Semi strong form efficiency test of the Nigerian stock market : evidence from event study analysis of bonus issues
Year of publication: |
2016
|
---|---|
Authors: | Manasseh, Charles O. ; Ozuzu, Chukwuka Kenneth ; Ogbuabor, Jonathan Emenike |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 4, p. 1474-1490
|
Subject: | Semi-strong Form | Efficiency | Stock Market | Event Study | Bonus Issues | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Aktienmarkt | Stock market | Nigeria | Ereignisstudie | Event study | Kapitaleinkommen | Capital income |
-
Stock market reaction to mega-sport events : evidence from South Africa and Morocco
Gopane, Thabo J., (2019)
-
Stock price response to earnings announcements : evidence from the Nigerian stock market
Afego, Pyemo N., (2013)
-
The impact of buy - sell recommendations on banks' stock returns
Kevser, Mustafa, (2022)
- More ...
-
Interactions between stock prices and exchange rates: An application of multivariate VAR-GARCH model
Manasseh, Charles O., (2019)
-
Institutional quality and growth in West Africa : what happened after the great recession?
Ogbuabor, Jonathan Emenike, (2020)
-
Manasseh, Charles O., (2017)
- More ...