Random Walk, Semi-strong Hypothesis and Stock Market Behavior

By Godwin Chigozie Okpara

This study, using end of the month stock market index investigated the efficiency of the Nigerian stock market employing unit root test, and standard GARCH (1,1) model as major alternate form methods.... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3848405385
• ISBN13: 9783848405381
• Release Date: June 2012
• Publisher: LAP Lambert Academic Publishing
• Length: 156 Pages
• Weight: 0.52 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"