Are Frontier African Markets Inefficient or Adaptive? Application of Rolling GARCH Models
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DOI: 10.1991/jefa.v6i1.a49
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More about this item
Keywords
Calendar Effect; Frontier Markets; GARCH; Adaptive Market Hypothesis; Market Efficiency; Rolling Window.;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
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