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Robust examination of political structural breaks and abnormal stock returns in Egypt
Eldomiaty, Tarek Ibrahim; Anwar, Marwa; Magdy, Nebal; … - In: Future Business Journal 6 (2020) 22, pp. 1-9
Purpose: This paper uses the event study methodology to analyze the impact of unexpected political event on stocks abnormal returns. The objective is twofold. The first is to reach robust estimates of stocks abnormal returns. The second is to reach robust estimates of the effects of unexpected...
Persistent link: https://www.econbiz.de/10012308312
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The associations between stock prices, inflation rates, interest rates are still persistent : empirical evidence from stock duration model
Eldomiaty, Tarek Ibrahim; Saeed, Yasmeen; Hammam, Rasha; … - In: Journal of economics, finance & administrative science 25 (2020) 49, pp. 149-161
Purpose - This paper aims to examine the effect of both inflation rate and interest rate on stock prices using quarterly data on non-financial firms listed in DJIA30 and NASDAQ100 for the period 1999-2016. The stock duration model is used to measure the sensitivity in variations in inflation...
Persistent link: https://www.econbiz.de/10012260161
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An empirical assessment of the reality of pecking order theory
Eldomiaty, Tarek Ibrahim; Azzam, Islam; El Din, Mohamed … - In: Research in finance 33 (2018), pp. 43-73
Persistent link: https://www.econbiz.de/10012227932
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The associations between stock prices, inflation rates, interest rates are still persistent: Empirical evidence from stock duration model
Eldomiaty, Tarek Ibrahim; Saeed, Yasmeen; Hammam, Rasha; … - In: Journal of Economics, Finance and Administrative Science 25 (2020) 49, pp. 149-161
Purpose - This paper aims to examine the effect of both inflation rate and interest rate on stock prices using quarterly data on non-financial firms listed in DJIA30 and NASDAQ100 for the period 1999-2016. The stock duration model is used to measure the sensitivity in variations in inflation...
Persistent link: https://www.econbiz.de/10013192174
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Robust examination of political structural breaks and abnormal stock returns in Egypt
Eldomiaty, Tarek Ibrahim; Anwar, Marwa; Magdy, Nebal; … - In: Future Business Journal 6 (2020) 1, pp. 1-9
Purpose: This paper uses the event study methodology to analyze the impact of unexpected political event on stocks abnormal returns. The objective is twofold. The first is to reach robust estimates of stocks abnormal returns. The second is to reach robust estimates of the effects of unexpected...
Persistent link: https://www.econbiz.de/10012664320