David A. Kuhe1 This study examines the volatility persistence and asymmetry with
exogenous breaks in Nigerian stock market. The study utilizes daily closing quotations of …

Purpose–This study investigates the determinants of banks' profitability in Nigeria using a
panel dataset between 2001 and 2015. The results of previous empirical studies are mixed …

In this paper, we examine the issue of sustainability in the stock markets by comparing
various statistical properties of the classical stock market indices against the recent …

We investigate financial market efficiency in the time series of four daily Baltic stock market
indices, namely: Baltic Benchmark Gross Index (OMXBBGI), all share index of Tallin …

This study employs a panel dataset on the cost efficiency of Nigerian commercial banks to
test the hypothesis whether internal regulation from the monetary authority affects the …

The Nigerian stock market capitalization in 2007 was N 13.181 trillion but due to the
meltdown, it reduced to N 7.030 trillion in 2009, indicating over 40% loss of investor's value …

This study investigated the impact of volatility shock persistence on the conditional variance
in the Nigerian stock returns using symmetric and asymmetric higher order GARCH family …

The profitability of commercial banks is of paramount importance to the overall health and
vitality of an economy. This study delves into the determinants of bank profitability in Nigeria …

The profitability of commercial banks is of paramount importance to the overall health and
vitality of an economy. This study delves into the determinants of bank profitability in Nigeria …

Memória longa é uma característica de uma série temporal estacionária associada ao lento
decaimento da sua função de autocorrelação (FAC) para zero. Porém, esse mesmo padrão …