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Measuring Nigerian Stock Market Volatility
16 references·0 citing·45 second hop
Measuring Nigerian Stock Market Volatility (2014)Measuring Nigerian Stock Market VolatilityChoices, Values, and Frames (2013)Choices, Values, and FramesFinancial liberalization and stock market volatility in selected developing countries (2002)Financial liberalization and …Stock price volatility and equity premium (2001)Stock price volatility and eq…Financial Development and Economic Growth: The Role of Stock Markets (2001)Financial Development and Eco…Stock Market Wealth and Consumption (2000)Stock Market Wealth and Consu…Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model (1999)Stock Market Overreactions to…Stock Market Development and Financial Intermediaries: Stylized Facts (1996)Stock Market Development and …How Important to India's Poor Is the Sectoral Composition of Economic Growth? (1996)How Important to India's Poor…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Generalized autoregressive conditional heteroscedasticity (1986)Generalized autoregressive co…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …Business cycles, inflation, and forecasting (1983)Business cycles, inflation, a…Studies in Business-Cycle Theory. (1982)Studies in Business-Cycle The…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Investment Analysis and Portfolio Management. (1979)Investment Analysis and Portf…FORECASTING STOCK MARKET PRICES (1977)FORECASTING STOCK MARKET PRIC…The General Theory of Employment, Interest and Money. (1936)Financial Intermediation and Delegated Monitoring (1984)What Do We Know about Capital Structure? Some Evidence from International Data (1995)Stock markets, banks, and growth: Panel evidence (2003)Finance and Growth: Theory and Evidence (2004)Chapter 12 Finance and Growth: Theory and Evidence (2005)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Framing: Toward Clarification of a Fractured Paradigm (1993)Subjective well-being: Three decades of progress. (1999)Theory of games and economic behavior (2019)An Intertemporal Capital Asset Pricing Model (1973)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Chapter 18 A survey of behavioral finance (2003)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Poverty: An Ordinal Approach to Measurement (1976)A Class of Decomposable Poverty Measures (1984)History Lessons: Institutions, Factor Endowments, and Paths of Development in the New World (2000)Estimating Wealth Effects without Expenditure Data-or Tears: An Application to Educational Enrollments in States of India (2001)Democracy and dictatorship revisited (2009)Economic Growth and Income Inequality (2019)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)Session Topic: Capital Asset Pricing Models in an International Context (1974)The Effects of International Operations on the Market Value of the Firm: Theory and Evidence (1981)Stock Markets, Growth, and Tax Policy (1991)Financial Development and Economic Growth: Views and Agenda (1999)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)Econometric Analysis of Cross Section and Panel Data (2001)A CAUSAL MODEL OF LINKAGES AMONG ENVIRONMENTAL DIMENSIONS, MACRO ORGANIZATIONAL CHARACTERISTICS, AND PERFORMANCE. (1988)The Sharpe Ratio (1994)Stock market volatility, excess returns, and the role of investor sentiment (2002)Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1990)Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements (1996)Using artificial neural network models in stock market index prediction (2011)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 2013Choices, Values, and Frames5,320 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1986Generalized autoregressive conditional heteroscedasticity1,810 cited
  • 1996How Important to India's Poor Is the Sectoral Composition of Economic Growth?1,794 cited
  • 2001Financial Development and Economic Growth: The Role of Stock Markets1,103 cited
  • 1999Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model997 cited
  • 1979Investment Analysis and Portfolio Management.991 cited
  • 1996Stock Market Development and Financial Intermediaries: Stylized Facts799 cited
  • 1982Studies in Business-Cycle Theory.788 cited
  • 2000Stock Market Wealth and Consumption702 cited
  • 2001Stock price volatility and equity premium298 cited
  • 1983Business cycles, inflation, and forecasting199 cited
  • 1977FORECASTING STOCK MARKET PRICES73 cited

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Financial liberalization and stock market volatility in selected developing countries
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