Matches in SemOpenAlex for { <https://semopenalex.org/work/W2005012940> ?p ?o ?g. }
Showing items 1 to 92 of
92
with 100 items per page.
- W2005012940 endingPage "236" @default.
- W2005012940 startingPage "227" @default.
- W2005012940 abstract "Purpose The aim of this paper is to examine the dynamic relationships between Middle East stock markets. Design/methodology/approach Daily data from the Egyptian (CMA) and Israeli Tel Aviv Stock Exchange (TASE‐100) stock indices are considered. The paper employs a Bivariate cointegration GARCH(1,1) model to explain price discovery and lead‐lag relationships for the period July 1997 – August 2007. Findings Empirical results confirm that the Egyptian market plays a price discovery role, implying that CMA prices contain useful information about TASE‐100 prices. CMA market is more informationally efficient than TASE‐100 market. Further, CMA index reflects new information faster than TASE‐100 index. Research limitations/implications Future research should examine the dynamic relationships between Middle East stock markets using intraday (high frequency) data and recent dynamic (long memory) methods. Practical implications The findings are helpful to financial managers and traders dealing with Middle East stock markets. Originality/value The contribution of this paper is to provide evidence on the stock market dynamics and financial linkages between two Middle East emerging markets using recent daily data and a modern econometric model. To the best of the author's knowledge, no previous study has tested the dynamic relationships between daily prices of CMA and TASE‐100." @default.
- W2005012940 created "2016-06-24" @default.
- W2005012940 creator A5042690096 @default.
- W2005012940 date "2011-08-30" @default.
- W2005012940 modified "2023-09-27" @default.
- W2005012940 title "Dynamic relationships between Middle East stock markets" @default.
- W2005012940 cites W1973152450 @default.
- W2005012940 cites W1977480757 @default.
- W2005012940 cites W1982705589 @default.
- W2005012940 cites W1988899076 @default.
- W2005012940 cites W1997231780 @default.
- W2005012940 cites W1997346282 @default.
- W2005012940 cites W2019975447 @default.
- W2005012940 cites W2054116271 @default.
- W2005012940 cites W2058464450 @default.
- W2005012940 cites W2064029680 @default.
- W2005012940 cites W2066515290 @default.
- W2005012940 cites W2082649405 @default.
- W2005012940 cites W2098388069 @default.
- W2005012940 cites W2110603299 @default.
- W2005012940 cites W2145182845 @default.
- W2005012940 doi "https://doi.org/10.1108/17538391111166467" @default.
- W2005012940 hasPublicationYear "2011" @default.
- W2005012940 type Work @default.
- W2005012940 sameAs 2005012940 @default.
- W2005012940 citedByCount "4" @default.
- W2005012940 countsByYear W20050129402012 @default.
- W2005012940 countsByYear W20050129402013 @default.
- W2005012940 countsByYear W20050129402019 @default.
- W2005012940 crossrefType "journal-article" @default.
- W2005012940 hasAuthorship W2005012940A5042690096 @default.
- W2005012940 hasConcept C10138342 @default.
- W2005012940 hasConcept C106159729 @default.
- W2005012940 hasConcept C119857082 @default.
- W2005012940 hasConcept C121087249 @default.
- W2005012940 hasConcept C145162277 @default.
- W2005012940 hasConcept C149782125 @default.
- W2005012940 hasConcept C162324750 @default.
- W2005012940 hasConcept C166957645 @default.
- W2005012940 hasConcept C17744445 @default.
- W2005012940 hasConcept C19244329 @default.
- W2005012940 hasConcept C199539241 @default.
- W2005012940 hasConcept C200870193 @default.
- W2005012940 hasConcept C204036174 @default.
- W2005012940 hasConcept C205649164 @default.
- W2005012940 hasConcept C2779343474 @default.
- W2005012940 hasConcept C2780299701 @default.
- W2005012940 hasConcept C3651065 @default.
- W2005012940 hasConcept C41008148 @default.
- W2005012940 hasConcept C64341305 @default.
- W2005012940 hasConcept C88389905 @default.
- W2005012940 hasConceptScore W2005012940C10138342 @default.
- W2005012940 hasConceptScore W2005012940C106159729 @default.
- W2005012940 hasConceptScore W2005012940C119857082 @default.
- W2005012940 hasConceptScore W2005012940C121087249 @default.
- W2005012940 hasConceptScore W2005012940C145162277 @default.
- W2005012940 hasConceptScore W2005012940C149782125 @default.
- W2005012940 hasConceptScore W2005012940C162324750 @default.
- W2005012940 hasConceptScore W2005012940C166957645 @default.
- W2005012940 hasConceptScore W2005012940C17744445 @default.
- W2005012940 hasConceptScore W2005012940C19244329 @default.
- W2005012940 hasConceptScore W2005012940C199539241 @default.
- W2005012940 hasConceptScore W2005012940C200870193 @default.
- W2005012940 hasConceptScore W2005012940C204036174 @default.
- W2005012940 hasConceptScore W2005012940C205649164 @default.
- W2005012940 hasConceptScore W2005012940C2779343474 @default.
- W2005012940 hasConceptScore W2005012940C2780299701 @default.
- W2005012940 hasConceptScore W2005012940C3651065 @default.
- W2005012940 hasConceptScore W2005012940C41008148 @default.
- W2005012940 hasConceptScore W2005012940C64341305 @default.
- W2005012940 hasConceptScore W2005012940C88389905 @default.
- W2005012940 hasIssue "3" @default.
- W2005012940 hasLocation W20050129401 @default.
- W2005012940 hasOpenAccess W2005012940 @default.
- W2005012940 hasPrimaryLocation W20050129401 @default.
- W2005012940 hasRelatedWork W1977586132 @default.
- W2005012940 hasRelatedWork W2071337948 @default.
- W2005012940 hasRelatedWork W2092296652 @default.
- W2005012940 hasRelatedWork W2182663782 @default.
- W2005012940 hasRelatedWork W2258880884 @default.
- W2005012940 hasRelatedWork W2338331249 @default.
- W2005012940 hasRelatedWork W3122047754 @default.
- W2005012940 hasRelatedWork W3122217306 @default.
- W2005012940 hasRelatedWork W3125677545 @default.
- W2005012940 hasRelatedWork W4319998400 @default.
- W2005012940 hasVolume "4" @default.
- W2005012940 isParatext "false" @default.
- W2005012940 isRetracted "false" @default.
- W2005012940 magId "2005012940" @default.
- W2005012940 workType "article" @default.