The Dissertation deals with Impact of Liquidity on Market Efficiency in Saudi Arabian Stock Market. It also covers market anomalies which are particular to Saudi Markets such Ramdan Effect and Hajj Effect

Stock market inefficiency has important implications for both investors and authorities. When stock market fails to perform the “sensitive processor” role, investors should doubt the strategy 'hold-the-market' and adopt the strategy 'beat-the-market' to pick up the winners. In this paper a...

For most of the past decades, the Gulf Cooperation Council (GCC) region has experienced rapid expansion, driven largely by increasing energy revenues, and growth-focused government policies. As the region's population increases in size, and becomes wealthier and more urbanized, significant...

Using an auto-regressive distributed lag (ARDL) model approach, this paper empirically attempts to shed light on the dynamic relationship between oil prices and the total real stock prices in Saudi Arabia, one of the fastest growing economies in the Middle East and North Africa and the largest...

This paper investigates the impact of foreign institutional investors on valuation, liquidity and volatility in Saudi stock exchange for the pre- and post-period from November 10, 2014 to June 12, 2015 and from June 15, 2015 to January 22, 2016 respectively, utilizing daily market trade data....