Risk-return characteristics and integration of the Ghana stock exchange

Nicholas Addai Boamah

Research output: Contribution to journalMeeting abstract

Abstract

Purpose: This study investigates the characteristics of the GSE and its implication for global portfolio diversification. It examines the severity of thin trading on the GSE and its insinuations for market risks and returns. It will also analyse the impact of firm fundamentals on equity returns on the GSE. The degree of integration between the GSE and the global financial market would also be investigated. It will find out the effect of market barriers on the GSEs performance. Methodology: The study will employ both parametric and non-parametric tests. It will use weekly stock market data from the GSE. Originality/Value: The study will make original contribution by filling significant gap in the Ghanaian literature. Findings: There are no findings yet as the study is in its early stages. Practical/social implications: Contribute to the enhancement of the GSEs performance.
Original languageEnglish
Pages (from-to)12-13
Number of pages2
JournalExpo 2011 Higher Degree Research : book of abstracts
Publication statusPublished - 2011
EventHigher Degree Research Expo (7th : 2011) - Sydney
Duration: 10 Oct 201111 Oct 2011

Keywords

  • Risk
  • Return
  • Stock Market
  • thin trading
  • Ghana

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