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Browsing Department of Accountancy and Finance by Subject "Augmented Dickey-Fuller Test"

Browsing Department of Accountancy and Finance by Subject "Augmented Dickey-Fuller Test"

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  • Arhenful, P.; Yeboah, A. K.; Adjei, K. S. (Journal of Social and Development Science, 2021)
    The paper assesses the effect of interest rate on stock prices, with emphases on Ghana Stock Exchange; using monthly time series data from July 2007 to December 2019. The Augmented Dickey-Fuller (ADF) test was employed to ...

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