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Test of the Semi-Strong Efficiency Theory in the Nigerian Stock Market: An Empirical Analysis

This study investigates the semi- strong efficiency theory in the Nigerian stock market. The study used daily returns from the Nigerian stock market over the period of January 1, 2005, to December 31, 2013, of which about 80 companies that retained their quoting status were used as the sample for the study. A modified transfer function approach was built to show a cause and effect relationship between the output index represented by the All-Share Index of the Nigerian Stock Exchange and the input series represented by the computed index of the selected securities in the Nigerian stock market. …

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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	Journal of Finance and Accounting
Date	2017-01-01
Type	article
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.11648/j.jfa.20170504.13
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W2687195720`

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Test of the Semi-Strong Efficiency Theory in the Nigerian Stock Market: An Empirical Analysis. OpenAlex research, 2017. Vero Archive, record openalex:W2687195720.