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...
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 |
Similar Items
-
Time-varying world integration of the African stock markets: a Kalman Filter approach
by: Anokye M. Adam, et al.
Published: (2015-10-01) -
Integrating Empirical Mode Decomposition and Auto Regressive Integrated Moving Average for Stock Price Forecasting
by: Kuo, Ting-Yu, et al.
Published: (2011) -
Chinese Stock Index Futures Price Fluctuation Analysis and Prediction Based on Complementary Ensemble Empirical Mode Decomposition
by: Ruoyang Chen, et al.
Published: (2016-01-01) -
A Historical Analysis of the US Stock Price Index Using Empirical Mode Decomposition over 1791–2015
by: Aviral K. Tiwari, et al.
Published: (2016-03-01) -
A Historical Analysis of the US Stock Price Index Using Empirical Mode Decomposition over 1791–2015
by: Aviral K. Tiwari, et al.
Published: (2016-02-01)