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Market Microstructure and Price Discovery in the Nigerian Exchange (NGX): An Analysis of Liquidity, Volatility, and Informational Efficiency in the Era of Digital Trading

This study examined the market microstructure and price discovery in the Nigerian Exchange with a view to determining liquidity volatility and informational efficiency in the era of digital trading. The specific objectives were to determine how market microstructure measures such as market liquidity, market volatility, Bid-Ask-Spread and capital inflow impacts on stock prices at the Nigeria stock market. Expost facto design was adopted. Data were sourced from Central Bank of Nigeria Statistical Bulletin and Nigeria Stock Exchange factbook from 1990-2024. Analysis were carried out in different …

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SHA-256 942b36ca2030a384d74166de7595713d7cee352fd7e6f277a614afd29b833a02
from https://iiardjournals.org/get/IJBFR/VOL. 12 NO. 6 2026/Market Microstructure and Price Discovery 113-136.pdf
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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	IIARD INTERNATIONAL JOURNAL OF BANKING AND FINANCE RESEARCH
Date	2026-08-17
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/10.56201/ijbfr.vol.12.no6.2026.pg113.136
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W7203650433`

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Market Microstructure and Price Discovery in the Nigerian Exchange (NGX): An Analysis of Liquidity, Volatility, and Informational Efficiency in the Era of Digital Trading. OpenAlex research, 2026. Vero Archive, record openalex:W7203650433.