A suggested model for explaining investors behaviours in Egyptian stock exchange market : (Record no. 50532)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02708cam a2200337 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EG-GiCUC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250223031217.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 150420s2014 ua 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.2014.Sa.S |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Sarah Sobhy Mohamed Hassan |
| 245 12 - TITLE STATEMENT | |
| Title | A suggested model for explaining investors behaviours in Egyptian stock exchange market : |
| Remainder of title | Behavioral approach / |
| Statement of responsibility, etc. | Sarah Sobhy Mohamed Hassan ; Supervised Yousri Khalefa , David MacMillan |
| 246 15 - VARYING FORM OF TITLE | |
| Title proper/short title | نموذج مقترح لتفسير سلوك المستثمرين فى بورصة الأوراق المالية المصرية : |
| Remainder of title | مدخل سلوكى |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cairo : |
| Name of publisher, distributor, etc. | Sarah Sobhy Mohamed Hassan , |
| Date of publication, distribution, etc. | 2014 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 143 Leaves ; |
| Dimensions | 25cm |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (Ph.D.) - Cairo University - Faculty of Commerce - Department of Business Administration |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | A large number of empirical research over the past three decades have discovered that firm's expected return can be discernable form it's past stock price performance. In the current research, Firstly, I investigate the existence of two important phenomenon overreaction and under reaction phenomena, and whether these phenomena are accompanied with two main behavioural biases conservatism and representativeness biases. Trends and consistency have been used as proxies for conservatism and representativeness phenomena in Egyptian stock market over the period extended from 2000 - 2013. Secondly, extrapolative expectation model has been suggested as a suitable model for describing investors expectations in the real world. Using autoregressive model, certain steps have been followed to describe investors behaviours in Egyptian stock exchange market. It has been shown that there is positive autocorrelation in stock returns over a short horizon period (3 months - one year). However, over a long horizon period (3 years) reversal pattern is the most common pattern in the market. Portfolio analysis confirms the same results momentum portfolio yields positive returns over short period and negative returns over long period. On the other hand, it concludes that autoregressive model has the ability to describe data generating process of stock returns more than the traditional asset pricing models |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
| Additional physical form available note | Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Momentum pattern |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Overreaction |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Reversal pattern |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | David MacMillan , |
| Relator term | |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Yousri Khalefa , |
| 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 | Nazla |
| Reviser | Revisor |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Samia |
| Reviser | Cataloger |
| 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.2014.Sa.S | 01010110065230000 | 22.09.2023 | Thesis | ||
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | مخـــزن الرســائل الجـــامعية - البدروم | 11.02.2024 | Cai01.05.01.Ph.D.2014.Sa.S | 01020110065230000 | 22.09.2023 | CD - Rom | 65230.CD |