كفاءة أسواق الأوراق المالية العربية: دراسة قياسية للفترة (2020-2010)‎

الملخص EN

This paper concerns with the efficient of Arab financial markets through the period 2010-2020.

to measure efficient, monthly data was used for sample market indicators on the Dubai financial market, the Palestine exchange, the Saudi financial market, the Amman stock exchange, the Casablanca stock exchange and the Egyptian stock exchange.

the methods of the quantitative analysis method, defined by tests of normal distribution, self-correlation and unit root, were used.

the study concluded that the financial market indicators of the study sample do not obey the normal distribution, since they are sequentially related to themselves, except that they are unpredictable and include the root unit according to the dickie fuller, Phillips and Peron measures, so that they are defined by random moving, and thus we conclude that these markets are efficient at the same time.