Testing weak form efficiency in Damascus securities market: Acomparisation study with Amman, Muscat securities markets
published by Aِl-Baath University
in 2017
in Business Management
and research's language is
العربية
Download
Abstract in English
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