Zimbabwe Stock Exchange
This topic currently groups 2 published articles across 2 issues.
Day of the week effect on the Zimbabwe Stock Exchange: A non-linear GARCH analysis
Batsirai Winmore Mazviona • Milton Webb Ndlovu
Volume 03 Issue 3 · 03 Dec 2015
This study analysed the day of the week effect on the Zimbabwe Stock Exchange (ZSE) by taking into account volatility of returns. The purpose of the study was to establish whether daily mean returns across a trading wee…
Does firm size affect stock returns? Evidence from the Zimbabwe Stock Exchange
Batsirai Winmore Mazviona • Davis Nyangara
Volume 02 Issue 3 · 22 Dec 2014
The objective of the study is to investigate the relationship between firm size and stock returns for firms listed on the Zimbabwe Stock Exchange (ZSE) between June 2009 and July 2013. We adopt the regression model empl…