Paul Alagidede | Rhodes University (original) (raw)

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Papers by Paul Alagidede

Research paper thumbnail of How integrated are African Financial Markets with the rest of the World

Research paper thumbnail of Relationship between stock returns and inflation

Applied Economics Letters, Jan 1, 2009

The question of whether common stocks can act as a hedge against inflation has received tremendou... more The question of whether common stocks can act as a hedge against inflation has received tremendous attention in the economics and finance literature, but with little or no evidence for African countries. This letter examines the Fisher hypothesis for 6 African countries. ...

Research paper thumbnail of African Stock Market Integration: Implications for Portfolio Diversification and International Risk Sharing

Proceedings of the African Economic Conferences, Jan 1, 2008

Research paper thumbnail of Can common stocks provide a hedge against inflation? Evidence from African countries

Review of Financial Economics, Jan 1, 2010

Research paper thumbnail of Nominal exchange rates and price convergence in the West African Monetary Zone

International Journal of Business …, Jan 1, 2008

Research paper thumbnail of Month-of-the-year and pre-holiday seasonality in African stock markets

Research paper thumbnail of Causal relationship between stock prices and exchange rates

The Journal of International …, Jan 1, 2010

Research paper thumbnail of Calendar anomalies in the Ghana stock exchange

Journal of Emerging Market Finance, Jan 1, 2009

Research paper thumbnail of Calendar anomalies in an emerging African market: evidence from the Ghana Stock Exchange

Research paper thumbnail of Day of the week seasonality in African stock markets

Applied Financial Economics Letters, Jan 1, 2008

This article investigates the day of the week anomaly in Africa's la... more This article investigates the day of the week anomaly in Africa's largest stock markets by looking at both the first and second moments of returns. We also incorporate market risk. We do not find day of the week effect in Egypt, Kenya, Morocco and Tunisia. However, there ...

Research paper thumbnail of Modelling stock returns in Africa's emerging equity markets

International Review of Financial Analysis, Jan 1, 2009

Research paper thumbnail of How integrated are African Financial Markets with the rest of the World

Research paper thumbnail of Relationship between stock returns and inflation

Applied Economics Letters, Jan 1, 2009

The question of whether common stocks can act as a hedge against inflation has received tremendou... more The question of whether common stocks can act as a hedge against inflation has received tremendous attention in the economics and finance literature, but with little or no evidence for African countries. This letter examines the Fisher hypothesis for 6 African countries. ...

Research paper thumbnail of African Stock Market Integration: Implications for Portfolio Diversification and International Risk Sharing

Proceedings of the African Economic Conferences, Jan 1, 2008

Research paper thumbnail of Can common stocks provide a hedge against inflation? Evidence from African countries

Review of Financial Economics, Jan 1, 2010

Research paper thumbnail of Nominal exchange rates and price convergence in the West African Monetary Zone

International Journal of Business …, Jan 1, 2008

Research paper thumbnail of Month-of-the-year and pre-holiday seasonality in African stock markets

Research paper thumbnail of Causal relationship between stock prices and exchange rates

The Journal of International …, Jan 1, 2010

Research paper thumbnail of Calendar anomalies in the Ghana stock exchange

Journal of Emerging Market Finance, Jan 1, 2009

Research paper thumbnail of Calendar anomalies in an emerging African market: evidence from the Ghana Stock Exchange

Research paper thumbnail of Day of the week seasonality in African stock markets

Applied Financial Economics Letters, Jan 1, 2008

This article investigates the day of the week anomaly in Africa's la... more This article investigates the day of the week anomaly in Africa's largest stock markets by looking at both the first and second moments of returns. We also incorporate market risk. We do not find day of the week effect in Egypt, Kenya, Morocco and Tunisia. However, there ...

Research paper thumbnail of Modelling stock returns in Africa's emerging equity markets

International Review of Financial Analysis, Jan 1, 2009

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