[PDF] Top 20 Long Memory and Stock Market Efficiency: Case of Saudi Arabia

... of long memory in the trading volume and absolute returns series in the Italian stock ...Brazilian market among the period 1997- ...the long memory is directly related to the ... See full document

... that market efficiency depends upon the survival of different challenges based on the literature of various authors on long term return basis on the long term unique ...the efficiency ... See full document

... dual long memory properties in Pakistan stock exchange returns have been examined by using ARFIMA-FIGARCH model types for the period of 2010-2013 and Weak-Form Efficient Market Hypothesis has ... See full document

... and stock prices in Saudi Arabia using quarterly data for the period 1998 to ...the long-run relationship between credit card loans (CCLOAN) and Saudi’s stock market index ...as ... See full document

... the long run relationship among the ...the long –run relationship among the variables under ...any long run relationship among the ...specific case and suggest the use VAR model for further ... See full document

... of market capacity, given the importance of the stock market in the country‟s economic ...Efficient market hypothesis (EMH) is one of the ways to examine the development and regulation of ... See full document

... efficient stock market but the others do ...efficient market and the others are not efficient ...improved market efficiency when we compare the pre-liberalization 1-year period to the ... See full document

... Kong Stock Market based on a long sample of high-frequency 5-min Heng Seng Index ...other stock markets like Japan that the intraday volatility is not acting as completely U-shaped Pattern, ... See full document

... prevents stock market liquidity owing to the fact that poor governance reduces transparency in both financial and operational ...on market liquidity was elaborated by Welker (1995), who related that ... See full document

... of Saudi users, who are perceived as being careless in their use of public ...‘ Saudi society does not know how to use spaces and public parks, and Saudis users do not care for the place ’ ... See full document

... The run test is done test the weak for of efficiency of the market. In this test run reflects the number of unidirectional movements in the market. When the positive returns changes to negative ... See full document

... Size, the natural logarithm of the total assets (referring to table 2 and 3), though positive, but proved to be insignificant in all of the relevant regressions (Athanasogloua et al., 2008). Increased size presumed to ... See full document

... SME stock market, namely the Growth Enterprise Market (GEM), the CATALIST, the Market for Alternative Investment (MAI) and the Access, Certainty and Efficiency Market (ACE) ... See full document

... financial market analysis for substanti- ating more deeply the probability models and practically proving their ...day stock prices could go up or down with equal probability regardless of what had been the ... See full document

... We differ on the scale of our analysis. While I am thinking about the aggregate trade-off between benefits and costs, my friend is looking at impact on his immediate community. Since he is a middle class professional, ... See full document

... 1971 to 1991. He stated that proposals of emissions reduction will not affect income adversely, especially for less developed countries. Also, he discussed some global solutions for global warming, such as selling and ... See full document

... individual stock. A stock is included in the first sample of actively institutionally traded stocks if the pension fund holding measure of this stock exceeds the 1% level in at least three out of the ... See full document

... THE KOREAN STOCK MARKET: STRUCTURE, BEHAVIOR, AND TEST OF MARKET EFFICIENCY An empirical test on the Korean stock market by evaluating the capital market internationalisation, by examini[r] ... See full document

... Women, Education and the Labour Market in Saudi Arabia: An Investigation of the Work Characteristics of Female.. Workers in Riyadh in Relation to their Education [r] ... See full document

... With respect to setting up an Audit Committee, Article 54(a) of the SRCG 2017 provides that an audit committee should be formed by a General Assembly‟s resolution. The Article above provides further that the number of ... See full document