The paper examines the behavior of stock returns in the Egyptian stock exchange, the efficiency
of the market in pricing securities, and the relationship between returns and conditional …

The paper attempted to identify the impact of monetary policy on the Egyptian stock market
returns, and whether the stock market could be an alternate channel for transmitting monetary …

The role of institutional investors in capital markets of the Middle East and North Africa region
has not been explored, in large part due to the fact that most markets continue to be retail-…

The need for efficient securities markets complying with corporate governance international
principles emerged recently in the region. The paper overviewed the governance models of …

The paper focuses on the Egyptian Stock Market, revisiting the issue of volatility persistence
in stock market returns. Previously, Mecagni and Sourial (1999) using AR (1)-GARCH (p, q)-…

… Shawky Sourial, Maged … 責任表示 Maged Shawky Sourial …

The paper attempted to identify the degree of predictability of stock market returns from
monetary variables and whether the stock market could be an alternate channel for transmitting …

تهدف هذه الدراسة إلى نمذجة السلاسل اليومية لعوائد أسهم الشركات المدرجة في قطاع الاتصالات للسوق
المالية السعودية باستخدام نماذج ARCH، ومحاولة نمذجة سلوك تباينها الشرطي. وتهدف أيضا إلى …‎