Is nigerian stock market efficient
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Analysis of Weak-Form Efficiency on the Nigerian Stock Market: Further Evidence from GARCH Model
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Weak-Form Market Efficiency of the Nigerian Stock Market in the Context of Financial Reforms and Global Financial Crises: Journal of African Business: Vol 13, No 3
Subscribe to JPASS Monthly Plan. Abstract In this paper the stock prices of the Nigerian Stock Exchange NSE are examined for their confirmity with the weak form of the efficient market hypothesis. The distribution of daily stock returns is also investigated to determine the validity of using statistical tests based on the normality assumption.
Results tend predominantly to establish independence of serial stock returns and demonstrate clearly non-normal distributions. JSTOR Home About Search Browse Terms and Conditions Privacy Policy Cookies Accessibility Help Contact Us. Loading Processing your request How does it work?