Equity Market Integration and the Implications for Foreign Investment in Africa
Authors:
- Bruce HearnBHBruce Hearn
- Jenifer PiesseJPJenifer Piesse
- 1 January 2008
- book chapter
- Published by Springer Nature
- p. 50-72
Abstract
No abstract availableThis publication has 11 references indexed in Scilit:
- Anomalies: The Law of One Price in Financial MarketsJournal of Economic Perspectives, 2003
- Capital market integration in the Pacific Basin region: an impulse response analysisJournal of International Money and Finance, 1999
- Stock markets in Africa: Emerging lions or white elephants?World Development, 1998
- Cointegration, Error Correction, and Price Discovery on Informationally Linked Security MarketsJournal of Financial and Quantitative Analysis, 1995
- Investment Bank Reputation, Information Production, and Financial IntermediationThe Journal of Finance, 1994
- Common stochastic trends in European stock marketsEconomics Letters, 1993
- Efficient Capital Markets: IIThe Journal of Finance, 1991
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive ModelsEconometrica, 1991
- Endogenous Market Thinness and Stock Price VolatilityReview of Economic Studies, 1989
- Statistical analysis of cointegration vectorsJournal of Economic Dynamics and Control, 1988