A method to test weak-form market efficiency from sectoral indices of the WAEMU stock exchange: A wavelet analysis

This study assesses the efficiency of the West African Economic and Monetary Union (WAEMU) regional stock exchange using daily data on its seven (7) sectoral indices from December 31, 2013, to January 4, 2019. To this end, we analyze the market structure and calculate the generalized Hurst index by...

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Detalles Bibliográficos
Autores principales: Diallo, Oumou Kalsoum, Mendy, Pierre, Burlea-Schiopoiu, Adriana
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2021
Materias:
Review Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7855331/
https://www.ncbi.nlm.nih.gov/pubmed/33553713
http://dx.doi.org/10.1016/j.heliyon.2020.e05858

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7855331/
https://www.ncbi.nlm.nih.gov/pubmed/33553713
http://dx.doi.org/10.1016/j.heliyon.2020.e05858

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