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. ...