Search Results - Bill Dickey
-
1
Causal relationship between stock market returns and macroeconomic variables in Nigeria
Published 2015“…The results from the Augmented Dickey-Fuller and Phillips-Perron tests of stationarity indicated that all the variables were non-stationary at level I (o) but stationary at first difference I (1). …”
Get full text
Get full text
-
2
An autoregressive distributive lag for the analysis of macroeconomic variables on stock market returns in Nigeria
Published 2015“…The results from the Augmented Dickey-Fuller and Phillips-Perron tests of stationarity indicated that all the variables were non-stationary at level I (0) and were stationary at first difference I (1). …”
Get full text
Get full text