AN INVESTIGATION INTO THE STOCK PRICE BEHAVIOUR IN THE NIGERIAN STOCK MARKET

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Date
2000-09
Authors
NALADO, GARBA MUHAMMAD
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Abstract
ABSTRACT The world over, trading in stocks has become an important and lucrative venture, especially in the developed economies. This is more so that trading in shares/equities, is.'.sometimes used to express the strength or weakness of a country's or^a'company's fmartcial standing. As the world is turning into a Global, village both politically and economically, virtually every country is striving hard to ensure that its economy becomes sound, and fully .integrated in the world financial markets. One way of achieving this objective is through the establishment of an efficient and effective capital market. However, the capital market in most developing countries is least appreciated by both the individual businessmen and corporate organizations. Indeed, financial experts are of the opinion that Nigerian investors do not really understand the functions and workings of the stock exchange. Thus, the patronage of the capital market tends to be minimal and unimpressive. There is, therefore, the need for both private and corporate investors to know how the stock";priee behaves in the stock market in order to maximize their gains accruable 'from such ventures. Three major schools of thought sought to explain how the stock prices behave in the stock market. They are; the chartist, the fundamentalist and the random walk proponents. In this study, attempt was made to determine which of the theories is applicable in , the Nigerian stock exchange which in essence could serve as a guide to potential investors. A representative sample often quoted companies was selected from the five jmain economic sectors; two companies from each sector. The sectors were; the Agriculture, Ranking,-conglomerates, Petroleum and the Textiles Sector. Method o\~ data Analysis in the case of chartist theory was the "Bar chart i, • {.i <• • : •• technique, while for the random walk theory, correlation.was used to test the theory and for the fundamentalist theory, intrinsic value was used. The major .findings of this study is that the annual price behaviour of the companies were to some extent in favour of the chartist school.of thought". The data analysed for the various companies considered in this study did not reveal any evidence that the fundamentalist theory is applicable in the Nigerian stock market. However, from the correlation results for the data of the companies considered, it was found that the stock price behaviour in the market was significantly random. The study made the"To 1 lowing recommendations among others; Government should use available means to encourage companies as well as the general 4 public to be patronizing the market in order to boost the economy and facilitate achievement of fiscal policy objectives; the Nigerian stock market should educate the general populace about its functions and operations; - investors in the market should adopt the policy of diversification in their purchases of shares instead of buying and holding for long periods. . . . 4 ' i Further studies in this area should relate "intrinsic value11 of stock with *• volume of transactions during period of the study, the variety of tools for testing each theory be employed for testing the applicability of any of the theories in determining stock price behaviour.
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DEPARTMENT OF BUSINESS ADMINISTRATION FACULTY OF ADMINISTRATION AHMADU BELLO UNIVERSITY ZARIA
Keywords
INVESTIGATION,, STOCK,, PRICES,, BEHAVIOUR,, NIGERIAN,, STOCK,, MARKET.
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