [79] and Philips-Perron[80] test [81] statistics is -21.”