Weak-form Efficiency After Global Financial Crisis: Emerging Stock Market Evidence (Record no. 49236)
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000 -LEADER | |
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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 |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total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 |
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Dewey Decimal Classification | Main Library | Main Library | 12/02/2018 | Vol 16, No 1/ 5557178JA4 | 5557178JA4 | 12/02/2018 | 12/02/2018 |