يهدف هذا البحث إلى اختبار الصيغة الضعيفة للكفاءة في أسواق دمشق ،
عمان ، مسقط للأوراق المالية ، و لأجل تحقيق هذا الهدف فقد تم تطبيق كل من اختبار
التوزيع الطبيعي ، و اختبار التكرارات ، اختبار الارتباط المتسلسل ، اختبار جذر الوحدة ،
اختبار نسبة التباين ، اختبار الانحدار التسلسلي و المتوسط المتحرك المتكامل ، على
سلسلة العوائد اليومية لمؤشرات أسواق دمشق ، عمان ، مسقط للأوراق المالية خلال الفترة الممتدة ما بين 1-3-2010 و 31-12-2016.
This paper aims to test weak form efficiency in
Damascus , Amman , Muscat securities market .It examines daily
stock return index during ( 1 - 4- 2010 ) , ( 31 - 12 - 2016 ) using
normal distribution test , runs test , autocorrelation test , unit root
test , variance ratio test , auto regressive integrated moving average
test
References used
Abbas . Ghada 2014 testing random walk behavior in the Damascus securities exchange , International Journal of Academic Research in Accounting, Finance and Management Sciences , Vol:4 No: 4, October , 317 - 325
( AL- PHAYOUMI , N et al 2003 , The effect of emerging markets characteristic on efficiency test : An applied study on Amman stock exchange , Dirasat , Managerial science , Vol 30 No2, 322 – 334 . ( IN ARABIC
( ALKARAAN , F 2013, The efficiency of Damascus securities exchange , Tanmiat AL-Rafdain , Vol 35 No 114 , 137 – 153 . ( IN ARABIC
The research examines the Capital Asset Pricing Model
(CAPM) in Damascus Stock Exchange (DSE), by using the
monthly excess returns of (8) companies listed in (DSE), for the
period of (2010-2013), and the monthly excess return of (DSE)
index (DWX)
The objective of this research is to test the stability of systematic risk coefficients of stocks listed on the Damascus Securities Exchange through the period (4/1/2010 – 28/10/2013), and therefore the ability to use the values of these coefficients
This study aimed to examine the weak form efficiency of the
Damascus Securities Exchange (DSE). The study used the monthly
returns, adjusted for thin trading, of firms listed in the Damascus
Securities Exchange from 2009 until 2014 and applied var
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The study aimed to evaluate the efficiency of the performance of the
brokerage firms and financial services operating in the Damascus
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study sample included 150 investors, and u