The impact of macroeconomic factors on the performance of general stock index in Jordan during the period (1994–2009)
Other Title(s)
تأثير عوامل الاقتصاد الكلي على أداء المؤشر العام للأسهم في الأردن خلال الفترة (1994-2009)
Dissertant
Thesis advisor
University
Mutah University
Faculty
Faculty of Business
Department
Department of Business Administration and Marketing
University Country
Jordan
Degree
Master
Degree Date
2010
English Abstract
-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.
Main Subjects
Topics
No. of Pages
64
Table of Contents
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.
American Psychological Association (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
Modern Language Association (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
American Medical Association (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
Language
English
Data Type
Arab Theses
Record ID
BIM-303887
