Abstract The study evaluates the movement of share prices in Nigerian stock market. Markov chain approach provides a successful analysis and prediction time-series data (1985–2019) which reflects dependency. probability $$\alpha$$ α $$\beta$$ β was estimated, expectation monthly increase (E(I...

investing in stock markets usually is involved in more risks than the bounds and bank deposits. it is expected that resulting returns (capital gain plus yields) from trading in a stock market to be more than those of in a risk free investment. therefore, developing accurate techniques of estimation and forecasting in volatility analysis of financial markets is inevitable. sum squares of weekly ...

NVESTORS, world over, are currently demanding more shareholder value than just high returns. Maximising shareholders value has always been the ultimate aim of every company. Investors are very keen in assessing the corporate financial performance that correlate with shareholders wealth particularly the market price of a share. Traditional performance measures like return on investment, earnings...

The stock market is an important part of the world's economy, but values stocks change at a significant speed and finding effective method forecasting price will be victory for investors. article devoted to use statistical methods in market, evaluating their effectiveness on example determining forecast share comparing it with real price. In addition, work was carried out determine relevance re...

This study examined the impact of debt equity ratio on share price performance manufacturing firms listed in Nigeria between 2010 and 2019. The adoptedan ex-post facto research design. A sample size fifteen (15) was used while panel regression models estimated using fixed effect model random model, result Hausman test utilized to select appropriate model.The findings reveals that total is negat...

The main objective of this article is to describe the importance of relationship of various components of pricing methods for attaining competitive advantage in market. Pricing methods comprise of Product pricing methods and Service pricing methods. Generally the Product pricing methods consist of product, price, place and promotion and it is generally used for pricing methods of tangible goods...

This paper contributes with an in-depth investigation of spatial wheat producer market integration between two neighbouring countries, net exporting Hungary and net importing Slovenia. One of the key features of this spatial producer price transmission is the very important role Hungary plays in supplying wheat to Slovenia. Using monthly data from January 2000 to April 2011, spatial price trans...