Does mean reversion occur in selected African stock markets?

This study examines the mean reversion of two Emerging Markets (Egypt and South Africa) and five Frontier Markets (Kenya, Mauritius, Morocco, Nigeria and Tunisia) by examining the stationarity of stock prices using several panel unit root tests. Empirical results show that the unit root tests (ADF,...

সম্পূর্ণ বিবরণ

গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Chia, Ricky Chee Jiun, Pang, Wan Xin
বিন্যাস: প্রবন্ধ
ভাষা:English
English
প্রকাশিত: Empirical Economics Letters 2021
বিষয়গুলি:
অনলাইন ব্যবহার করুন:https://eprints.ums.edu.my/id/eprint/33118/5/Does%20mean%20reversion%20occur%20in%20selected%20African%20stock%20markets.pdf
https://eprints.ums.edu.my/id/eprint/33118/2/Does%20mean%20reversion%20occur%20in%20selected%20African%20stock%20markets%20_ABSTRACT.pdf