Table of contents - Special Issue on African Equity Markets
Guest Editors: Dr Suzanne G.M. Fifield, Professor David M. Power
Testing the weak‐form efficiency in African stock markets
Collins G. Ntim, Kwaku K. Opong, Jo Danbolt, Frank Senyo DewotorThe purpose of this paper is to investigate and compare the weak‐form efficiency of a set of 24 African continent‐wide stock price indices and those of eight individual African…
Measuring volatility persistence and long memory in the presence of structural breaks: Evidence from African stock markets
David McMillan, Pako ThupayagaleThe purpose of this paper is to estimate volatility in African stock markets (ASMs), taking account of periodic level shifts in the mean level of volatility, where the regime…
Stock market integration in Africa
Sam Agyei‐AmpomahThe purpose of this paper is to examine the nature and extent of linkages between African stock markets and the relationships between these markets and that of regional and global…
Sunshine trading in an African stock market
Magueye Dia, Sébastien PougetHow is liquidity formed in emerging financial markets? Do traders preannounce their orders to attract outside liquidity providers (a practice referred to as sunshine trading)? The…
The rare event risk in African emerging stock markets
Konstantinos TolikasThe purpose of this paper is to investigate the asymptotic distribution of the extreme daily stock returns in African stock markets over the period 1996‐2007 and examine the…
The stock market reaction to stock dividends in Nigeria and their information content
Kevin Campbell, Chijioke OhuochaThe purpose of this paper is to examine whether stock dividend announcements create value for companies traded on the Nigerian stock market and to ascertain the nature of the…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson