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Revisiting The Efficient Market Hypothesis For African Countries: Panel Surkss Test With A Fourier Function

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  • DONGXIANG ZHANG
  • TSUI-CHIH WU
  • TSANGYAO CHANG
  • CHIA-HAO LEE

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  • Dongxiang Zhang & Tsui-Chih Wu & Tsangyao Chang & Chia-Hao Lee, 2012. "Revisiting The Efficient Market Hypothesis For African Countries: Panel Surkss Test With A Fourier Function," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 287-300, September.
    • Handle: RePEc:bla:sajeco:v:80:y:2012:i:3:p:287-300
    DOI: j.1813-6982.2011.01314.x
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    Cited by:

    1. David de Villiers & Natalya Apopo & Andrew Phiri & David McMillan, 2020. "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1769348-176, January.
    2. Graham Smith & Aneta Dyakova, 2014. "African Stock Markets: Efficiency and Relative Predictability," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 258-275, June.
    3. Adeabah, David & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2023. "How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis," Emerging Markets Review, Elsevier, vol. 55(C).
    4. Emmanuel Numapau Gyamfi & Kwabena A Kyei & Ryan Gill, 2016. "Stationarity of African Stock Markets under an ESTAR framework," EuroEconomica, Danubius University of Galati, issue 2(35), pages 93-101, November.

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