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|a eng
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|b مصر
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|9 340866
|a El Sherif, Marwa Assem
|e AUTH.
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|a VOLATILITY AND STOCK MARKET EFFICIENCY IN EGYPT
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260 |
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|b جامعة حلوان - كلية التجارة وإدارة الاعمال
|c 2010
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|a 25 - 50
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|a بحوث ومقالات
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|b The purpose of this paper is to examine the relationship between volatility and stock market efficiency in Egypt. Stability is measured by the degree of volatility of the market, more specifically; ARCH (Autoregressive Conditional Heteroskedasticity) model has been used to capture volatility using the daily closing values of the EGX30 throughout the period from 1999 to 2008 to depict the annual trends in stock market movements. Results indicate the tendency for the return to exhibit volatility clustering, which significantly affecting market efficiency
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|a الأسواق المالية
|a مصر
|a الأحوال الاقتصادية
|a تقييم الأداء
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773 |
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|4 الاقتصاد
|4 إدارة الأعمال
|6 Economics
|6 Business
|c 029
|e Scientific Journal of Research and Business Studies
|l 004
|m ع4
|o 0472
|s المجلة العلمية للبحوث والدراسات التجارية
|v 024
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856 |
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|u 0472-024-004-029.pdf
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|d y
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|q y
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|a EcoLink
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|c 661747
|d 661747
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