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- W4386195147 abstract "The main objective of this paper is to measure the efficiency of the Egyptian stock market exchange on the basis of weak form Hypothesis based on the daily returns representing index EGX30 during the period from 2005 January to 2010 December. The main conclusion has been reached that the Egyptian stock Exchange is inefficient in the weak-form of the Efficient Market Hypothesis (EMH), by using a set of statistical techniques in terms of Jarque - Bera, Ljung - Box, ARCH-LM, unit root, variance ratio, runs test, and garch (1,2)." @default.
- W4386195147 created "2023-08-27" @default.
- W4386195147 date "2014-12-01" @default.
- W4386195147 modified "2023-09-25" @default.
- W4386195147 title "استخدام نماذج GARCH لقياس كفاءة سوق الأوراق المالية في مـصر" @default.
- W4386195147 doi "https://doi.org/10.21608/esju.2014.314453" @default.
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