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Relevant bibliographies by topics / African stock markets

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Dissertations / Theses

Academic literature on the topic 'African stock markets'

Author: Grafiati

Published: 10 December 2022

Last updated: 29 January 2023

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Dissertations / Theses on the topic "African stock markets"

1

Mlambo, Chipo. "The efficiency of African stock markets : a comparative analysis." Thesis, Stellenbosch : University of Stellenbosch, 2006. http://hdl.handle.net/10019.1/6445.

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Thesis (PhD (Business Management))--University of Stellenbosch, 2006.<br>ENGLISH ABSTRACT: This study investigates whether any exploitable pauems exist in a sample of ten African stock markets that could lead to abnonnal gains. Southern Africa is represented by Botswana, Namibia. Mauritius and Zimbabwe, East Africa by Kenya, West Africa by Ghana and the BRVM, and North Africa by Egypt, Morocco and Tunisia. Such evidence, if it exists, provides ground for refutation of the weak form of the efficient market hypothesis (EM H) as defined by Farna (1965. 1970). The thesis is predominantly emp

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2

Appiah-Kusi, Joe. "The emerging African stock markets : a comparative study." Thesis, Brunel University, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.288767.

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3

Thupayagale, Pako. "Essays in long memory : evidence from African stock markets." Thesis, St Andrews, 2010. http://hdl.handle.net/10023/883.

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4

King, Daniel Jonathan. "Modelling stock return volatility dynamics in selected African markets." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1006452.

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Stock return volatility has been shown to occasionally exhibit discrete structural shifts. These shifts are particularly evident in the transition from ‘normal’ to crisis periods, and tend to be more pronounced in developing markets. This study aims to establish whether accounting for structural changes in the conditional variance process, through the use of Markov-switching models, improves estimates and forecasts of stock return volatility over those of the more conventional single-state (G)ARCH models, within and across selected African markets for the period 2002-2012. In the univariate po

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5

Bieger, Jasper, and Keegan Floquet. "The fundamental drivers of stock market liquidity : international, emerging markets and African evidence." Thesis, Stellenbosch : Stellenbosch University, 2003. http://hdl.handle.net/10019.1/53638.

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Thesis (MBA)--Stellenbosch University, 2003<br>ENGLISH ABSTRACT: According to the World Bank's leading economists Beck and Demlrquc-Kunt one of the major competitive advantages of countries competing for long-term economic growth is the existence of an efficient and liquid domestic stock market. A number of studies have already been performed to examine solitary aspects of stock liquidity, however, rather little work has been done to comprehensively investigate its fundamental set of determinants. Furthermore, none of these studies has ever attempted to specifically focus on African sto

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6

Petrov, Pavel. "Cointegration in equity markets: a comparison between South African and major developed and emerging markets." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1005539.

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Cointegration has important implications for portfolio diversification. One of these is that in order to spread risk it is advisable to invest in markets that are not cointegrated. Over the last several decades communication technology has made the world a smaller place and hence cointegration in equity markets has become more prevalent. The bulk of research into cointegration focuses on developed and Asian markets, with little research been done on African markets. This study compares the Engle-Granger and Johansen tests for cointegration and uses them to calculate the level of cointegration

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7

Argyros, Robert. "The power of investor sentiment: an analysis of the impact of investor confidence on South African financial markets." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1004169.

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Whether investor sentiment has any authority over financial markets has long been a topic of discussion in the field of finance. This study investigates the relationship between investor sentiment and share returns in South Africa. Determining this relationship will add to the existing work which has documented important determinants of share returns on the stock exchange in South Africa, as well adding to the inconclusive link between sentiment and the South African financial markets. Does sentiment influence share returns or do share returns influence sentiment? Using quarterly data for the

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8

De, Jesus Carlos. "Are there benefits to diversification across the largest African stock markets?" Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/20336.

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This study examines the co-movements of selected African stock exchanges, including Nigeria, Morocco, Egypt and South Africa, as well as the USA, in local currency and in USDt erms, for the period January 2004 to June 2014. The study sheds light on African market cointegration before, during, and post the financial crises of 2007/2008 to identify whether there are benefits to diversification in stock exchanges across Africa and how this has changed over time. Only the four biggest exchanges are examined, to eliminate the effects of illiquidity and ensuring the size of indices used result in co

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9

Musyoki, Christopher Mbindyo. "Three empirical essays on salient trading features exhibited in ten African stock markets." Thesis, University of Aberdeen, 2015. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=227595.

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The thesis comprises three associated empirical studies that aim at facilitating better understanding of the salient trading features that typify the sampled stock markets of Africa. The first study explored the recent trends in trading activities observed in ten African stock markets of Botswana, BRVM, Egypt, Ghana, Kenya, Mauritius, Morocco, Nigeria, South Africa and Tunisia. The exercise identified the prominent trait of sluggish price movements and low levels of stock liquidity. Further analysis on the potential causes of the identified delays in price movements distinguish high stock illi

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10

Botes, Gearé. "The adaptive markets hypothesis: Testing for variable efficiency and cyclical profitability in the South African market." University of the Western Cape, 2020. http://hdl.handle.net/11394/8027.

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Magister Commercii - MCom<br>This research attempts to discover whether the Adaptive Market Hypothesis theory is applicable in the South African financial market and explores the innovation and cyclical profitability implications of the Adaptive Market Hypothesis theory. This is achieved in two parts: first by determining if returns follow a random walk or not and second by analysing the consistency of technical and fundamental factors to explain the cross-section of equity returns between 1 January 1998 to 31 December 2017. The tests of stock return dependency include a total of five tests o

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