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تحليل كفاءة سوق الاوراق المالية وفقا للفترات الزمنية والحجم واثرها في القرار الاستثماري وتحقيق العوائد غير العادية : دراسة تطبيقية في اسهم المصارف المدرجة في سوق العراق للاوراق المالية == Analysis of The Efficiency of The Securities Market In Accordance With The Time Periods And Size And Its Impact On Investment Decision And Achieve Extraordinary Returns Applied Study On Stocks of Banks Listed On The Iraq Market For Securities
Author name:
صلاح ساجت مجرن
Supervisor name:
هشام طلعت عبد الحكيم الونداوي
General topic:
Administration and Economics
Specific topic:
Business Administration
Degree:
Master
University:
Mustansiriyah University
Language:
Arabic
University location:
Baghdad
Key words:
- شذوذ اسهم السوق
- تاثير يوم من بين ايام الاسبوع
- وتاثير شهر من بين اشهر العام
- وتاثير الربع من بين ارباع العام
- وتاثير الحجم
First pages:
07T4263 - p.pdf
Abstract:
اعدت هذه الدراسة من اجل اختبار وجود الحالات الشاذة في سوق العراق للاوراق المالية خلال مدة الدراسة (2009 - 2013)، واهتمت بدراسة تاثير شهر من العام وتاثير ربع من العام وتاثير الحجم. واعتمدت الدراسة بيانات القطاع المصرفي لمؤشر سوق العراق للاوراق المالية، حي | This study was prepared in order to test the presence of anomalies in the Iraqi market for securities during the study period (2009 - 2013), and the study focused on the effect of month of the year and the impact of a quarter of the year and the effect size. The study data to the banking sector index of the Iraqi market for securities, where the study examined the nineteen banks shares of banks listed on the market.Before going to apply the study of market anomalies have been identified at the level of efficiency of the market for securities Iraq study, where they were determining the level of efficiency of the Iraqi market for securities entirely during the study period and for an extended time to five years.The test used in the study hypotheses and parametric statistical methods and non - parametric regression analysis, and the imposition of the president is "not the existence of anomalies in the Iraqi market for securities. The study is the overall market is Iraq does not have the competence according to the weak form of market efficiency, and the results showed as well as the lack of effect of month of the year, and the lack of impact of a quarter of the year, and the lack of effect size and in the time frame of the study period, according to the statistical methods used.
