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North Africa stock markets : analysis of long memory and persistence of shocks
Onour, Ibrahim A. - In: International journal of monetary economics and finance 3 (2010) 2, pp. 101-111
Persistent link: https://www.econbiz.de/10003972063
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North Africa stock markets : analysis of unit root and long memory process
Onour, Ibrahim A. - 2009
Persistent link: https://www.econbiz.de/10009413160
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Trading motives on the dynamic relationship between stock returns and trading volume : evidence from Egypt
Abdeldayem, Marwan Mohamed; Mahmoud, Mohamed Reda - In: The international journal of finance 25 (2013) 4, pp. 7914-7945
Persistent link: https://www.econbiz.de/10010382962
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Do excess returns vary across de facto exchange rate regimes? : a Markov switching model analysis
Abdelbaky, Mahmoud; Sylwester, Kevin - In: Indian journal of economics & business : IJEB 5 (2006) 2, pp. 301-314
Persistent link: https://www.econbiz.de/10003391448
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Can Stock Trading Volume Explain Return Autocorrelation? Empirical Evidence from the Egyptian Securities Exchange
Yamani, Ehab Abdel-Tawab - 2018
This paper investigates the relation between stock returns and trading volume (as measured by turnover) in a small emerging market, i.e., the Egyptian Securities Exchange (ESE). We are interested in examining the power of stock trading volume in predicting future return. To this end, we use a...
Persistent link: https://www.econbiz.de/10012938310
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A five-factor asset pricing model : empirical evidence from Egypt
Taha, Rehab; El-Giziry, Khairy - In: International journal of business 21 (2016) 4, pp. 342-372
Persistent link: https://www.econbiz.de/10011584057
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Asymmetry risk and herding behavior : a quantile regression study of the Egyptian mutual funds
Metawa, Noura; Metawa, Saad; Metawea, Maha; El-Gayar, Ahmed - In: The journal of risk finance : JRF 25 (2024) 2, pp. 366-381
Persistent link: https://www.econbiz.de/10014504776
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The impact of size and book-to-market ratio on excess return using Fama-French 5-factor model : the case of Egypt
Alber, Nader; Barsoom, Michael - In: Sustainable Development in Banking and Finance : 7th …, (pp. 49-64). 2024
Persistent link: https://www.econbiz.de/10015073461
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Imports, exports, dollar exposures, and stock returns
Chakraborty, Suparna; Tang, Yi; Wu, Liuren - In: Open economies review 26 (2015) 5, pp. 1059-1079
Persistent link: https://www.econbiz.de/10011481912
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How do international stock markets respond to oil demand and supply shocks?
Güntner, Jochen - In: Macroeconomic dynamics 18 (2014) 8, pp. 1657-1682
Persistent link: https://www.econbiz.de/10010467907