• No results found

The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa

N/A
N/A
Protected

Academic year: 2020

Share "The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa"

Copied!
18
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Table 1 The official liberalization dates for the two countries are summarised in the table below:
Figure 2 (A) is the South African daily return series (pre-liberalisation period) and it

References

Related documents

In his Rosicrucian writings, Bureus highlights the obliquely stated affinities among the early Rosicrucians to the doctrine of a univer­ sal hum an restitution

Ex-ante adoption of Sawah rice production technology in Kwara State Nigeria.. Oladele O.I and

Thus, our model expresses economic growth (GDPY) as a function of various levels and components of government expenditure that include total capital expenditure

In this book I will look at local NGOs in southern India as a case study, as they are well established, have a strong social change focus mainly through women ’ s

T HE UNDISTURBED REFLECTED SPECTRUM OF THE SENSOR IS SHOWN WITH THE DOTTED LINE IN FIGURE 3.24( A ). 109 F IGURE 3.25 T HE SHIFT OF THE B RAGG WAVELENGTH WHEN THE SENSOR

The proposed mobility monitoring system allows tracking of a person of interest without relying on wearable sensors by exploiting privacy-preserving very low resolution images (30 ×

This template consists of the nine BIM policy areas from Model E aligned Figure 9: The Initiation Phase of the Policy Development Plan (Source Succar and Kassem, 2017)...

Monetary policy surprises, positions of traders, and changes in commodity futures prices: Federal Reserve Bank of Atlanta, Working Paper: 2013-12. Gurkaynak, Refet S., Sack,