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,...
| প্রধান লেখক: | , |
|---|---|
| বিন্যাস: | প্রবন্ধ |
| ভাষা: | English English |
| প্রকাশিত: |
Empirical Economics Letters
2021
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| 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 |