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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2021
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| Materias: | |
| 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 |