Markets & StrategyRF-MS-005
The Hidden Covariance in BRVM 30 Portfolios
How does BRVM 30 portfolio risk change over one to twenty trading sessions? This study compares three weighting methods using official market bulletins.
RicherFin Research
Financial research in Africa.
Focused questions on equities, bonds and sovereign risk. Explore each study’s summary, scope and method.
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Markets & StrategyRF-MS-003
Dangote Refinery: When Does a Mega-Listing Reshape NGX?
Under which full-capitalisation and accessible-float combinations would a Dangote Refinery listing change NGX concentration and turnover requirements?
Markets & StrategyRF-MS-002
BVMAC: Do Stale Prices Understate Risk When Trading Resumes?
Does an older last-trade price indicate additional risk when BVMAC trading resumes? This study separates the effect of price staleness from the normal accumulation of risk over time.
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