Feedback Trading and Autocorrelation Patterns in Sub-Saharan African Equity Markets

This article examines feedback trading and autocorrelation pattern of stock returns in the equity markets of Ghana, Kenya, Nigeria, and South Africa. We find evidence that positive feedback trading induces negative autocorrelation in the stock returns of Ghana, Kenya, Nigeria, and South Africa. The...

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Bibliographic details
Volume: 53
Main Author: Kuttu, Saint
Bokpin, Godfred A
Format: Journal Article
Language: English
Place of publication: ABINGDON Routledge 02.01.2017
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Taylor & Francis Ltd
published in: Emerging markets finance & trade Vol. 53; no. 1; pp. 213 - 225
Data of publication: 1/2/2017
ISSN: 1540-496X
1558-0938
EISSN: 1558-0938
Discipline: Business
Economics
International Relations
Subjects:
Online Access: available in Bonn?
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2017
Web of Knowledge
Web of Science
CrossRef
ProQuest One Business (Alumni)
ProQuest One Business
Database information Databases - DBIS