The Efficient Market Hypothesis in Nigeria Stock Exchange - Yeboue, Auguste
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The validity of the weak form of the Efficient Market Hypothesis is assessed on the daily returns of the Nigeria Stock Exchanges from 2006 to 2010. The data collected were the price movements of All-Share-Index and the quoted companies. The companies were grouped by industrial sectors and the overall period was divided into three sub-periods. Serial correlations tests were run on the return distributions per period. All the tests rejected the weak form of the Efficient Market Hypothesis.

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Produktbeschreibung
The validity of the weak form of the Efficient Market Hypothesis is assessed on the daily returns of the Nigeria Stock Exchanges from 2006 to 2010. The data collected were the price movements of All-Share-Index and the quoted companies. The companies were grouped by industrial sectors and the overall period was divided into three sub-periods. Serial correlations tests were run on the return distributions per period. All the tests rejected the weak form of the Efficient Market Hypothesis.
Autorenporträt
Auguste Yeboue is an IT Engineer, holder of an MBA (University of Liverpool - UK) and Doctorate student in International Executive DBA (IFG INSEEC U - France / Georgetown University - US). He has more than thirty years experience in strategic IT and business management. He is PMP Certified and President of PMI Cote d'Ivoire Chapter.