This research aims to identify the Genral Trend of prices movements of stocks of IBTF bank listed in Damascus Securities Exchange (DSE) during the period starting from the beginning of Damascus Stock Exchange in March 2009 until the end of February 2
011, in order to construct a model helping to predict the future prices of the stock in the short term. Using regression models for time series and ARIMA models, the reseach found that there is an incresing trend in stock prices during this period, and has also concluded that the best model to predict future stock prices is the regression model of the third degree and ARIMA (2,0,1), based on several indicators to test the quality of the model in question without taking into account the emergency and seasonal changes
This paper aims to examine the relationship between stock prices and
macroeconomic variables in the United States using quarterly data for the period
1988 to 2012. We dentify five macroeconomic variables ( i.e, gross domestic
product, inflation, r
eal money supply, Treasury bill rate, and oil prices) that
researchers have linked to stock prices. We then examine the relationship
between these macroeconomic variables and the S&P500 by estimating
cointegration system using Johansen technique. Moreover, this paper will use
Vector Error Correction Model (VECM) to test the short run relationships. Also,
we use variance decomposition technique to understand which macroeconomic
variable have more explantory power of the variation in the S&P500.
هدفت هذه الدراسة إلى اختبار أثر بعض المتغيرات الاقتصادية الكلية على أسعار
الأسهم في سوق دمشق للأوراق المالية ، و تلك المتغيرات هي معدل التضخم و سعر
الصرف ، و شملت عينة الدراسة قيم مؤشر سوق دمشق للأوراق المالية و معدلات
التضخم الشهرية و سعر صرف الل
يرة السورية لسلسلةٍ زمنيةٍ شهريةٍ تمتد من شهر كانون
الثاني لعام 2011 م إلى شهر كانون الأول لعام 2013 م.
The study aimed to determine the relationship between stock prices
and GDP at the level of the Egyptian economy. By applying a time
series extending from 2001 to 2015.
This study aimed to know the impact of the new information content of the independent external auditor's report on the stock prices of companies listed on the Damascus Securities Exchange, with the information it contains, which was prepared in accor
dance with the new and revised international auditing standards issued in 2015. this study included studying the content of the auditing reports published for a sample of joint stock companies listed on the Damascus securities Exchange in order to certify the results of their business for the years 2016, 2017 and 2018, and on the basis of which the companies were classified according to the content of the audit reports into three groups (companies that received reports Clean audit - companies got clean audit reports with Emphasis paragraphs - companies got conservative audit reports). then the study relied on studying the average share prices before and after the issuance of the new audit report in order to find out the investors ’reaction to the information published in the audit report, and the study concluded that there is an impact of the new informational content of the report on auditing the stock prices of companies listed on the Damascus Securities Exchange. The companies obtaining a clean audit report that affects the stock prices positively. As for the companies obtaining a conservative audit report, they affect the stock prices negatively. As for the Emphasis paragraphs, they do not affect the stock prices due to the method of reporting these paragraphs.
The present study has been conducted to examine the impact of seven of most important internal factors on stock prices for all listed banks in Dubai and Abu Dhabi stock markets. Pooled Least Square, Fixed Effects (FE), and Random Effects (RE) models
have been used to carry out the analysis for data pertaining to 23 banks for a time period between 2014-2017. The aim of the study is to examine the most important internal factors affecting stock prices in the banking sector of United Arab Emirates, and whether internal factors determining stock prices in this sector are the same for Dubai and Abu Dhabi stock markets. The results give evidence of positive and significant impact of Earnings Per Share (EPS) and Dividend Per Share (DPS) on market price for shares, in all markets for the former and only in Abu Dhabi stock market for the later. By contrast, the study reveals a negative impact of Return on Equity (RoE), Dividend Yield (DY), and Price Earnings (P_E) on market price for shares. Even more important, the study gives evidence of differentiated impact of variables representing dividend policies, on market price for shares, between the two markets investigated in United Arab Emirates
