Investigation of the relationship between trading volume, volatility and indices returns : (Record no. 74314)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02592cam a2200313 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EG-GiCUC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250223032412.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 191007s2019 ua d f m 000 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | EG-GiCUC |
| Language of cataloging | eng |
| Transcribing agency | EG-GiCUC |
| 041 0# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | Deposite |
| 097 ## - Thesis Degree | |
| Thesis Level | Ph.D |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | Cai01.05.01.Ph.D.2019.Ha.I |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Haytham Abdelaziz Hussein Elkabbani |
| 245 10 - TITLE STATEMENT | |
| Title | Investigation of the relationship between trading volume, volatility and indices returns : |
| Remainder of title | Evidence from MENA region countries / |
| Statement of responsibility, etc. | Haytham Abdelaziz Hussein Elkabbani ; Supervised Osama Abdelkhalek Elansary |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cairo : |
| Name of publisher, distributor, etc. | Haytham Abdelaziz Hussein Elkabbani , |
| Date of publication, distribution, etc. | 2019 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 82 Leaves : |
| Other physical details | charts ; |
| Dimensions | 30cm |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (Ph.D.) - Cairo University - Faculty of Commerce - Department of Business Administration |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Purpose: This research intends to study the relationship between the volume of trading, volatility and stocks returns using GARCH (1,1) model and casualty tests in the MENA region countries. The researcher uses LN volume as measurement for the trading volume and to measure the volatility the standard deviation is being employed. Data sample consists of the stock market indices for 11 countries located in MENA region, namely, Dubai, Egypt, Saudi Arabia, Bahrain, Israel, Jordon, Kuwait, Abu Dhabi, Oman, Lebanon and Qatar. Design/methodology/approach: Time series analysis for the period from November 24, 2008 to August 30, 2016 on a daily basis is being investigated for the analysis of trading volume and indices returns relationship, while analysis of the relationship between volatility and indices returns used in the research spans from January, 2009 and August, 2016. The researcher analyzes each country, as well as overall performance for the whole MENA region to reach the conclusion of the relationship between the trading volume and volatility as independent variable and indices returns as a dependent variable. The researcher extracts data on a daily basis to measure the relationship between trading volume and indices return, meanwhile calculated the volatility on a monthly basis due to data availability. Reuter{u2019}s data base had been utilized to extract the information in relation with the data of the research |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
| Additional physical form available note | Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Granger Causality |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | MENA region |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Trading volume |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Osama Abdelkhalek Elansary , |
| Relator term | |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://172.23.153.220/th.pdf">http://172.23.153.220/th.pdf</a> |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Asmaa |
| Reviser | Cataloger |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Nazla |
| Reviser | Revisor |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Thesis |
| Source of classification or shelving scheme | Not for loan | Home library | Current library | Date acquired | Full call number | Barcode | Date last seen | Koha item type | Copy number |
|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | قاعة الرسائل الجامعية - الدور الاول | 11.02.2024 | Cai01.05.01.Ph.D.2019.Ha.I | 01010110079274000 | 22.09.2023 | Thesis | ||
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | مخـــزن الرســائل الجـــامعية - البدروم | 11.02.2024 | Cai01.05.01.Ph.D.2019.Ha.I | 01020110079274000 | 22.09.2023 | CD - Rom | 79274.CD |