Drivers of Stock Prices in Ghana: An Empirical Mode Decomposition Approach

This study utilized the empirical mode decomposition (EMD) technique and examined which group of investors based on their trading frequencies influence stock prices in Ghana. We applied this technique to a dataset of daily closing prices of GSE Financial Stock Index for the period 04/01/2011 to 28/0...

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Bibliographic Details
Main Authors: Emmanuel. N. Gyamfi, Frederick A. A. Sarpong, Anokye M. Adam
Format: Article
Language:English
Published: Hindawi Limited 2021-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2021/2321042