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Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM. (2019). Moussa, Richard Kouame ; Gbenro, Nathaniel .
In: Post-Print.
RePEc:hal:journl:hal-02059799.

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  1. Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks. (2024). Junior, Peterson Owusu ; Ofori, Kwame Simpe ; Boakye, Kwabena G ; Appiagyei, George Oppong ; Barson, Zynobia.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:23:y:2024:i:3:p:306-335.

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  2. Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets. (2020). Milo, Marius Cristian ; Haiegan, Cornel ; Booc, Claudiu ; Barna, Flavia Mirela .
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:2:p:535-:d:307486.

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  3. Financial Time Series: Methods and Models. (2020). Storti, Giuseppe ; Caporin, Massimiliano.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:86-:d:351267.

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References

References cited by this document

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  3. Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM. (2019). Moussa, Richard Kouame ; Gbenro, Nathaniel .
    In: Post-Print.
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    Full description at Econpapers || Download paper

  4. Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM. (2019). Moussa, Richard Kouame ; Gbenro, Nathaniel .
    In: JRFM.
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