A Generalized Autoregressive Conditional Heteroskedasticity Model of the Impact of Macroeconomic Factors on Stock Returns: Empirical Evidence from the Nigerian Stock Market
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Cited by:
- Ali Umar Ahmad & Adam Abdullah & Zunaidah Sulong & Ahmad Tijjani Abdullahi, 2015. "The Review of Stock Returns and Macroeconomic Variables," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 5(5), pages 154-181, May.
- Joseph Emmanuel Tetteh & Anthony Amoah & Deodat Emilson Adenutsi, 2019. "Drivers of Stock Market Returns in Sub-Saharan Africa: Evidence from Selected Countries," Asian Development Policy Review, Asian Economic and Social Society, vol. 7(3), pages 191-208, September.
- Peter Arhenful & Augustine Kwadwo Yeboah & Kofi Sarfo Adjei, 2021. "Effect of Interest Rate on Stock Prices in Ghana," Journal of Social and Development Sciences, AMH International, vol. 12(1), pages 1-7.
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Keywords
macroeconomic factors; stock market returns; government expenditure; GARCH model;All these keywords.
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