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Scientific Publishing Center
Document Details
Document Type
:
Article In Journal
Document Title
:
Testing Efficiency Performance of Saudi Stock Market
قياس كفاءة سوق المال السعودي
Document Language
:
English
Abstract
:
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 number of statitical tests are applied on individual and on sectoral price indices, as well as on the aggregate price index of Saudi stock exchange Market. The results of the tests reject the hypothesis of the random walk at all levels of stock price indices.
ISSN
:
1319-0997
Journal Name
:
Economics and Administration Journal
Volume
:
23
Issue Number
:
2
Publishing Year
:
1430 AH
2009 AD
Article Type
:
Article
Added Date
:
Monday, January 25, 2010
Researchers
Researcher Name (Arabic)
Researcher Name (English)
Researcher Type
Dr Grade
Email
إبراهيم أحمد أونور
Onour, Ibrahim A.
Researcher
Doctorate
ibonour@hotmail.com
Files
File Name
Type
Description
24913.pdf
pdf
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