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Pyemo Nathan Afego

Personal Details

First Name:Pyemo
Middle Name:Nathan
Last Name:Afego
Suffix:
RePEc Short-ID:paf23
[This author has chosen not to make the email address public]

Affiliation

Faculty of Economics
Kyushu University

Fukuoka, Japan
http://www.en.kyushu-u.ac.jp/
RePEc:edi:fekyujp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Afego, Pyemo, 2011. "Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market," MPRA Paper 33931, University Library of Munich, Germany, revised 16 May 2011.

Articles

  1. Afego, Pyemo N. & Alagidede, Imhotep P., 2021. "What does corporate social advocacy signal? Evidence from boycott participation decisions," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
  2. Afego, Pyemo N., 2018. "Index shocks, investor action and long-run stock performance in Japan: A case of cultural behaviouralism?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 18(C), pages 54-66.
  3. Afego, Pyemo N., 2017. "Effects of changes in stock index compositions: A literature survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 228-239.
  4. Pyemo N. Afego, 2015. "Market efficiency in developing African stock markets: what do we know?," Journal of Developing Areas, Tennessee State University, College of Business, vol. 49(1), pages 243-266, January-M.
  5. Pyemo N. Afego, 2013. "Stock Price Response to Earnings Announcements: Evidence From the Nigerian Stock Market," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 141-149, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Afego, Pyemo, 2011. "Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market," MPRA Paper 33931, University Library of Munich, Germany, revised 16 May 2011.

    Cited by:

    1. Ibrahim Mohammed & Chioma Nwafor, 2014. "Stock Market Consequences of the Suspension of the Central Bank of Nigeria’s Governor," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 12(4 (Winter), pages 371-394.
    2. Josef Fink, 2020. "A Review of the Post-Earnings-Announcement Drift," Working Paper Series, Social and Economic Sciences 2020-04, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    3. Yusuf Musa Muhammad & Kabiru Umar, 2016. "Corporate Crime Announcement and Share Prices of Deposit Money Banks in Nigeria," International Journal of Management Sciences, Research Academy of Social Sciences, vol. 7(6), pages 296-301.
    4. Malthus Timothy Ekpe & Rosemary Obiageri Obasi & Sadiq Rabiu Abdullahi & Umar Aliyu Mustapha & Norfadzilah Rashid, 2020. "Earnings Surprises and Stock Price Reactions of Quoted Companies in Nigeria," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(4), pages 306-315, July.
    5. Edward A. E. Jones & Anthony K. Kyiu & Hao Li, 2021. "Earnings informativeness and trading frequency: Evidence from African markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1064-1086, January.
    6. Pius V.C. Okoye & Jane F.N. Okoye & Raymond A. Ezejiofor, 2014. "Impact of the IFRS Adoption on Stock Market Movement in Nigerian Corporate Organization," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(9), pages 202-218, September.
    7. Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).

Articles

  1. Afego, Pyemo N., 2018. "Index shocks, investor action and long-run stock performance in Japan: A case of cultural behaviouralism?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 18(C), pages 54-66.

    Cited by:

    1. Huong Dieu Dang, 2018. "National Culture and Corporate Rating Migrations," Risks, MDPI, vol. 6(4), pages 1-27, November.
    2. Mbarki, Imen & Omri, Abdelwahed & Naeem, Muhammad Abubakr, 2022. "From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets," Research in International Business and Finance, Elsevier, vol. 63(C).
    3. Jiandong Ren & Kristina Sendova & Ričardas Zitikis, 2019. "Special Issue “Risk, Ruin and Survival: Decision Making in Insurance and Finance”," Risks, MDPI, vol. 7(3), pages 1-7, September.

  2. Afego, Pyemo N., 2017. "Effects of changes in stock index compositions: A literature survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 228-239.

    Cited by:

