تحليل الكفاءة السعرية لبورصة قطر للأوراق المالية عند المستوى الضعيف

Abstract EN

This study aims to test the efficiency of the Qatar Securities Exchange at the weak level by examining the hypothesis of the random flow of the DSM series through quarterly data using the normal distribution test, the expanded Dicky Fuller test, the Phillips Baron test, the self-correlation test, ABS, test the effect of non-homogeneous conditional variation.

The study concluded that the Qatar Stock Exchange index series is unstable and that its views are characterized by independence.

In addition, it has a homogenous uniformity, ie, there is no trace of the heterogeneous condition of the ARCH, and therefore the Qatar Stock Exchange index series is characterized by a random walk, Qatar Stock Exchange is efficient at a weak level.