@incollection{,
	
					
					
					34223009D0602AA54CE5D38A5CE96E48
				,
	author={{Mustapha, SaidiAtanda} and {Yusuf, IsmailaAkanni} and {University of Lagos}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}1922937
}

@incollection{b0,
	
	
		,
	title={{Does inflation has an impact on stock returns and volatility? Evidence from Nigeria and Ghana}}
		,
	author={{
			URAliyu
		}}
	
	
		,
	journal={{International Conference on Economics and Finance Research IPEDR}}
		
			4
			,
	year={2011. 2011}
			,
	publisher={IACSIT Press}
		
	

}

@incollection{b1,
	
	
		,
	title={{The cross section of volatility and expected returns}}
		,
	author={{
			AAng
		} and {
			RJHodrick
		} and {
			YXing
		} and {
			XZhang
		}}
		
		
		
	
	
		,
	journal={{Journal of Finance}}
		
			61
			1
			
			,
	year={2006}
		
	

}

@incollection{b2,
	
	
		,
	title={{Aggregate idiosyncratic risk and market returns}}
		,
	author={{
			TGBali
		} and {
			NCakici
		}}
		
	
	
		,
	journal={{Journal of Investment Management}}
		
			4
			4
			,
	year={2006}
		
	

}

@book{b3,
	
	
		,
	title={{Is there a trend in idiosyncratic volatility? Paper presented at the AFA 2009 San Francisco meetings}}
		,
	author={{
			GBekaert
		} and {
			RJHodrick
		} and {
			XZhang
		}}
		
		
		
			,
	year={2009}
			,
	address={San Francisco}
		
	

}

@book{b4,
	
	
		,
	title={{Aggregate idiosyncratic volatility}}
		,
	author={{
			GBekaert
		} and {
			RJHodrick
		} and {
			X&zhang
		}}
		
		
		
			,
	year={2010}
		
		
			Columbia University
		
	
	,
	note={Unpublished Working Paper}

}

@incollection{b5,
	
	
		,
	title={{The idiosyncratic volatility puzzle: Time trend or speculative episodes?}}
		,
	author={{
			MWBrandt
		} and {
			ABrav
		} and {
			JGraham
		} and {
			AKumar
		}}
		
		
		
	
	
		,
	journal={{Review of Financial Studies}}
		
			23
			2
			
			,
	year={2009}
		
	

}

@book{b6,
	
	
		,
	title={{Is idiosyncratic volatility prices? The international evidence}}
		,
	author={{
			PBrockman
		} and {
			MGSchutte
		} and {
			W&yu
		}}
		
		
		
			,
	year={2010}
		
		
			Michigan Tech University
		
	

}

@book{b7,
	
	
		,
	title={{The time series behavior and pricing of idiosyncratic volatility: Evidence from 1926 to 1962. Working Paper series}}
		,
	author={{
			PBrockman
		} and {
			Yan
		} and {
			XS
		}}
		
		
		
			,
	year={2008}
		
		
			University of Missouri -Columbia
		
	

}

@incollection{b8,
	
	
		,
	title={{Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk}}
		,
	author={{
			JYCampbell
		} and {
			MLettau
		} and {
			BGMalkiel
		} and {
			Y&xu
		}}
		
		
		
	
	
		,
	journal={{Journal of Finance}}
		
			56
			
			,
	year={2001}
		
	

}

@book{b9,
	
	
		,
	title={{The econometrics of financial markets}}
		,
	author={{
			JYCampbell
		} and {
			AWLo
		} and {
			CAMackinlay
		}}
		
		
		
			,
	year={1997}
			,
	publisher={Princeton University Press}
			,
	address={Princeton -New Jersey}
		
	

}

@incollection{b10,
	
	
		,
	title={{Are beta, firm size, liquidity and idiosyncratic volatility related to stock returns? Australian Evidence}}
		,
	author={{
			LClayton
		} and {
			MDempsey
		} and {
			MVeeraraghavan
		}}
		
		
	
	
		,
	journal={{Working Paper Series}}
		
			,
	year={2006}
		
	

}

@incollection{b11,
	
	
		,
	title={{Idiosyncratic risk and Australian equity returns}}
		,
	author={{
			MDempsey
		} and {
			MEDrew
		} and {
			MVeeraraghavan
		}}
		
		
	
	
		,
	journal={{Working Paper series}}
		
			,
	year={2001}
		
		
			Griffin University
		
	

}

@incollection{b12,
	
	
		,
	title={{Equity premium: Does it exists? Evidence from Germany and United Kingdom}}
		,
	author={{
			MEDrew
		} and {
			MMallin
		} and {
			TNaughton
		} and {
			MVeeraraghavan
		}}
		
		
		
	
	
		,
	journal={{Studies in Economics and Finance}}
		
			23
			2
			
			,
	year={2006}
		
	

}

@book{b13,
	
	
		,
	title={{Systematic factors and returns on equities in the Nigerian Securities Market}}
		,
	author={{
			CAEmenuga
		}}
		
			,
	year={1994}
			,
	address={Nigeria}
		
		
			Department of Economics, University of Ibadan
		
	
	,
	note={Unpublished PhD Thesis}

}

@incollection{b14,
	
	
		,
	title={{Expected stock returns and volatility}}
		,
	author={{
			KFrench
		} and {
			GWSchwert
		} and {
			RStambaugh
		}}
		
		
	
	
		,
	journal={{Journal of Financial Economics}}
		
			19
			
			,
	year={1987}
		
	

}

@incollection{b15,
	
	
		,
	title={{Risk and the cross section of expected stock returns}}
		,
	author={{
			FFu
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		,
	journal={{Journal of Financial Economics}}
		
			91
			
			,
	year={2009}
		
	

}

@book{b16,
	
	
		,
	title={{Investor sentiment and idiosyncratic risk puzzle}}
		,
	author={{
			XGao
		} and {
			JYu
		} and {
			Y&yuan
		}}
		
		
		
			,
	year={2010}
			,
	address={Hong Kong}
		
		
			University of Hong Kong
		
	
	,
	note={Working paper series}

}

@incollection{b17,
	
	
		,
	title={{How to understand high food prices}}
		,
	author={{
			CLGilbert
		}}
	
	
		,
	journal={{Journal of Agricultural Economics}}
		
			61
			
			,
	year={2010}
		
	

}

@incollection{b18,
	
	
		,
	title={{Idiosyncratic risk matters!}}
		,
	author={{
			AGoyal
		} and {
			PSanta-Clara
		}}
		
	
	
		,
	journal={{Journal of Finance}}
		
			58
			
			,
	year={2003}
		
	

}

@book{b19,
	
	
		,
	title={{Idiosyncratic risk and creative destruction in Japan}}
		,
	author={{
			YHamao
		} and {
			JMei
		} and {
			YXu
		}}
		
		
		
			,
	year={2003}
		
	
	,
	note={Unpublished Working Paper, NBER}

}

@book{b20,
	
	
		,
	title={{Modelling stock returns volatility in Nigeria using GARCH models}}
		,
	author={{
			EOKalu
		}}
		
			,
	year={2008}
			,
	address={Nigeria}
		
		
			Department of Banking and Finance, University of Nigeria, Enugu Campus, Enugu State
		
	

}

@book{b21,
	
	
		,
	author={{
			RLiu
		} and {
			PKNarayan
		}}
		
		,
	title={{A new structural break unit root test based on a GARCH model}}
				
			,
	year={2010}
		
	

}

@incollection{b22,
	
	
		,
	title={{The risk return tradeoff in the long run}}
		,
	author={{
			CLundblad
		}}
	
	
		,
	journal={{Journal of Financial Economics}}
		
			85
			
			,
	year={2007}
		
	

}

@book{b23,
	
	
		,
	title={{Idiosyncratic risk and security returns}}
		,
	author={{
			BGMalkiel
		} and {
			YXu
		}}
		
		
			,
	year={2006}
		
		
			Princeton University & The University of Texas at Dallas
		
	

}

@incollection{b24,
	
	
		,
	title={{Food price volatility in sub-Saharan Africa: Has it really increased?}}
		,
	author={{
			NMinot
		}}
	
	
		,
	journal={{Food Poicy}}
		
			45
			
			,
	year={2014}
		
	

}

@book{b25,
	
	
		,
	author={{
			SAMustapha
		}}
		,
	title={{Asset Volatility and Pricing in the Nigerian Stock Market}}
				Benin City, Nigeria
		
			,
	year={2015}
		
		
			Department of Economics and Statistics, University of Benin
		
	
	,
	note={PhD Thesis}

}

@book{b26,
	
	
		,
	title={{Stock (Mis) Pricing and Investment Dynamics in Africa" Evidence from African Equities}}
		,
	author={{
			SAMustapha
		}}
		
			,
	year={2017}
			,
	publisher={African Development Bank Headquarters}
			,
	address={Cote D'Ivoire, Abidjan}
		
	
	,
	note={African Development Bank Working Paper Series}

}

@incollection{b27,
	
	
		,
	title={{A new unit root test with two structural breaks in level and slope at unknown time}}
		,
	author={{
			PKNarayan
		} and {
			SPopp
		}}
		
	
	
		,
	journal={{Journal of Applied Statistics}}
		
			37
			9
			
			,
	year={2010}
		
	

}

@incollection{b28,
	
	
		,
	title={{Does idiosyncratic risk matter? Evidence from the Philippine Stock Market}}
		,
	author={{
			GVNartea
		} and {
			BDWard
		}}
		
	
	
		,
	journal={{Asian Journal of Business and Accounting}}
		
			2
			1&2
			
			,
	year={2009}
		
	

}

@incollection{b29,
	
	
	
	
		,
	booktitle={{NSE factbook}}
				Nigerian Stock Exchange
		
			,
	year={2012. 2012}
		
	
	,
	note={Edition}

}

@incollection{b30,
	
	
		,
	title={{Why did individual stocks become more volatile?}}
		,
	author={{
			SXWei
		} and {
			CZhang
		}}
		
	
	
		,
	journal={{Journal of Business}}
		
			79
			1
			
			,
	year={2005}
		
	

}

@incollection{b31,
	
	
		,
	title={{GARCH forecasting performance under different distribution assumptions}}
		,
	author={{
			AWilhelmsson
		}}
	
	
		,
	journal={{Journal of Forecasting}}
		
			25
			
			,
	year={2006}
		
	

}