IES Management College And Research Centre

Weak-form Efficiency After Global Financial Crisis: Emerging Stock Market Evidence (Record no. 49236)

MARC details
000 -LEADER
fixed length control field nam a22 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20180212183724.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 180212b xxu||||| |||| 00| 0 eng d
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Kalu O., Emenike
9 (RLIN) 30148
245 ## - TITLE STATEMENT
Title Weak-form Efficiency After Global Financial Crisis: Emerging Stock Market Evidence
300 ## - PHYSICAL DESCRIPTION
Extent 90–113 p.
520 ## - SUMMARY, ETC.
Summary, etc his article investigates weak-form efficiency of the Nigerian Stock Exchange (NSE) and its sectors for the post-global financial crisis period using autocorrelation test, Ljung–Box Q test, McLeod-Li portmanteau test and ARCH-LM test. The descriptive statistics show that the returns of NSE and its sectors are positive. The results show that (i) investors can only predict banking sector return using superior fundamental analysis of their intrinsic values; (ii) prediction of the NSE 30 and Shari’ah equities sector returns require nonlinear model and fundamental analysis and (iii) consumer goods sector and oil and gas sector may be predicted using both technical and fundamental analyses.
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term Weak-form EMH,
Uncontrolled term stock returns,
Uncontrolled term sectors of economy,
Uncontrolled term global financial crisis,
Uncontrolled term Nigeria
773 0# - HOST ITEM ENTRY
Host Biblionumber 29445
Host Itemnumber 65519
Main entry heading GANGOPADHYAY, SHUBHASIS
Place, publisher, and date of publication NEW DELHI SAGE PUBLICATION PVT. LTD.
Other item identifier 5557178
Title JOURNAL OF EMERGING MARKET FINANCE
International Standard Serial Number 0972-6527
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Journal Article
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call number Barcode Date last seen Price effective from
    Dewey Decimal Classification     Main Library Main Library 12/02/2018   Vol 16, No 1/ 5557178JA4 5557178JA4 12/02/2018 12/02/2018

Circulation Timings: Monday to Saturday: 8:30 AM to 9:30 PM | Sundays/Bank Holiday during Examination Period: 10:00 AM to 6:00 PM