The impact of market anomalies on investment decision in Egyptian Stock of exchange
Author
Abu al-Suud, Salwa Zaki Mustafa
Source
Journal of Contemporary Commercial Studies
Issue
Vol. 7, Issue 11 (31 Jan. 2021), pp.115-138, 24 p.
Publisher
Kafrelsheikh University Faculty of Commercial
Publication Date
2021-01-31
Country of Publication
Egypt
No. of Pages
24
Main Subjects
Topics
Abstract EN
This paper examines the market anomalies impact of the investment decision in the Egyptian Stock of Exchange.
A comprehensive review of the Capital Assets Pricing Model (CAPM), Efficient Markets Hypothesis (EMH) and market anomalies will be studied.
The market anomalies can be expressed by size, value, and momentum effects In our study, we will describe how to compute these effects.
The analysis of data collected from the Egyptian Stock of Exchange during the period 2004 to 2015 was conducted and the value, size, momentum were computed according to EMH.
Testing Hypotheses and related statistical analysis will be investigated.
Finally, a discussion of the results and the conclusion of the study.
American Psychological Association (APA)
Abu al-Suud, Salwa Zaki Mustafa. 2021. The impact of market anomalies on investment decision in Egyptian Stock of exchange. Journal of Contemporary Commercial Studies،Vol. 7, no. 11, pp.115-138.
https://search.emarefa.net/detail/BIM-1251162
Modern Language Association (MLA)
Abu al-Suud, Salwa Zaki Mustafa. The impact of market anomalies on investment decision in Egyptian Stock of exchange. Journal of Contemporary Commercial Studies Vol. 7, no. 11 (Jan. 2021), pp.115-138.
https://search.emarefa.net/detail/BIM-1251162
American Medical Association (AMA)
Abu al-Suud, Salwa Zaki Mustafa. The impact of market anomalies on investment decision in Egyptian Stock of exchange. Journal of Contemporary Commercial Studies. 2021. Vol. 7, no. 11, pp.115-138.
https://search.emarefa.net/detail/BIM-1251162
Data Type
Journal Articles
Language
English
Notes
-
Record ID
BIM-1251162