Impact of stock indices on basic investment characteristics : the case of Amman stock exchange
Other Title(s)
تأثير استخدام الأسهم على خصائص الاستثمار الأساسية : حالة دراسية بورصة عمان للأوراق المالية
Dissertant
Thesis advisor
Comitee Members
al-Qatamin, Ahmad Ata Allah
al-Tarawinah, Midhat Ibrahim
al-Zubaydi, Hamzah Mahmud
University
Mutah University
Faculty
Faculty of Business
Department
Department of Economics, Business and Finance
University Country
Jordan
Degree
Master
Degree Date
2007
English Abstract
This study examined the differences among monthly returns of ؛،٢١٧ market indices, at Amman Stock Exchange, from January 2000- September 2006.i t also examined whether such difference would generate differences in basic investment characteristics (expected return, systematic risk, unsystematic risk) of the study sample, consisted of 16 stocks that had the highest trade volume in 1990 and were continuously traded through study period.
The study examined other difference in basic investment characteristics of the portfolio which consisted of 16 stocks. The results indicated no statistical significant differences among market indices that lead to difference in basic investment characteristics of individual stock or investment portfolio. The study also examined the accuracy of the five market indices by comparing Mean Square Error term.
The result suggested that Equally Weighted Index was the least biased and most accurate in the sample.
Main Subjects
Financial and Accounting Sciences
Topics
No. of Pages
87
Table of Contents
Table of contents.
Abstract.
Chapter One : introduction.
Chapter Two : theoretical framework.
Chapter Three : literature review.
Chapter Four : design and methodology.
Chapter Five : findings and discussions.
References.
American Psychological Association (APA)
al-Smail, Jathal Abd al-Aziz. (2007). Impact of stock indices on basic investment characteristics : the case of Amman stock exchange. (Master's theses Theses and Dissertations Master). Mutah University, Jordan
https://search.emarefa.net/detail/BIM-304580
Modern Language Association (MLA)
al-Smail, Jathal Abd al-Aziz. Impact of stock indices on basic investment characteristics : the case of Amman stock exchange. (Master's theses Theses and Dissertations Master). Mutah University. (2007).
https://search.emarefa.net/detail/BIM-304580
American Medical Association (AMA)
al-Smail, Jathal Abd al-Aziz. (2007). Impact of stock indices on basic investment characteristics : the case of Amman stock exchange. (Master's theses Theses and Dissertations Master). Mutah University, Jordan
https://search.emarefa.net/detail/BIM-304580
Language
English
Data Type
Arab Theses
Record ID
BIM-304580
