Now showing items 1-2 of 2

  • Essays in long memory: evidence from African stock markets 

    Thupayagale, Pako (University of St Andrews, 2010-06-17) - Thesis
    This thesis explores various aspects of long memory behaviour in African stock markets (ASMs). First, we examine long memory in both equity returns and volatility using the weak-form version of the efficient market ...
  • Social performance and firm risk : impact of the financial crisis 

    Bouslah, Kais Ben Hmida; Kryzanowski, Lawrence; M'Zali, Bouchra (2016-02-11) - Journal article
    This paper examines the impact of the recent financial crisis (2008–2009) on the relation between a firm’s risk and social performance (SP) using a sample of non-financial U.S. firms covering the period 1991–2012. We find ...