    1. Ernest N. Biktimirov & Yuanbin Xu, 2019. "Market reactions to changes in the Dow Jones industrial average index," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 15(5), pages 792-812, May.
    2. Akhigbe, Aigbe & Martin, Anna D. & Newman, Melinda & de Souza, Andre, 2022. "Russell index reconstitutions and short interest," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 577-588.
    3. Ernest N. Biktimirov & Yuanbin Xu, 2019. "Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index," Journal of Asset Management, Palgrave Macmillan, vol. 20(2), pages 134-145, March.
    4. Chen, Yu-Lun & Xu, Ke, 2021. "The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets," Journal of Banking & Finance, Elsevier, vol. 127(C).
    5. Mokni, Khaled & Ajmi, Ahdi Noomen, 2021. "Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 238-252.
    6. Afik, Zvika & Haim, Roi & Lahav, Yaron, 2019. "Advance notice labor conflicts and firm value—An event study analysis on Israeli companies," Finance Research Letters, Elsevier, vol. 31(C).
    7. Tarunika Jain Agrawal & Sanjay Sehgal & Rahul Agrawal, 2020. "Disruptive Innovations, Fundamental Strength and Stock Winners: Implications for Stock Index Revisions," Vision, , vol. 24(3), pages 356-370, September.
    8. Biktimirov, Ernest N. & Afego, Pyemo N., 2022. "Do investors value environmental sustainability? Evidence from the FTSE Environmental Opportunities 100 index," Finance Research Letters, Elsevier, vol. 44(C).
    9. Afego, Pyemo N., 2018. "Index shocks, investor action and long-run stock performance in Japan: A case of cultural behaviouralism?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 18(C), pages 54-66.
    10. Rudkin, Wanling & Cai, Charlie X., 2023. "Information content of sustainability index recomposition: A synthetic portfolio approach," International Review of Financial Analysis, Elsevier, vol. 88(C).
    11. Friedrich-Carl Franz, 2020. "Forecasting index changes in the German DAX family," Journal of Asset Management, Palgrave Macmillan, vol. 21(2), pages 135-153, March.
    12. Klaus Grobys, 2022. "On Survivor Stocks in the S&P 500 Stock Index," JRFM, MDPI, vol. 15(2), pages 1-24, February.
    13. Lysle Boller & Fiona Scott Morton, 2020. "Testing the Theory of Common Stock Ownership," NBER Working Papers 27515, National Bureau of Economic Research, Inc.
    14. Jędrzej Białkowski & Anna Sławik, 2021. "Do investors respond to changes in the composition of sustainability indices?," Bank i Kredyt, Narodowy Bank Polski, vol. 52(4), pages 319-338.

  3. Pyemo N. Afego, 2015. "Market efficiency in developing African stock markets: what do we know?," Journal of Developing Areas, Tennessee State University, College of Business, vol. 49(1), pages 243-266, January-M.

    Cited by:

    1. Prince Dubois HIKOUATCHA KENFACK, 2018. "determinants of Illiquidity on emerging stock markets:," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 9(2), pages 2-19, December.
    2. Massoud Metghalchi & Linda A. Hayes & Farhang Niroomand, 2019. "A technical approach to equity investing in emerging markets," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 389-403, July.
    3. Klagge Britta & Zademach Hans-Martin, 2018. "International capital flows, stock markets, and uneven development: the case of Sub-Saharan Africa and the Sustainable Stock Exchanges Initiative (SSEI)," ZFW – Advances in Economic Geography, De Gruyter, vol. 62(2), pages 92-107, May.
    4. Emmanuel Numapau Gyamfi & Kwabena A Kyei & Ryan Gill, 2016. "Stationarity of African Stock Markets under an ESTAR framework," EuroEconomica, Danubius University of Galati, issue 2(35), pages 93-101, November.
    5. Gyamfi NE & Kyei KA & Gill R, 2016. "African Stock Markets and Return Predictability," Journal of Economics and Behavioral Studies, AMH International, vol. 8(5), pages 91-99.
    6. Adedoyin Isola Lawal & Russel O Somoye & Abiola Ayopo Babajide, 2017. "Are African stock markets efficient? Evidence from wavelet unit root test for random walk," Economics Bulletin, AccessEcon, vol. 37(4), pages 2665-2679.
    7. Babarinde rene ADEROMOU & Mahmoudou Bocar SALL, 2019. "Minority investor protection and corporate governance practices," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 10(2), pages 102-117, December.
    8. Ferreira, Paulo & Dionísio, Andreia & Correia, José, 2018. "Non-linear dependencies in African stock markets: Was subprime crisis an important factor?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 680-687.
    9. Goodell, John W. & Kumar, Satish & Rao, Purnima & Verma, Shubhangi, 2023. "Emotions and stock market anomalies: A systematic review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).

  4. Pyemo N. Afego, 2013. "Stock Price Response to Earnings Announcements: Evidence From the Nigerian Stock Market," Journal of African Business, Taylor & Francis Journals, vol. 14(3), pages 141-149, December.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AFR: Africa (1) 2011-10-15
  2. NEP-FMK: Financial Markets (1) 2011-10-15

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