Browsing by Author "Andoh, Charles"
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THE EFFECTS OF HOLIDAYS ON THE GHANAIAN EQUITY MARKET
Kudjawu, Alexandra Fafali; Andoh, Charles; Kuttu, Saint (Machakos University, 2019-04)This paper sought to determine if the Ghanaian equity market is a semi-strong efficient market by investigating whether or not the holiday effect exists by adopting an ARMAX (2, 2) - GARCH (1, 1) model with 𝐺𝐿+ innovation. ... -
The Effects of Holidays on the Ghanaian Equity Market
Kudjawu, Alexandra Fafali; Andoh, Charles; Kuttu, Saint (MksU Press, 2021-06)This paper sought to determine if the Ghanaian equity market is a semi-strong efficient market by investigating whether or not the holiday effect exists by adopting an ARMAX (2, 2) - GARCH (1, 1) model with 𝐺𝐿+innovation. ...