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Effect Of Episodic Market Conditions On Beta Variability In Nigerian Stock Market

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Figure

Table 1: Unit Root Test based on Augmented Dickey and Fuller (ADF) Approach Down Market Phase
Table 1 cont. Up-Market Phase
Table 4: Result of the Test for the Significance of the Random Component  of Beta based on Breusch-Pagan-Godfrey Heteroskedasticity Test

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