Ogiemudia, Omorose A.; Osifo, Osagie; Eghosa, Igbinovia L. - In: CBN journal of applied statistics 13 (2022) 2, pp. 79-115
This study examines the link between market risk and equity return in Nigeria between 1980 to 2019. It employs the … return. The findings revealed that a dynamic relationship exists between market risk factors and stock returns in Nigeria … return in Nigeria. It is recommended that rational investors seeking maximum returns should minimize market risk factors by …