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Olanrewaju Ismail Shittu · Study

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Olanrewaju Ismail Shittu

5 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0003-1936-9249

h-index5

i104

Citations104

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Most cited in this library

On the persistence and volatility in European, American and Asian stocks bull and bear markets2013 · 31 citations
Market efficiency of Baltic stock markets: A fractional integration approach2018 · 27 citations
On the impact of inflation and exchange rate on conditional stock market volatility: a re-assessment2010 · 21 citations
ON AUTOREGRESSIVE DISTRIBUTED LAG, COINTEGRATION AND ERROR CORRECTION MODEL: An Application to Some Nigeria Macroeconomic Variables2012 · 17 citations
On fractionally integrated logistic smooth transitions in time series2011 · 8 citations

Works

5 shown

Market efficiency of Baltic stock markets: A fractional integration approach

Physica A Statistical Mechanics and its Applications·2018·4 authors

27citations

On the persistence and volatility in European, American and Asian stocks bull and bear markets

Journal of International Money and Finance·2013·3 authors

31citations

ON AUTOREGRESSIVE DISTRIBUTED LAG, COINTEGRATION AND ERROR CORRECTION MODEL: An Application to Some Nigeria Macroeconomic Variables

Australian Journal of Business and Management Research·2012·3 authors·Open access

17citations

On fractionally integrated logistic smooth transitions in time series

·2011·2 authors

8citations

On the impact of inflation and exchange rate on conditional stock market volatility: a re-assessment

American Journal of Scientific and Industrial Research·2010·2 authors·Open access

21citations