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 language | English |
|---|---|
| Pages (from-to) | 12-13 |
| Number of pages | 2 |
| Journal | Expo 2011 Higher Degree Research : book of abstracts |
| Publication status | Published - 2011 |
| Event | Higher Degree Research Expo (7th : 2011) - Sydney Duration: 10 Oct 2011 → 11 Oct 2011 |
Keywords
- Risk
- Return
- Stock Market
- thin trading
- Ghana