Testing efficiency of Arab stock markets at semi-strong level - a study of Amman Financial Market

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DC Field	Value	Language
dc.contributor.author	حكيمة بوسلمة	-
dc.date.accessioned	2016-12	-
dc.date.available	2016-12	-
dc.date.issued	2016-12	-
dc.identifier.issn	5302/2392	-
dc.identifier.uri	http://dspace.univ-ouargla.dz/jspui/handle/123456789/13319	-
dc.description	Algerian Review of Economic Development (ARED)	en_US
dc.description.abstract	This study aims at testing efficiency of Arab stock markets at semi-strong level through exploring the impact of informations contained in the published financial reports for companies listed in Amman financial market on stock prices using event study method that addresses the impact of a particular event or group of events on stock prices. The study found inefficiency of Amman Financial Market at the semi-strong level because the stock prices do not respond to the informations contained in the published financial reports for companies but affected by other factors.	en_US
dc.language.iso	other	en_US
dc.relation.ispartofseries	Number 05 Dec 2016;	-
dc.subject	securities markets	en_US
dc.subject	market efficiency	en_US
dc.subject	semi-strong level	en_US
dc.subject	stock prices	en_US
dc.subject	Amman Stock Exchange	en_US
dc.title	Testing efficiency of Arab stock markets at semi-strong level - a study of Amman Financial Market	en_US
dc.type	Article	en_US
Appears in Collections:	Number 05 Dec 2016

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