| Autor: |
Al Barghouthi, Sameer, Rehman, Ijaz Ur, Fahmy, Sandra, Ehsan, Aysha |
| Předmět: |
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| Zdroj: |
Electronic Journal of Applied Statistical Analysis; Oct2016, Vol. 9 Issue 3, p552-571, 20p |
| Abstrakt: |
This paper aims at examining the level of the efficiency of Amman Stock Exchange (ASE) on weak form, semi-strong form and strong form levels over the period of January 2008 - December 2014. The paper concludes that there is a significant prediction performance of all ASE indices of the Jordanian market by using Box-Jenkins estimation. This result was confirmed by unit- root test since the return series for the five Jordanian indices failed to prove unit root. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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