SYSTEMATIC RISK AND CAPITAL STRUCTURE IN THE WEST AFRICAN CONTEXT - Ndiaye, Bara
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This book is based on applied research on companies listed on the Ghanaian stock exchange and focuses on the analysis of the link between capital structure and the level of market risk.The finding is that a direct application of some financial models to data from emerging equity markets in general and West African markets in particular, may cause a bias in the results obtained. Indeed, these exchanges are known to be inefficient and illiquid with a limited number of listed companies. These particularities then strongly differentiate them from major financial markets such as the NYSE, from…mehr

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Produktbeschreibung
This book is based on applied research on companies listed on the Ghanaian stock exchange and focuses on the analysis of the link between capital structure and the level of market risk.The finding is that a direct application of some financial models to data from emerging equity markets in general and West African markets in particular, may cause a bias in the results obtained. Indeed, these exchanges are known to be inefficient and illiquid with a limited number of listed companies. These particularities then strongly differentiate them from major financial markets such as the NYSE, from which most of the models used in finance are created and tested.With this in mind, we consider it necessary to revisit the link between the systematic risk coefficient (beta) and the capital structure on a West African stock exchange such as the Ghana Stock Exchange (GSE).
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Autorenporträt
El Sr. Bara NDIAYE es un estudiante de doctorado en ciencias de la gestión especializado en finanzas en la UFR SEG de la Universidad Gaston Berger de Saint-Louis en Senegal.También es profesor titulado de técnicas de gestión cuantitativa (TQG) en el Lycée Technique Professionnel de Fatick (Senegal) y miembro del laboratorio SERGe.