Excess Volatility in the Tunisian Stock Market: Explanation by Behavioral Finance
Dhouha Hadidane Chkioua · South Asian Journal of Social Studies and Economics · 2021
In this paper, we tried to show the existence of excess volatility of stock prices in the Tunisian stock exchange during the period 2000 - 2017, by applying the variance bounds of Shiller. We used data on daily closing prices and the transaction volume of 22 companies listed on T...
Open access
Research Article
10.9734/sajsse/2021/v12i430310