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Re-examining stock market efficiency in Nigeria using nonlinear unit root tests

Lawal, Adedoyin Isola; Salisu, Afees A.; Somoye, … - In: The impacts of monetary policy in the 21st century : …, (pp. 65-73). 2019

Persistent link: https://www.econbiz.de/10012224779

The effect of fiscal and monetary policies interaction on stock market performance : evidence from Nigeria

Lawal, Adedoyin Isola; Somoye, Russell Olukayode; … - In: Future Business Journal 4 (2018) 1, pp. 16-33

This study examines the impact of the interactions between fiscal and monetary policies on stock market behaviour (ASI) and the impact of the volatility of these interactions on the Nigerian stock market. The study analysed monthly data using the ARDL and EGARCH models. The results show the...

Persistent link: https://www.econbiz.de/10011862311

Examining rational bubbles in oil prices : evidence from frequency domain estimates

Lawal, Adedoyin Isola; Olayanju, Adeniyi; Salisu, Afeez … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 2, pp. 166-173

Persistent link: https://www.econbiz.de/10012026834

Interactions between stock prices and exchange rates : an application of multivariate VAR-GARCH model

Manasseh, Charles O.; Chukwu, Ndubuisi O.; Abada, Felicia C. - In: Cogent economics & finance 7 (2019) 1, pp. 1-19

The study examined stock prices (SP) and exchange rate (ER) interactions with multivariate VAR-GARCH model using monthly data from January 2000 to October 2014. The results of the Engle and Granger and Johansen cointegration test show that there is stable long-term relationship between SP and...

Persistent link: https://www.econbiz.de/10014232542

Stock market response to economic growth and interest rate volatility : evidence from Nigeria

Babajide, Abiola; Lawal, Adedoyin Isola; Olukayode, … - In: International journal of economics and financial issues … 6 (2016) 1, pp. 354-360

Persistent link: https://www.econbiz.de/10011695419

Analysing rational bubbles in African stock markets : evidence from econophysics frequency domain estimates and DCC MGARCH model

Lawal, Adedoyin Isola; Oseni, Ezeikel; Ahmed, Adel; … - In: Economies : open access journal 12 (2024) 8, pp. 1-22

The stock market operates on informed decisions based on information gathered from heterogeneous sources, encompassing diverse beliefs, strategies, and knowledge. This study examines the validity of rational bubbles in stock market prices, focusing on eight African stock markets: South Africa,...

Persistent link: https://www.econbiz.de/10015071029

Correlation of stock market returns in the West African region from 2008 to 2016

Obadiaru, Eseosa; Omankhanlen, Alex; Obasaju, Barnabas … - In: Investment management and financial innovations 16 (2019) 3, pp. 120-130

Persistent link: https://www.econbiz.de/10012159362

Stock prices reaction to oil price fluctuations : empirical evidence from Nigeria

Inegbedion, Henry Egbezien; Obadiaru, Eseosa; Adeyemi, … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 142-149

Persistent link: https://www.econbiz.de/10012505762

Semi strong form efficiency test of the Nigerian stock market : evidence from event study analysis of bonus issues

Manasseh, Charles O.; Ozuzu, Chukwuka Kenneth; … - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1474-1490

Persistent link: https://www.econbiz.de/10011775174

Application of generalized autoregressive conditional heteroschedasticity model on inflation and share price movement in Nigeria

Manasseh, Charles O.; Omeje, Ambrose N. - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1491-1501

Persistent link: https://www.econbiz.de/10011775181