The effect of informational shocks on the shares volatility in Paris stock market : CS90 index during 1999-2014
Joint Authors
Bu Kara, Fatimah al-Zahra
Chikhi, Muhammad
Source
Rihan Journal for Science Publishing
Issue
Vol. 2021, Issue 10 (31 May. 2021), pp.355-373, 19 p.
Publisher
Fiker for Research and Development
Publication Date
2021-05-31
Country of Publication
Syria
No. of Pages
19
Main Subjects
Abstract EN
This paper studies the informational shocks effect on the shares volatility in Paris stock market , using the CS90 index series since 25/01/1999 until 04/08/2014, our study is based on using statistical tests and modeling of returns with ARFIMA-GARCH models, and as a conclusion we found that the CS90 series was dependant during the period test, what mean the inefficiency of the market in short and long term, and the existing of an excessive volatility means the reaction of the market to the informational shocks, transitory in short term and enduring in long term.
American Psychological Association (APA)
Bu Kara, Fatimah al-Zahra& Chikhi, Muhammad. 2021. The effect of informational shocks on the shares volatility in Paris stock market : CS90 index during 1999-2014. Rihan Journal for Science Publishing،Vol. 2021, no. 10, pp.355-373.
https://search.emarefa.net/detail/BIM-1238815
Modern Language Association (MLA)
Bu Kara, Fatimah al-Zahra& Chikhi, Muhammad. The effect of informational shocks on the shares volatility in Paris stock market : CS90 index during 1999-2014. Rihan Journal for Science Publishing No. 10 (May. 2021), pp.355-373.
https://search.emarefa.net/detail/BIM-1238815
American Medical Association (AMA)
Bu Kara, Fatimah al-Zahra& Chikhi, Muhammad. The effect of informational shocks on the shares volatility in Paris stock market : CS90 index during 1999-2014. Rihan Journal for Science Publishing. 2021. Vol. 2021, no. 10, pp.355-373.
https://search.emarefa.net/detail/BIM-1238815
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 370-373
Record ID
BIM-1238815