Article Fingerprint
ReserarchID
34S08
Crossref Journal DOI 10.17406/GJMBR
Print ISSN 0975-5853
e-ISSN 2249-4588
Explore published articles in an immersive Augmented Reality environment. Our platform converts research papers into interactive 3D books, allowing readers to view and interact with content using AR and VR compatible devices.
Your published article is automatically converted into a realistic 3D book. Flip through pages and read research papers in a more engaging and interactive format.
This paper attempted to assess the attitudes of students in
Advances in technology have created the potential for a new
Inclusion has become a priority on the global educational agenda,
This study empirically investigated whether stock prices on the Nigerian stock exchange exhibit a random walk. Using monthly data from the Central Bank of Nigeria all share index from 1985-2011, the study employed a stepwise approach where the standard linear GARCH (1.1) is applied to capture randomness in terms of volatility clustering. The result proved that the Nigerian stock market is weakly stationary, meaning stock prices on the Nigerian stock market follows a random walk, which is an indication of weak-form efficiency. Therefore, the Nigerian stock market displays a random walk process. Nevertheless, the years 1987Nevertheless, the years , 1991Nevertheless, the years , 1995Nevertheless, the years , 1997Nevertheless, the years , 2001Nevertheless, the years , 2002Nevertheless, the years , 2008, and 2011 demonstrated negative skewness, which is a signification of non-randomness of the market for these years. Besides these years, other years were significantly proven to follow a random walk. Therefore, the Nigerian stock market exhibits a random walk process. Accordingly, investors can obtain a more excellent perception and understanding of the stock market to improve their portfolio performance.
Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.
