id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
cjfa-37579	Kamaldeen Ibraheem Nageri	RISK-RETURN RELATIONSHIP IN THE NIGERIAN STOCK MARKET DURING PANDEMIC COVID-19: SECTORAL PANEL GARCH APPROACH	2022	20	.pdf	application/pdf	18960	635	54	The return series was generated by the following for 123 observations for each sector: 𝐴𝐴𝐴𝐴𝐴𝐴�� = (����� ������) ������ (2) Where 𝐴𝐴𝐴𝐴𝐴𝐴�� is All Share Index return at a particular day, 𝐴𝐴𝐴𝐴𝐴𝐴� is the All-share Index of a particular day, 𝐴𝐴𝐴𝐴𝐴𝐴��� is the previous day All-Share Index. 𝜎𝜎��� = 𝜔𝜔 + 𝐶𝐶��𝑖𝑖����� + 𝛾𝛾��𝑖𝑖����� 𝑑𝑑���� + 𝛽𝛽��𝜎𝜎����� Cross-section return variance equation (12) Where 𝑑𝑑���� = 1 if 𝑖𝑖����� < 0 and 𝑑𝑑���� = 0 if 𝑖𝑖����� > 0.	cache/cjfa-37579.pdf	txt/cjfa-37579.txt