Neural Networks and Rules-based Systems used to Find Rational and Scientific Correlations between being Here and Now with Afterlife Conditions
Neural Networks and Rules-based Systems used to Find Rational and
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This study empirically investigates the risk-return dynamics of the Nigerian quoted firms for the period of 2000-2004 as monthly. The objective of study is to establish what determines the systematic risk (beta) of firms, the magnitude of such risk (beta) associated with returns in the Nigerian Stock Market. This study employed Ordinary Least Squares (OLS) procedure to estimate the regression in order to obtain the systematic risk (beta) of each of the firm. In addition, market model was used to estimate returns of the firms. This study revealed that the sizes of risks (betas) are different in firms studied; they varied positively with the sizes of returns. In addition, 65% of the firms’ risk (beta) is statistically significant at 1% and 5% level and most of the firms’ risks (betas) are less than Unity, which imply lower risk as compared to Market Portfolio. More importantly, most of firms’ betas are positive; suggesting limited scope for diversification in the Nigerian Stock Market. The outcome of this study conformed to similar studies in the emerging stock markets..
Dr.Abdullahi Ibrahim Bello. 1970. \u201cEmpirical Analysis of the Risk-Return Characteristics of the Quoted Firms in the Nigerian Stock Market\u201d. Global Journal of Management and Business Research - B: Economic & Commerce GJMBR-B Volume 11 (GJMBR Volume 11 Issue B8): .
Crossref Journal DOI 10.17406/GJMBR
Print ISSN 0975-5853
e-ISSN 2249-4588
The methods for personal identification and authentication are no exception.
Total Score: 107
Country: Nigeria
Subject: Global Journal of Management and Business Research - B: Economic & Commerce
Authors: Dr.Abdullahi Ibrahim Bello,Lawal Wahab Adedokun (PhD/Dr. count: 1)
View Count (all-time): 98
Total Views (Real + Logic): 20850
Total Downloads (simulated): 10863
Publish Date: 1970 01, Thu
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Neural Networks and Rules-based Systems used to Find Rational and
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This study empirically investigates the risk-return dynamics of the Nigerian quoted firms for the period of 2000-2004 as monthly. The objective of study is to establish what determines the systematic risk (beta) of firms, the magnitude of such risk (beta) associated with returns in the Nigerian Stock Market. This study employed Ordinary Least Squares (OLS) procedure to estimate the regression in order to obtain the systematic risk (beta) of each of the firm. In addition, market model was used to estimate returns of the firms. This study revealed that the sizes of risks (betas) are different in firms studied; they varied positively with the sizes of returns. In addition, 65% of the firms’ risk (beta) is statistically significant at 1% and 5% level and most of the firms’ risks (betas) are less than Unity, which imply lower risk as compared to Market Portfolio. More importantly, most of firms’ betas are positive; suggesting limited scope for diversification in the Nigerian Stock Market. The outcome of this study conformed to similar studies in the emerging stock markets..
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