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

QR Code

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....

Full description

Bibliographic Details
Main Author:	Erfanian, Azadeh
Format:	Thesis
Language:	English
Published:	2015
Subjects:	Stock exchanges - Middle East Stock exchanges - Africa, North Efficient market theory
Online Access:	http://psasir.upm.edu.my/id/eprint/65202/ http://psasir.upm.edu.my/id/eprint/65202/1/FEP%202015%2021.pdf

Similar Items

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

The weak-form efficiency of Chinese Stock Markets : thin trading, nonlinearity and episodic serial dependencies
by: Lim, Kian Ping, et al.
Published: (2009)

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
by: Abdullah, Mahdhir
Published: (2001)

Is Kuala Lumpur Stock Exchange an Emerging Market?
by: Narayanan, Subramani
Published: (1997)

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

The relationship between currency and stock price in four Asian currencies / Noor Izzatul Liana Mohamed
by: Mohamed, Noor Izzatul Liana
Published: (2010)

The theoretical impact of the listing of syariah-approved stocks on stock price and trading volume.
by: Carl B. , McGowan Jr, et al.
Published: (2010)

The impact of new information regime on the Jakarta stock exchange.
by: Nelmida, ., et al.
Published: (2009)

Asian stocks soar
Published: (2008)

The Day-Of-The-Week Effects as Observed at the Kuala Lumpur Stock Exchange and Their Implications on the Efficient Market Hypothesis
by: Khairon, Rosli
Published: (1999)

Risk and Return Analysis of Stocks Listed on the Kuala Lumpur Stock Exchange's (KLSE) Second Board
by: Ismail, Ahmad Zairin
Published: (1997)

Impact of foreign exchange currencies towards Malaysian stock market (Kuala Lumpur composite index) / Wan Mohd Nursyakirin Wan Mohd Tarmizi
by: Wan Mohd Tarmizi, Wan Mohd Nursyakirin
Published: (2017)

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

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

Examining the impact of structural breaks on long memory of stock returns: evidence from Bombay stock exchange of India long memory / Anju Bala and Kapil Gupta
by: Bala, Anju, et al.
Published: (2020)

The determinants of stock market return (KLCI) in Malaysia / Nor Hidayah Mazlan
by: Mazlan, Nor Hidayah
Published: (2015)

Factors affecting movement of prices in Malaysia's stock exchange: comparison between KLCI and Hijrah Shariah Index / Muhammad Asyraf Abdul Rahman
by: Abdul Rahman, Muhammad Asyraf
Published: (2018)

Effect of exchange rate toward U.S multinationals' stock return / Nur Darina Khalid
by: Khalid, Nur Darina
Published: (2008)

Random walk hypothesis: an application in the emerging stock markets / Nurul Izzati Abdul Hamid
by: Abdul Hamid, Nurul Izzati
Published: (2018)

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

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

The effect of oil price to stock market in Europe countries (Bulgaria, Estonia, Hungary, Romania) / Nur Azwani Mohd Kamal
by: Mohd Kamal, Nur Azwani
Published: (2010)

Underpricing of New Issues Listed on the Second Board of the Kuala Lumpur Stock Exchange During 1989 to 1994
by: Ooi, Eng Hong
Published: (1997)

Portfolio construction and performance measurement for consumer products sector in the Kuala Lumpur Stock Exchange (KLSE) / Noor Majeedah Abdillah
by: Abdillah, Noor Majeedah
Published: (2017)

An Analysis of the Relationship between Nominal Exchange Rates and Stock Prices
by: Wu, Lina
Published: (2015)

Investigating the impact of hedge horizon upon hedging effectiveness: evidence from the national stock exchange of India / Mandeep Kaur and Kapil Gupta
by: Kaur, Mandeep, et al.
Published: (2019)

The relationship between the performance of property related companies listed on Kuala Lumpur stock exchange and relevant financial variables / Yusmawita Mohd Yusof
by: Mohd Yusof, Yusmawita
Published: (2000)

A study on the relationship between exchange rate and stock price in China
by: DING, LIJIN
Published: (2017)

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

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

Determinants of stock market return in retail industry (Parkson Holdings Berhad) / Nur Liyana Abu Shah and Nur Elisa Shaharullah
by: Abu Shah, Nur Liyana, et al.
Published: (2019)

The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin
by: Nordin, Norfaziela
Published: (2015)

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

A study on the relationship between exchange rates and stock prices in Malaysia / Suzilawati Mohamad Noor
by: Mohamad Noor, Suzilawati
Published: (2006)

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

Testing the Weak Form Efficiency of Shanghai Stock Exchange with Artificial Neural Networks
by: Wong, Tai-chi Alick
Published: (2007)

The effect of exchange rate towards stock markets in Bursa Malaysia / Abidah Suparlan
by: Suparlan, Abidah
Published: (2011)

A study on the relationship between money supply and stock market in Malaysia / Norotiny Harun
by: Harun, Norotiny
Published: (2010)

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

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