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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. ...

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    AuthorAndoh, Charles (1)Kudjawu, Alexandra Fafali (1)Kuttu, Saint (1)SubjectARMAX (1)Calendar anomalies (1)Efficient market hypothesis (1)
    GARCH (1)
    Holiday effect (1)
    𝐺��𝐿��+ innovation (1)... View MoreDate Issued2019 (1)

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