Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market

The 2007/08 global financial crisis (GFC) that originated in the financial sector of United States gradually spread to emerging and developing countries via several economic channels with negative spillovers. Stock market activity is one of which was severely affected due to this financial crisis....

Description complète

Détails bibliographiques
Auteur principal:	Erfanian, Azadeh
Format:	Thèse
Langue:	anglais
Publié:	2015
Sujets:	Stock exchanges - Middle East Stock exchanges - Africa, North Efficient market theory
Accès en ligne:	http://psasir.upm.edu.my/id/eprint/65202/1/FEP%202015%2021.pdf

Documents similaires

Value relevance of accounting information in selected Middle East countries
par: Khanagha, Jamal Barzegari
Publié: (2010)

Study on the Lead and Lag Relationship Between the Kuala Lumpur Stock Exchange Composite Index Futures Contract and its Underlying Kuala Lumpur Stock Exchange Composite Index
par: Abdullah, Mahdhir
Publié: (2001)

Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
par: Selamat, Zarehan
Publié: (2001)

Foreign ownership and the liquidity of Malaysian stocks
par: Thian, Tze Chung
Publié: (2012)

Foreign ownership and the informational efficiency of Malaysian stocks
par: Chang, Kwok Boon
Publié: (2012)

Effects of financial leverage on stock returns in Bursa Malaysia
par: Lau, Wei Theng
Publié: (2016)

Stock market and economic growth of Malaysia, Thailand and Indonesia
par: Hii Hie Ping
Publié: (2016)

Detection of Rational Speculative Bubbles in the Malaysian Stock Market
par: Mokhtar, Suraya Hanim
Publié: (2006)

A multidimensional study of weak-form efficiency for finance stocks in Malaysia
par: Kok, Sook Ching
Publié: (2017)

Dynamic Linkages of Asian Emerging Stock Markets: An Analysis of the Pre- and Post-liberalization Era
par: Sarmidi, Tamat
Publié: (1998)

Firm level stock returns volatility : The effects of capital account liberalization and macroeconomic factors in Malaysia
par: Saizal Pinjaman
Publié: (2017)

Sources of Financial Development and their Effectiveness in the Middle East and North African Region
par: Falahaty, Manizheh
Publié: (2011)

Co-movement and performance of conventional and Islamic stock markets in selected countries
par: Sahabuddin, Mohammad
Publié: (2020)

Estimating and forecasting value at risk and expected shortfall: a backstory of Malaysia stock market during global financial crisis / Ahmad Fauze Abdul Hamit
par: Abdul Hamit, Ahmad Fauze
Publié: (2018)

Implications of the Middle East Emerging Markets on International Portfolio Diversification
par: Mansourfar, Gholamreza
Publié: (2010)

Market Efficiency in the Kuala Lumpur Stock Exchange: Further Evidence Using Garch Model
par: Aru Bol, Victoria Samuel
Publié: (2001)

Risk management approach on selected key companies listed on the Kuala Lumpur Stock Exchange
par: Pek, Thian Kor
Publié: (2001)

The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
par: Md Nassir, Annuar
Publié: (1991)

Association between disclosure quality and stock return with the moderating effects of corporate governance practices and ownership structure in Malaysia
par: Mohamad Anwar, Nazratul Aina
Publié: (2015)

Nonlinearity And The Random Walk Behaviour Of East Asian Stock Prices
par: Vun, Methew Kien Chung
Publié: (2007)

Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
par: Choo, Wei Chong
Publié: (1998)

An Examination of the Conditional and Unconditional Relations Between Risk and Return on the Kuala Lumpur Stock Exchange
par: Haniff, Mohd Nizal
Publié: (2000)

Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
par: Zakaria, Azhar
Publié: (2006)

Conceptual Metaphors in Stock Market Reports in the Malaysian Business Times
par: Tengku Mahmood, Tengku Farah Petri
Publié: (2010)

Determinants of Price-Earning Ratio of Listed Companies on the Kuala Lumpur Stock Exchange
par: Thuraisingham, Jeyanthi
Publié: (2001)

Testing the arbitrage pricing theory on the Tehran stock exchange
par: Sabetfar, Pooyar
Publié: (2011)

A network structural analysis of Malaysian stock market with edge density constraint
par: Lam, Shi Xiang
Publié: (2013)

Stock liquidity and dividend payouts in the emerging markets
par: Bakri, Mohd Ashari
Publié: (2020)

The determinants of stock market performance : a study in Malaysia / Muhammad Syazwan Malek
par: Malek, Muhammad Syazwan
Publié: (2013)

Effects of insider trading on market efficiency and volatility in Bursa Malaysia
par: Lye, Wing Fah
Publié: (2011)

January effect: the existence in Malaysia stock market / Muhamad Faiz Irwan Fadzil
par: Fadzil, Muhamad Faiz Irwan
Publié: (2013)

Stock market integration and its implications for international trade, exchange rates and interest rates in ASEAN-5 countries
par: Saeedi, Mitra
Publié: (2014)

Effect of Oil Price on the Stock Market Return and Volatility in Six Major Oil Exporting Countries
par: Amin, Masoud Yousefi
Publié: (2011)

The Relevance of Gordon’s Dividend Valuation Model and Earnings Multiplier in Stock Valuation
par: Bujang, Imbarine
Publié: (2006)

Bank Stock Returns And Financial Volatility: A MGARCH-M Modeling
par: Hooy, Chee Wooi
Publié: (2002)

Impact of corporate governance reforms on financial reporting quality in selected Middle Eastern Countries
par: Husseinali, Ahmed
Publié: (2015)

The Impact of Types of Issues, Sectors, Lifespan and Different Economic Periods on the Short-Run and Long-run Performance of IPOs
par: Tapa, Afiruddin
Publié: (2003)

Fuzzy time series and geometric brownian motion in forecasting stock prices in Bursa Malaysia / Nur Ezzati Dayana Mohd Ramli
par: Mohd Ramli, Nur Ezzati Dayana
Publié: (2020)

Relative forecasting performance of stock return for real activity in emerging markets of ASEAN countries
par: Lim, Yin Ping
Publié: (2012)

The Impact of Accounting Earnings Disclosures on Stock Prices in Malaysia: An Emerging Market
par: Cheng, Fan Fah
Publié: (2000)