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Dergiler / Boğaziçi Journal: Review of Social, Economic and Administrative Studies / 2011 / Cilt: 25 Sayı: 1

Global economic crisis and stock markets efficiency: evidence from selected africa countries

Sheriffdeen A. TELLA
OlumuyIwa G. YINUSA
Ayinde TAOFEEK OLUSOLA
Sayfa
—
Yayın Tarihi
2020-04-21
DOI
—
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

Using summary statistics, tests of stationarity and EGARCH methods, it is found that there has been contagion with some lag period, actually towards the end of the peak of the crisis and that the African stock markets remain inefficient.\r\n

📌 3 Maddede Bu Makale

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Amaç & Hipotez:\r\n This paper attempts to check the efficiency of the stock markets in Africa (using the Cairo, Johannesburg and Lagos stock markets) as an aftermath of the global economic crisis as well as the lag in effect of the crisis on the stock markets.
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Temel Bulgular & Veri:\r\n This paper attempts to check the efficiency of the stock markets in Africa (using the Cairo, Johannesburg and Lagos stock markets) as an aftermath of the global economic crisis as well as the lag in effect of the crisis on the stock markets.
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Sonuç & Katkı:Using summary statistics, tests of stationarity and EGARCH methods, it is found that there has been contagion with some lag period, actually towards the end of the peak of the crisis and that the African stock markets remain inefficient.\r\n
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Global Crisis · Efficiency · Stock Market

Özet

\r\n This paper attempts to check the efficiency of the stock markets in Africa (using the Cairo, Johannesburg and Lagos stock markets) as an aftermath of the global economic crisis as well as the lag in effect of the crisis on the stock markets. Using summary statistics, tests of stationarity and EGARCH methods, it is found that there has been contagion with some lag period, actually towards the end of the peak of the crisis and that the African stock markets remain inefficient.\r\n

Abstract

\r\n Bu makale, küresel ekonomik krizin hemen sonrasında Afrika'daki menkul kıymetler borsalarının (Kahire, Johannesburg ve Lagos menkul kıymetler borsaları verilerine dayanarak) verimliliğini ve bu krizin borsalar üzerindeki gecikmeli etkisini incelemeyi amaçlamaktadır. Özet istatistiksel yöntemler, durağanlık testi ve EGARCH metodları kullanılarak, krizin, özellikle en yoğun yaşandığı dönemin sonlarına doğru gecikmeli olarak bir ülkeden diğer ülkeye geçtiği ve Afrika menkul kıymetler borsalarının verimsiz olmaya devam ettikleri sonuçları bulunmuştur.\r\n

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Bu Makaleye Atıf Yap

TELLA, S. A., YINUSA, O. G., OLUSOLA, A. T. (2020). Global economic crisis and stock markets efficiency: evidence from selected africa countries. Boğaziçi Journal: Review of Social, Economic and Administrative Studies, Cilt: 25 Sayı: 1. https://ajindex.com/articles/1030641

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