Finance and Financial Management Commons^™

Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification, Sarah Youssef

Theses and Dissertations

Stock market manipulation detection is important for both investors and regulators. Being able to detect stock manipulation and preventing it gives investors the confidence in the market fairness and integrity. It also helps maintaining liquidity of the stocks and market efficiency. Implementing data mining algorithms in manipulation detection is a relatively recent technique but in the past few years there has been an increasing interest in it's applications in this domain. The benefit of monitoring manipulative trade behavior is that it can be implemented on live feed of stock data, which saves a lot of time in detecting stock price …

An Intelligent Market Cycle Detection System, Michael Azer

Theses and Dissertations

The detection of stock market cycles has attracted the attention of finance scholars and market practitioners. Accurately identifying the direction of a market can significantly increase the returns of investors. Despite this importance, conventional methodologies in the literature have predominantly attempted to evaluate the effect of subsets of factors as precedents to stock market cycles and with little agreement on what constitutes critical factors. There seems to be a lack in the literature for a comprehensive study that examines a multitude of factors at the same time on the S&P500 as the laboratory. Factors are categorized into: political events, economic …

Stock Prediction Using Natural Language Processing Sentiment Analysis On News Headlines During Covid-19, Mina Ibrahim

Theses and Dissertations

Stock prediction based on NLP sentiment analysis is one of the most researched topics due to the revenues they generate for investors. Researchers have used various tools to achieve this, especially fundamental and technical analysis based on historical data helped to achieve this target. Due to the technological advancement and abundance of data, the introduction of machine learning tools accelerated that approach. However, as the public mood affects the stock market, the need for another analysis emerged. Natural language processing sentiment analysis on data from various sources was able to capture public events and moods. NLP is one of the …

Stock Markets Performance During A Pandemic: How Contagious Is Covid-19?, Yara Abushahba

Theses and Dissertations

Background and Motivation: The coronavirus (“COVID-19”) pandemic, the subsequent policies and lockdowns have unarguably led to an unprecedented fluid circumstance worldwide. The panic and fluctuations in the stock markets were unparalleled. It is inarguable that real-time availability of news and social media platforms like Twitter played a vital role in driving the investors’ sentiment during such global shock.

Purpose:The purpose of this thesis is to study how the investor sentiment in relation to COVID-19 pandemic influenced stock markets globally and how stock markets globally are integrated and contagious. We analyze COVID-19 sentiment through the Twitter posts and investigate its …

The Impact Of The Capital Market, The Insurance Sector And The Mortgage Finance Sector On Economic Growth In Egypt, 2005-2019, Hana Anis

Theses and Dissertations

This thesis aims to explore the relationship between financial markets and economic growth in Egypt for the 15 years period, starting from 2005 to 2019. The study concentrates on the non-banking financial sector which includes the stock market, the debt market, the mortgage and the insurance sectors. The Vector Autoregressive (VAR) model is utilized to describe the relationship between GDP growth rate, as a proxy for economic growth, and a number of variables from the financial sector. Results of the analysis show that there is a significant relationship and statistical causality between the growth rate and the debt market, represented …

Ai Stock-Screening Methodology For Portfolio Construction, Omar Ahmed Khater

Theses and Dissertations

Selecting profitable stocks is crucial in constructing an all-equity portfolio. Investors need to rely on screening mechanisms to aid investment decision making. New stock selection methods are highly desired, and existing methods are constantly improved. In this research, we investigate the potential of relying on artificial intelligence to guide the stock selection process. The developed model employed genetic algorithms to optimize the selection of screening rules from among a set of widely accepted fundamental indicators. The model robustness and performance are tested using stock market real data over a 14-year period from 2006 till 2019. Based on portfolio quality factors …

Performance Of Islamic Stocks Versus Conventional Stocks During Crisis And Non Crisis Period: Evidence From Mena Region., Eshraq Abou El Enein

Theses and Dissertations

The purpose of this thesis is to examine the performance of both Islamic and conventional stocks, and to investigate whether the Islamic filtering criteria acts as a shield of protection for investors during crisis or not, based on a panel sample of 12 countries in the MENA region covering 10 different sectors from 1998-2018. Using panel fixed effect regression. We divided out sample into three periods; 1998-2006 pre-crisis period, 2007-2008 crisis period and 2009-2018 post crisis period. Our main finding is that the filtering criteria has a positive relation with the returns significant for the post crisis period and positive …

Preferences Of Institutional Investors: Evidence From The Arab Region, Mohamed Ahmed Magdy Elsayed

Theses and Dissertations

In this research, we examine the preferences of institutional investors in the Arab region. Institutional investors’ investment decisions are based on various factors or measures that are used in assessing the worthiness of a company for investment. The research uses measures for stock risk and return, financial leverage, profitability, ownership concentration and trading activity, as well as measures for company size, value, sector, and country as predictor variables for the rate of institutional ownership and analyzes the impact of these variables. Using a cross-sectional model, the research gathers evidence from the Arab region’s leading stock markets by market capitalization for …

