Munich Personal RePEc Archive
metadata only
Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange
This paper examines the weak-form efficient market hypothesis (EMH) in the case of the Ghana Stock Exchange (GSE) an emerging market. Daily returns from the Databank Stock Index (DSI) over a 5-year period 1999-2004 were used for the exercise. Random walk (RW) and GARCH(1,1) models are used as the b
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models#499779
- Pengaruh Market Timing dan Stock Selection Terhadap Kinerja Reksa Dana Saham#1017782
- An analysis of the extent of initial underpricing and the determinants of long-run underperformance of IPOs on the Johannesburg Stock Exchange (JSE)#252427
- Opening-Price Shortcut in Stock Prediction: A Conditional Opening Prior-and-Evidence Framework#1216030
- Combining Quote-Driven and Order-Driven Trading Systems in Next-Generation Stock Markets: An Experimental Investigation#486193
Record · ID 1277564
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive