This paper investigates the connectedness among African stock markets, focusing on the largest economies: Egypt, Kenya, Morocco, Nigeria, South Africa, and Tunisia. Using a dataset from November 25, 2008, to September 18, 2023, the authors employ the quantile connectedness approach of Chatziantoniou et al. (2021) to analyze market dynamics. The key findings are: 1. **Bearish Market Phase**: South African stocks dominated the network, transmitting shocks to other markets, followed by Moroccan and Kenyan stocks. 2. **Bullish Market Phase**: Nigerian stocks emerged as the dominant transmitter of shocks, supported by South African and Kenyan markets. 3. **Egyptian and Tunisian Markets**: Both markets were net shock receivers in both phases. 4. **Normal Market Conditions**: At the median quantile, stocks became less risky, with Kenya being the most vulnerable, while Nigerian, Egyptian, and South African markets influenced others during calm periods. 5. **Portfolio Management**: Despite underperformance, the study provides insights into trading strategies to maximize returns, benefiting portfolio managers, international stakeholders, and regulators. The paper highlights the importance of understanding market interdependencies, especially in the context of global financial integration and regional economic growth. The findings suggest that African stock markets are increasingly integrated, but they exhibit different behaviors and vulnerabilities across market conditions. The study also emphasizes the need for regulatory reforms to enhance the mutual benefits and reduce risks associated with interconnectivity.This paper investigates the connectedness among African stock markets, focusing on the largest economies: Egypt, Kenya, Morocco, Nigeria, South Africa, and Tunisia. Using a dataset from November 25, 2008, to September 18, 2023, the authors employ the quantile connectedness approach of Chatziantoniou et al. (2021) to analyze market dynamics. The key findings are: 1. **Bearish Market Phase**: South African stocks dominated the network, transmitting shocks to other markets, followed by Moroccan and Kenyan stocks. 2. **Bullish Market Phase**: Nigerian stocks emerged as the dominant transmitter of shocks, supported by South African and Kenyan markets. 3. **Egyptian and Tunisian Markets**: Both markets were net shock receivers in both phases. 4. **Normal Market Conditions**: At the median quantile, stocks became less risky, with Kenya being the most vulnerable, while Nigerian, Egyptian, and South African markets influenced others during calm periods. 5. **Portfolio Management**: Despite underperformance, the study provides insights into trading strategies to maximize returns, benefiting portfolio managers, international stakeholders, and regulators. The paper highlights the importance of understanding market interdependencies, especially in the context of global financial integration and regional economic growth. The findings suggest that African stock markets are increasingly integrated, but they exhibit different behaviors and vulnerabilities across market conditions. The study also emphasizes the need for regulatory reforms to enhance the mutual benefits and reduce risks associated with interconnectivity.