An investigation into aggregation bias: the case of stocks and treasury bill returns in Ghana

An investigation into aggregation bias: the case of stocks and treasury bill returns in Ghana

AbstractThe paper investigates aggregation bias by comparing the risk and returns characteristics of stock exchange-traded shares and Treasury bills (T’bills) in Ghana. The study uses end of period annualized data on T’bills and stocks returns, and inflation from 1990 to 2020. We mainly consider fou...

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Bibliographic Details
Main Authors: Dodzi K. Dunyo, Ellis Kofi Akwaa-Sekyi, Joseph Magnus Frimpong, Akua Peprah-Yeboah
Format: Article
Language:English
Published: Taylor & Francis Group 2024-12-01
Series:Cogent Economics & Finance
Subjects:
Aggregation bias
stocks
treasury bill
risk
return
trade-off
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2024.2330845

Internet

https://www.tandfonline.com/doi/10.1080/23322039.2024.2330845

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