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Two Essays On The Effect Of Macroeconomic News On The Stock Market, Ajay Kongera
Two Essays On The Effect Of Macroeconomic News On The Stock Market, Ajay Kongera
Theses and Dissertations in Business Administration
This dissertation uses macroeconomic variables. In the first essay I use macroeconomic variables to determine if these variables affect the market's returns and volatilities, and in the second essay I examine whether the 11-month returns can be explained by these variables.
Using macroeconomic variables and forecasts of these variables on a quarterly basis from the Survey of Professional Forecasters, I first develop macroeconomic surprise variables. The macroeconomic surprise variables are then modified by dispersion of forecasts to adjust for surprises from uncertainty. Dispersion adjusted forecast surprises have not been used extensively in the literature. I also use a monetary shock …
Overreaction, Seasonality And Relationship Among Middle East And North Africa National Stock Markets, Yaser A. Al-Kulaib
Overreaction, Seasonality And Relationship Among Middle East And North Africa National Stock Markets, Yaser A. Al-Kulaib
Theses and Dissertations in Business Administration
This dissertation examines overreaction, seasonality, and relationship among Middle East and North Africa (MENA) stock markets. The dissertation is organized in five chapters. The first chapter is introduction to the dissertation and its importance. The second chapter will discuss the MENA capital market developments in the last few years, examine the human and economic development for countries in MENA, and try to find similarities and differences between them. Then the discussion will shift to an overview of the GCC, Levant, and NA regions. Finally, there will be a discussion about economic reform and development in MENA capital markets.
Then, the …