The impact of macroeconomic factors on the performance of general stock index in Jordan during the period (1994–2009)‎

العناوين الأخرى

تأثير عوامل الاقتصاد الكلي على أداء المؤشر العام للأسهم في الأردن خلال الفترة (1994-2009)‎

مقدم أطروحة جامعية

Atiq, Manal Muhammad Husayn

مشرف أطروحة جامعية

Dayyat, Rasha

الجامعة

جامعة مؤتة

الكلية

كلية إدارة الأعمال

القسم الأكاديمي

قسم إدارة الأعمال و التسويق

دولة الجامعة

الأردن

الدرجة العلمية

ماجستير

تاريخ الدرجة العلمية

2010

الملخص الإنجليزي

-The study aimed to examine the impact of some Macroeconomic Factors on the performance of Amman Stock Exchange.

And explore the relationship between each of them.

To accomplish the above objectives this study employed quantitative approach represented by the econometric analysis (Time Series Analysis) of monthly data during the period (1994 - 2009).

The researcher applied Augmented Dickey-fuller test to trace the stationarity and Granger Causality test to find the relationship between the variables after that the Impulse Response Function has been applied to determine the response for the effects between variables.

The results shows that all the variables Stationary with 1st difference.

Money Supply, Inflation and Consumer Price Index Granger Cause the General Stoke Index.

Where as Industrial Production, Exchange rate and Interest rate doesn’t Granger Cause the General Index.

For the Impulse Response Function General Stock Index respond to Money Supply, Industrial Production, Inflation and Consumer Price Index, while there was no respond to Exchange Rate and Interest Rate.

التخصصات الرئيسية

الاقتصاد و التجارة

الموضوعات

عدد الصفحات

64

قائمة المحتويات

Table of contents.

Abstract.

Chapter one : Introduction.

Chapter two : Literature review and previous studies.

Chapter three : Research design and methodology.

Chapter four : Analysis results.

Chapter five : Conclusion and recommendation.

References.

نمط استشهاد جمعية علماء النفس الأمريكية (APA)

Atiq, Manal Muhammad Husayn. (2010). The impact of macroeconomic factors on the performance of general stock index in Jordan during the period (1994–2009). (Master's theses Theses and Dissertations Master). Mutah University, Jordan
https://search.emarefa.net/detail/BIM-303887

نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)

Atiq, Manal Muhammad Husayn. The impact of macroeconomic factors on the performance of general stock index in Jordan during the period (1994–2009). (Master's theses Theses and Dissertations Master). Mutah University. (2010).
https://search.emarefa.net/detail/BIM-303887

نمط استشهاد الجمعية الطبية الأمريكية (AMA)

Atiq, Manal Muhammad Husayn. (2010). The impact of macroeconomic factors on the performance of general stock index in Jordan during the period (1994–2009). (Master's theses Theses and Dissertations Master). Mutah University, Jordan
https://search.emarefa.net/detail/BIM-303887

لغة النص

الإنجليزية

نوع البيانات

رسائل جامعية

رقم السجل

BIM-303887