Political Risk Effect On Financial Market Returns; Between Magnification And Neglection: Evidence From Egyptian Stock Market, Salma Mohamed Alaaeldin

Theses and Dissertations

There is extensive debate on whether political risk is an important factor that influences financial markets and investment decision, especially in developing economies. The main aim of this thesis is to analyze the effect of political risk on stock market returns while controlling for financial risk, economic risk, interest rates and foreign exchange rates. The main methodology involves estimating the model using a regime switching model to account for changes in volatility. The sample period starts from January 2007 to August 2017. The data includes: EGX30 returns over the period, Political risk as proxied by International Country Risk Guide (ICRG) …

Repayment Determinants For Egyptian Microfinance Institutions, Reem Nabil Hashad

Theses and Dissertations

Finance is one of the core development axes and is the basis for job creation, income, poverty reduction and economic growth. Financial resources in Egypt are both idle and misallocated. Access to finance is a major constraint especially to the poor stratum of the Egyptian society. Microfinance is one of the means through which the poor can gain access to finance. However, Egyptian microfinance institutions (MFIs) are inefficient and are unable to supply 90% of the demand for microcredit. This research focuses on how the supply-demand gap of microcredit in Egypt can be reduced. Hence this paper examines what are …

Pre-Requisites Of Political Decentralization In Egypt: Case Studies Of Local Popular And Executive Councils In The Villages Of Shubra Babel (Al-Gharbeya Governorate) And Al-Mahamid (Qena Governorate), Omar Ahmed Fouad Abdalla

Archived Theses and Dissertations

No abstract provided.

Islamic Finance : A Study Of Malaysian Banks From 1999-2005, Tamer Elgindi

Archived Theses and Dissertations

Islamic finance has been developing rapidly in the last forty years with Islamic financial institutions expanding at enormous rates all over the world. Islamic finance offers both an equity based system dependent on profit-and-loss sharing modes along with other debt-based instruments that facilitate trade. Comparison between the performance of Islamic banks and conventional banks has been under study for several years with some studies suggesting that Islamic banks were able to outperform conventional banks in certain areas, other studies suggest the opposite. This study focuses on eight banks in Malaysia that are incorporated under the Islamic Banking Scheme and offer …

Streamlining The Regulatory Procedures For Small And Medium Enterprises, Manal Hussein

Archived Theses and Dissertations

No abstract provided.

A Comparative Study Of Job Satisfaction In Two Egyptian Hotels, Amany Ibrahim Shahin

Archived Theses and Dissertations

No abstract provided.

Administrative Problems In The Implementation Of The Privatization Program In Egypt, Ayman Dahroug

Archived Theses and Dissertations

No abstract provided.

Enhancement Of An Organization's Capacity To Carry Out Certain Functions On A Self-Sustainable Basis, Michael Abat Elikana

Archived Theses and Dissertations

No abstract provided.

Models Of Inflation & The Costs Of Disinflation, Ahmed Gad Kamaly

Archived Theses and Dissertations

No abstract provided.

Analyzing Growth Of Egyptian Industry With Endogenous Technological Change, Nihal Magdy El Megharbel

Archived Theses and Dissertations

No abstract provided.

Financial And Economic Viability Of The Projects Established Under The Egyptian Investment Law No. 230 Of 1989, Karim Badr El Din Attia Hassanein

Archived Theses and Dissertations

No abstract provided.

The Role Of Informal Sector In Development, Jago Arop Yor

Archived Theses and Dissertations

No abstract provided.

The Management Of Development, Abukar Mohamud Ga'al

Archived Theses and Dissertations

No abstract provided.

Decentralization Of Development Administration In Africa, Paul Loku Agani

Archived Theses and Dissertations

No abstract provided.

Interorganizational Relations, Nadra Garas

Archived Theses and Dissertations

No abstract provided.

Factors Affecting Commitment Among Graduate Nurses In Cairo, Cheherezade Ghazi

Archived Theses and Dissertations

No abstract provided.

An Empirical Investigation Of Middle Management Training Programs Of The Petroleum Sector In Egypt, Ahmed Ibrahim Hamed

Archived Theses and Dissertations

No abstract provided.

The Administration Of Egypt's Food Subsidy Program And Policy Implications, Osama Hamid El-Keshky

Archived Theses and Dissertations

No abstract provided.

Women In Management: The Experience Of Women'a Banks In Saudi Arabia, Rawia Rasheed Sonbol

Archived Theses and Dissertations

No abstract provided.

Tourism In Alexandria: Problems And Potentials, Tarek Ahmed Elguindy

Archived Theses and Dissertations

No abstract provided.

The Role Of The Central Agency For Organization And Administration In Training Senior Administrators, Omayma Kamal El Dean Mohammed El Shaaer

Archived Theses and Dissertations

No abstract provided.

Concept And Practice Of Integrated Rural Development, Noha Abdel Khalek Allam

Archived Theses and Dissertations

No abstract provided.