اخبار آثار التقويم الزمني في عينة من الأسواق المالية العربية

الموضوعات

اقتصاد

الملخص

روابط وملفات

التعريف والنوع

رقم الوثيقة

06eaf221-f10a-444c-9403-be86d328e1f3

رقم العقد

0

نوع الوسائط

Crawler

نوع المحتوى

الرسائل العلمية

صيغة المصدر

رسائل ماجيستير

نوع الملف

pdf text

أسماء الملفات

1961556_1.pdf

بيانات النشر

ترجمة العنوان

Testing the Calendar Effects in a Sample of Arab Stock Markets

ألقاب المؤلفين

[{"name_ar":"زينة الاحمد","title_ar":"اشراف","title_en":"Supervision"},{"name_ar":"كنان محمد عزوز","title_ar":"اعداد","title_en":"Preparation"}]

اللغة

Arabic

المصدر والدورية

اسم المصدر

اخبار آثار التقويم الزمني في عينة من الأسواق المالية العربية

المحتوى والصفحات

عدد الصفحات

137

ترجمة الملخص

This study aims to investigate the Calendar Effects (Day of the Week Effect, Semi-Month Effect and Turn of the Month Effect) in a sample of Arab stock markets. This sample included two developing markets which had been established more than four decades, stock market and Amman stock market. Also the sample included the stock Iraq and Damascus which started their work few years ago. The daily returns for each index were analyzed by statistics, T test and regression models, over the period from January 2010 to December 2014. The results show the presence of the Day of the week Effect stock market, which faced a significant , and significant positive average returns . The results also show the presence of the Semi-Month Effect in the stock markets of Amman and Damascus, of them faced an increase in the returns in the first half of the month and a decrease in the returns in the second half of the month, where the difference between the two halves is statistically significant.In addition, there was a Turn of the Month Effect in Iraq stock market as there were between the positive returns experienced in the and that experienced days. The results provide evidence against the weak form efficient market hypothesis in stock markets of Amman, Iraq and Damascus. Therefore, the findings are useful for investors in as they can rely on them in developing their investment strategies. The results not show presence of any it could not provide any evidence against the efficiency of the Egyptian stock market at the weak form

كلمات الباحثين

Calendar Effects, Damascus Securities Exchange, Day of the Week Effects, Efficient Market Hypothesis, Egypt Exchange, Regression Model, Semi-Month Effect, Turn of the Month Effect, اثار التقويم الزمني, اثر دوران الشهر, اثر نصف الشهر, اثر يوم من الاسبوع, سوق العراق للاوراق المالية, سوق دمشق للاوراق المالية, سوق مصر للاوراق المالية, كفاءة السوق

إشراف وإعداد

الإشراف

زينة الاحمد

الإعداد

كنان محمد عزوز

الاقتباسات الببليوغرافية