Stock Market Volatility: Does Our Fundamentals Matter?

Stock Market Volatility: Does Our Fundamentals Matter?

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This study used EGARCH estimation techniques to examine the impact of the systematic risk emanating from the macroeconomy on stock market volatility based on monthly data sourced from 1985 to 2013 on the Nigerian economy. Our results show that all the macroeconomic variables tested exerts on stock market pricing and that the stock market pricing is most influenced by exchange rate volatility....
 
Published at Икономически изследвания
Volume 2016
Issue 3
Pages 33-42
Published in 2016
 
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Abiola Ayopo, Lawal Adedoyin Isola, Somoye Russel Olukayode
Babajide Abiola » Abiola obtained the Bachelor of Science degree in Economics from Lagos State University, Ojo, 1994, a Masters degree in Banking and Finance from Bayero University, Kano, 1997 and a Ph.D degree in Banking & Finance from Covenant University, Ota in 2011. She is an associate member of the Institute of Chartered Accountant of Nigeria (ICAN), a member of American Finance Association and an executive... view full profile
Babajide Abiola
 
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