All Outputs (3)

Herding in frontier markets: Evidence from African stock exchanges (2016)
Journal Article
Guney, Y., Kallinterakis, V., & Komba, G. (2017). Herding in frontier markets: Evidence from African stock exchanges. Journal of International Financial Markets, Institutions and Money, 47, 152-175. https://doi.org/10.1016/j.intfin.2016.11.001

We investigate herding in eight African frontier stock markets between January 2002 and July 2015, given the limited evidence on herding in frontier markets. Herding appears significant throughout the 2002-2015 period for all markets, with smaller st... Read More about Herding in frontier markets: Evidence from African stock exchanges.

An international examination of the economic effectiveness of banking recapitalization (2016)
Journal Article
Adegbite, E., Tahir, S., Guney, Y., & Adegbite, E. A. (2017). An international examination of the economic effectiveness of banking recapitalization. International Business Review, 26(3), 417-434. https://doi.org/10.1016/j.ibusrev.2016.10.002

© 2016 Elsevier Ltd While the literature on capital adequacy and bank recapitalization agrees on the importance of a minimum capital requirement, recurring financial crises across the world do little to suggest that capital adequacy is enough protect... Read More about An international examination of the economic effectiveness of banking recapitalization.

Testing for the weak-form market efficiency of the Dar es Salaam Stock Exchange (2016)
Book Chapter
Guney, Y., & Komba, G. (2016). Testing for the weak-form market efficiency of the Dar es Salaam Stock Exchange. In P. Andrikopoulos, G. Gregoriou, & V. Kallinterakis (Eds.), Handbook of frontier markets: The European and African evidence (3-26). Elsevier Academic Press. https://doi.org/10.1016/b978-0-12-803776-8.00001-x

This chapter investigates the weak-form efficiency of the Dar es Salaam Stock Exchange (DSE), a frontier market, in Tanzania. The study covers the period from Jan. 2007 to Dec. 2014. To establish the consistency and robustness of the obtained conclus... Read More about Testing for the weak-form market efficiency of the Dar es Salaam Stock Exchange.