Volume 11, Issue 1
Published in 2024 - Logan Review of Entrepreneurship, Finance and Investment
Current Issue
Volume 11, Issue 1 (2024)
ISSN: 3067-2287
DOI Prefix: 10.5281/zenodo.
UNDERSTANDING NIGERIAN STOCK MARKET MOVEMENTS THROUGH THE LENS OF THE FRACTAL MARKET HYPOTHESIS
This study empirically tested the Fractal Market Hypothesis (FMH) in the Nigerian Stock Market (NSM) using Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH) models. The FMH suggests that financial markets exhibit fracta...
AN EVALUATION OF MARKET DYNAMICS: APPLYING THE FRACTAL MARKET HYPOTHESIS TO NIGERIAN STOCK BEHAVIOR
The Efficient Market Hypothesis (EMH) has long been a cornerstone in financial theory, asserting that stock prices fully reflect all available information, leading to an efficient market where no investor can consistently achieve returns higher tha...