Search Results - subject:"TASI"

Did you mean: subject:"task" (924 results)

Dynamic linkages among Saudi market sectors indices

Altahtamouni, Farouq; Masfer, Hajar; Alyousef, Shikhah - In: Economies 10 (2022) 1, pp. 1-11

This study aims to test the causal relationship between Saudi stock market index (TASI) and sectoral indices throughout … relationships between TASI and sectoral indices, and that TASI effectively mirrors all the changes that occur in the Saudi stock …

Persistent link: https://www.econbiz.de/10013199959

Dynamic linkages among Saudi market sectors indices

Altahtamouni, Farouq; Masfer, Hajar; Alyousef, Shikhah - In: Economies : open access journal 10 (2022) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10012800639

Can international market indices estimate tasi's movements? The ARIMA model

Assous, Hamzeh F.; Al-Rousan, Nadia; Al-Najjar, Dania; … - In: Journal of Open Innovation: Technology, Market, and … 6 (2020) 2, pp. 1-17

(TADAWUL) index (TASI) movement. To investigate the relationship between TASI and other variables, six equations were built … using two independent variables of time and international index, while TASI was the dependent variable. Linear, logarithmic … power equation is the best equation for forecasting the TASI index with a low error rate and high determination coefficient …

Persistent link: https://www.econbiz.de/10012620348

Can international market indices estimate tasi's movements? : the ARIMA model

Assous, Hamzeh F.; Al-Rousan, Nadia; Al-Najjar, Dania; … - In: Journal of open innovation : technology, market, and … 6 (2020) 2/27, pp. 1-17

Persistent link: https://www.econbiz.de/10012231615

Examining Linkages between Saudi Stock Market (TASI) and Selected Stock Markets Indices

Rehman, Mohammed Ziaur; Hazazi, Musa Ahmed - In: International Journal of Financial Research 5 (2014) 4, pp. 196-209

This study makes an endeavor to examine the existence of linkages between Saudi Stock Market Index (TASI) and the …, Johansen Co-integration, and Pairwise Causality tests. The results have demonstrated that volatility of TASI returns have … findings of the study shall sanguinely carve a niche on the literature domain of Saudi Stock Market Index (TASI). …

Persistent link: https://www.econbiz.de/10011267604

A Study of the Effect of Macroeconomic Variables on Stock Market: Saudi Perspective

Samontaray, Durga Prasad; Nugali, Sultan; Sasidhar, Bokkasam - In: International Journal of Financial Research 5 (2014) 4, pp. 120-127

As we know investment in the Saudi stock market (TASI) is gaining popularity particularly since 2001 (Report of … important factors influencing the returns in the Saudi Stock Exchange (TASI) based on the macroeconomic variables of Saudi … Economy. The dependent variable taken here is the Saudi index that is TADAWUL All Stock Index (TASI) and the three independent …

Persistent link: https://www.econbiz.de/10011267690

Test of Clustering Volatility of TASI index using Rolling Autocorrelation

Ghassan, Hassan B.; Alhajhoj, Hassan R. - Volkswirtschaftliche Fakultät, … - 2013

Capital market liberalization allows the access of foreign investors to Saudi stock market especially since 2005. The test of adaptation to the market volatility exhibits the existence of the volatility clustering in the daily return and volume of traded shares. This finding is corroborated by...

Persistent link: https://www.econbiz.de/10011112173

Effect of Capital Market Liberalization on Volatility of TASI

Ghassan, Hassan B.; Alhajhoj, Hassan R. - Volkswirtschaftliche Fakultät, … - 2012

reduce the return volatility of TASI. From the EGARCH-M models, it is reflected through the leverage effect that negative …

Persistent link: https://www.econbiz.de/10011112389