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The Relationship Between Oil Prices and the Nigerian Stock Market, an Analysis Based on Fractional Integration and Cointegration. (2014). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Intarglia, Maurizio ; Cuestas, Juan Carlos.
In: NCID Working Papers.
RePEc:nva:unnvaa:wp04-2014.

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  13. Impact of Oil Price Shocks on Sectoral Returns in Nigeria Stock Market. (2020). NWAKOBY, Ifeoma ; Onyeke, Chibueze E ; Nnamani, Chidiebere ; Ihegboro, Ifeoma.
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  19. The effects of business cycle indicators on stock market indices of food industry in Iran. (2018). Mohammadi, Hassan ; Shabanian, F ; Shahnoushi, N ; Abolhasani, L.
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  22. Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis. (2016). YAYA, OLAOLUWA ; Udomboso, Christopher G ; Tumala, Mohammed M.
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  23. Time series analysis of volatility in the petroleum pricing markets: the persistence, asymmetry and jumps in the returns series. (2016). YAYA, OLAOLUWA ; Olubusoye, Olusanya.
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  32. Bulgarian stock market relative predictability: BSE-Sofia stocks and South East European markets. (2013). Dyakova, Aneta ; Smith, Graham.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:15:p:1257-1271.

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  33. Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa. (2013). Thuotte, Ross ; Moss, Todd.
    In: Working Papers.
    RePEc:cgd:wpaper:316.

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  34. Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa. (2012). Cifter, Atilla.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2012:i:2:p:127-142.

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  35. Why African Stock Markets Should Formally Harmonise and Integrate their Operations. (2012). Ntim, Collins.
    In: MPRA Paper.
    RePEc:pra:mprapa:45806.

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  36. Does Automation Improve Stock Market Efficiency? Evidence from Ghana. (2012). Mensah, Justice ; ADOM, PHILIP ; Pomaa-Berko, Maame .
    In: MPRA Paper.
    RePEc:pra:mprapa:43642.

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  37. Stock exchange mergers and weak form of market efficiency: The case of Euronext Lisbon. (2012). Vieito, João paulo ; Khan, Walayet.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:22:y:2012:i:1:p:173-189.

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  38. Return behaviour in Africas emerging equity markets. (2011). ALAGIDEDE, PAUL.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:51:y:2011:i:2:p:133-140.

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  39. Power law and multiscaling properties of the Chinese stock market. (2010). Zhu, Hai-Bo ; Bai, Man-Ying .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:9:p:1883-1890.

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  40. Do benchmark African equity indices exhibit the stylized facts?. (2010). Li, Youwei ; Opong, Kwaku K. ; Hamill, Philip A..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:21:y:2010:i:1:p:71-97.

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  41. Short-Horizon Return Predictability in International Equity Markets. (2009). Kim, Jae ; Shamsuddin, Abul.
    In: Working Papers.
    RePEc:trb:wpaper:2009.01.

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  42. Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests. (2009). Lim, Kian-Ping ; Brooks, Robert.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:19:y:2009:i:2:p:147-155.

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  43. Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk. (2009). Assaf, A..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:3:p:109-116.

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  44. Modelling stock returns in Africas emerging equity markets. (2009). Panagiotidis, Theodore ; ALAGIDEDE, PAUL.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:1-2:p:1-11.

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  45. Fractional integration in the equity markets of MENA region. (2007). Assaf, A..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:9:p:709-723.

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  46. Are international stock returns predictable?: An examination of linear and non-linear predictability using generalized spectral tests. (2007). Palardy, Joseph ; McPherson, Matthew Q..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:5:p:452-464.

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  47. Power arch modelling of the volatility of emerging equity markets. (2007). Brooks, Robert.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:8:y:2007:i:2:p:124-133.

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  48. Dependence and mean reversion in stock prices: The case of the MENA region. (2006). Assaf, A..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:20:y:2006:i:3:p:286-304.

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  49. Cross-temporal universality of non-linear dependencies in Asian stock markets. (2005). Hinich, Melvin ; Lim, Kian-Ping.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2005:i:1:p:1-6.

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  50. Cross-temporal universality of non-linear dependencies in Asian stock markets. (2005). Lim, Kian-Ping ; Hinich, Melvin J..
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-04g10005.

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