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The Random Walk Hypothesis (RWH) states that stock prices move randomly in the stock market without following any regular or particular pattern and as such historical information contained in the past prices of stocks cannot be used to predict current or future stock prices. Hence, stock prices are unpredictable and that investors cannot usurp any...
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... this work Augmented Dickey-Fuller (ADF) unit root test has been employed for this purpose. The results of the ADF unit root test is presented in Table 2. Table 2 reported ADF unit root test for both yearly from 1998 to 2019 and full sample period. ...Context 2
... this work Augmented Dickey-Fuller (ADF) unit root test has been employed for this purpose. The results of the ADF unit root test is presented in Table 2. Table 2 reported ADF unit root test for both yearly from 1998 to 2019 and full sample period. The ADF test statistics showed that the stock returns of the Nigeria stock market from 1998 to 2019 are stationary at the 1% marginal significance level. ...Similar publications
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Purpose
This paper aims to analyze the connectedness between Gulf Cooperation Council (GCC) stock market index and cryptocurrencies. It investigates the relevant impact of RavenPack COVID sentiment on the dynamic of stock market indices and conventional cryptocurrencies as well as their Islamic counterparts during the onset of the COVID-19 crisis....
