Rehman, Mohammed Ziaur; Hazazi, Musa Ahmed - In: International Journal of Financial Research 5 (2014) 4, pp. 196-209
This study makes an endeavor to examine the existence of linkages between Saudi Stock Market Index (TASI) and the bigwig stock markets indices, namely, US, UK, Japan and Gulf Cooperation Council (GCC). Data are culled and collated on a weekly basis commencing from 01/07/2004 to 31/12/2008 for...