000			nam a22 4500
999			_c49236 _d49236
003			OSt
005			20180212183724.0
008			180212b xxu||||| |||| 00| 0 eng d
100			_aKalu O., Emenike _930148
245			_aWeak-form Efficiency After Global Financial Crisis: Emerging Stock Market Evidence
300			_a90–113 p.
520			_ahis 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			_aWeak-form EMH,
653			_astock returns,
653			_asectors of economy,
653			_aglobal financial crisis,
653			_aNigeria
773	0		_029445 _965519 _aGANGOPADHYAY, SHUBHASIS _dNEW DELHI SAGE PUBLICATION PVT. LTD. _o5557178 _tJOURNAL OF EMERGING MARKET FINANCE _x0972-6527
942			_2ddc _cJA-ARTICLE