The Egyptian Stock Market
By:Mr. Mauro Mecagni,Maged Sawky Sourial
Published on 1999-04-01 by International Monetary Fund
The paper examines the behavior of stock returns in the Egyptian stock exchange, the efficiency of the market in pricing securities, and the relationship between returns and conditional volatility. GARCH(p,q)-M models estimated for the four best known daily indices indicate significant departures from the efficient market hypothesis; the tendency for returns to exhibit volatility clustering; and a significant positive link between risk and returns, which was significantly affected during the market downturn that followed the introduction of circuit breakers in the form of symmetric price limits on individual shares.
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Book ID of The Egyptian Stock Market's Books is VcinDih74i0C, Book which was written byMr. Mauro Mecagni,Maged Sawky Sourialhave ETAG "ovZf1aiaAuw"
Book which was published by International Monetary Fund since 1999-04-01 have ISBNs, ISBN 13 Code is 9781452798714 and ISBN 10 Code is 1452798710
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