Examining Relationship between Palestine Stock Exchange and Amman Stock Exchange-Cointegration Approach
نویسندگان
چکیده
منابع مشابه
Modeling Stock Market Exchange Prices Using Artificial Neural Network: A Study of Amman Stock Exchange
Stock market represents an essential part of the economy in the Middle East, it is significant for shareholders and investors to estimate the stock price and select the best trading opportunity accurately in advance. This paper utilizes artificial neural network in the modeling of stock market exchange prices. The network was trained using supervised learning. Simulation was conducted for seven...
متن کاملThe relationship between stock liquidity risk and financial information quality criteria in Tehran Stock Exchange
The current study aims to investigate the relationship between stock liquidity risk and financial information quality criteria (i.e. the timely dividends announcement, accruals quality and the percentage of profitability prediction error) of companies listed on the Tehran Stock Exchange. For this purpose, 148 cases of data from listed companies, collected from 2007 to 2012, were employed in ord...
متن کاملRelationship between quality of earning and abnormal stock return of companies accepted in Mumbai Stock Exchange
In this research, role of accruals in elaboration of quality of earning of the companies accepted in Mumbai Stock Exchange has been studied and relationship between quality of earning through accruals and its constituents and abnormal stock return has been studied. The studied sample includes 35 companies in group A of Mumbai Stock Exchange in 2009-2013.Fordata analysisandhypothesistesting mult...
متن کاملStock Liquidity and Capital Structure: An Empirical Study on Amman Stock Exchange
This paper examines the relationship between stock liquidity and capital structure, using a sample of 38 industrial companies listed on Amman Stock Exchange (ASE) over the time period 2000 through 2009. The univariate and panel regression analysis results show insignificant relationship between the three measures of liquidity (Amihud's (2002) illiquidity, modified turnover, and modified liquidi...
متن کاملCausal Relationship between Stock Prices and Exchange Rates
This paper investigates the nature of the causal linkage between stock markets and foreign exchange markets in Australia, Canada, Japan, Switzerland, and UK from 1992:1 to 2005:12. Recently developed cointegration tests are employed and no evidence of a long-run relationship between the variables is found. Three variations of the Granger causality test are carried out and causality from exchang...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Business and Management
سال: 2013
ISSN: 1833-8119,1833-3850
DOI: 10.5539/ijbm.v8n7p133