Nathaniel GBENRO

Personal Details

First Name:	Nathaniel
Middle Name:
Last Name:	Gbenro
Suffix:
RePEc Short-ID:	pgb16
	[This author has chosen not to make the email address public]

Affiliation

École National Supérieure de Statistique et d'Économie Appliquée (ENSEA)

Abidjan, Côte d'Ivoire
http://www.ensea.ed.ci/
RePEc:edi:ensaeci (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Nathaniel Gbenro & Richard Kouamé Moussa, 2019. "Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM," Post-Print hal-02059799, HAL.

   Cited by:

   1. Zynobia Barson & Kwame Simpe Ofori & Peterson Owusu Junior & Kwabena G. Boakye & George Oppong Appiagyei Ampong, 2024. "Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(3), pages 306-335, September.
   2. Massimiliano Caporin & Giuseppe Storti, 2020. "Financial Time Series: Methods and Models," JRFM, MDPI, vol. 13(5), pages 1-3, April.
   3. Laura Raisa Miloş & Cornel Haţiegan & Marius Cristian Miloş & Flavia Mirela Barna & Claudiu Boțoc, 2020. "Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets," Sustainability, MDPI, vol. 12(2), pages 1-15, January.

Articles

1. Nathaniel Gbenro & Richard Kouamé Moussa, 2019. "Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM," JRFM, MDPI, vol. 12(1), pages 1-19, March.

   Cited by:

   1. Zynobia Barson & Kwame Simpe Ofori & Peterson Owusu Junior & Kwabena G. Boakye & George Oppong Appiagyei Ampong, 2024. "Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(3), pages 306-335, September.
   2. Massimiliano Caporin & Giuseppe Storti, 2020. "Financial Time Series: Methods and Models," JRFM, MDPI, vol. 13(5), pages 1-3, April.
   3. Laura Raisa Miloş & Cornel Haţiegan & Marius Cristian Miloş & Flavia Mirela Barna & Claudiu Boțoc, 2020. "Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets," Sustainability, MDPI, vol. 12(2), pages 1-15, January.

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Corrections

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