In this paper, we analyze the directional stock price and the index movements over a time series of one week to one month over a lag period data of six months. We attempt to study the asynchronous volatile index movements with the help of statistical methods employing non-parametric as well a...

Although many papers have examined the Saudi stock market, to date none have explored the influence of religiosity on the behavior of stock prices, taking into account the dominance of individual investors. These characteristics distinguish the Saudi stock market from other mature and immature...

The goal of this study is to test the validity of the prospect theory in the Borsa Istanbul (BIST) over the sample period September 2009 to December 2019. The prospect theory values of the stocks are generated from their historical return distributions following the method by Barberis et al....

This paper adopts the fractal analysis approach, specifically a Hurst exponent index in portfolio optimization at the Damascus Securities Exchange (DSE). We construct three portfolios based on the Hurst index from stocks listed on the DSE during the period between 2019 and 2021 and find that...

This study conducted on HOSE-listed companies for the period 2016-2020 examines the influence of chief executive officer (CEO) attributes on company performance. The System GMM methodology is applied to estimate and test dynamic panel data models. We investigate a fairly large number of CEO...