Pyemo Afego

University of Pretoria

South Africa

SCHOLARLY PAPERS

6

DOWNLOADS

189

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Effects of Changes in Stock Index Compositions: A Literature Survey

International Review of Financial Analysis, Forthcoming
Number of pages: 41 Posted: 05 Jul 2017 Last Revised: 23 Oct 2017
Pyemo Afego
University of Pretoria
Downloads 138 (249,696)
Citation 4

Abstract:

Loading...

Index effect, Abnormal returns, Trading volume, Literature review, Event study

2.

Index Shocks, Investor Action and Long-Run Stock Performance in Japan: A Case of Cultural Behaviouralism?

Forthcoming in Journal of Behavioral and Experimental Finance
Number of pages: 43 Posted: 12 Feb 2018 Last Revised: 21 Feb 2018
Pyemo Afego
University of Pretoria
Downloads 35 (524,684)
Citation 1

Abstract:

Loading...

Culture, Behavioural anomalies, Nikkei 225, Collectivism, Index changes, Japan

3.

The Economic Impacts of Ethnic In-group Bias: A Case Study Analysis

Number of pages: 33 Posted: 20 Jul 2020
Pyemo Afego, Paul Capobianco and Mei Wang
University of Pretoria, affiliation not provided to SSRN and WHU - Otto Beisheim School of Management
Downloads 16 (641,438)
Citation 1

Abstract:

Loading...

In-group bias, Event study, Sentiment analysis, Boycotts, Social media, Stock return

4.

Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984–2009)

International Journal of Economics and Financial Issues Vol. 2, No. 3, 2012, pp. 340-347
Posted: 11 Mar 2013
Pyemo Afego
University of Pretoria

Abstract:

Loading...

Random walk hypothesis, Market efficiency, Runs test, Stock returns, Nigeria

5.

Market Efficiency in Developing African Stock Markets: What Do We Know?

The Journal of Developing Areas, Vol. 49 No. 1 Winter 2015
Posted: 15 Aug 2011 Last Revised: 19 Mar 2016
Pyemo Afego
University of Pretoria

Abstract:

Loading...

Efficient Markets Hypothesis, Market Efficiency, African Equity Markets

6.

Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market

Journal of African Business, Vol. 14, No. 3, 2013
Posted: 28 Feb 2011 Last Revised: 19 Mar 2016
Pyemo Afego
University of Pretoria

Abstract:

Loading...

Abnormal returns, Earnings announcements, Efficient Markets Hypothesis, Event Studies, Nigeria