Document Details

Document Type : Thesis 
Document Title :
The Impact of the Macro-economic variables on the indices of the Saudi stock market
تأثير المتغيرات الاقتصادية الكلية على مؤشرات سوق الأسهم السعودي
 
Document Language : Arabic 
Abstract : The main objective of this study is to determine the impacts of the Macro-economic variables on the indices of the Saudi stock market. To achieve the purpose of the study several econometric models have been built. These models were estimated using ordinary least squares (OLS). The results show that while the model of the main index is affected by the variables as a whole as measured by R² and F-test only the interest rate and the lagged variable have a significant rate according to t-test . For other indices the industrial and electricity indices are affected by the same way as the main index. The other three sectors namely banking ,services and a agricultural are not respond to the macro economics indicators . The reasons for that are might be the fact that the latter two are mainly speculative ones, while the banking sector has a very high concentrated ownership . 
Supervisor : AID ABDULALLH ALGIHNI 
Thesis Type : Master Thesis 
Publishing Year : 1431 AH
2010 AD 
Number Of Pages : 99 
Added Date : Sunday, November 10, 2013 

Researchers

Researcher Name (Arabic)Researcher Name (English)Researcher TypeDr GradeEmail
ريم عبدالمحسن القحطانيALGAHTANI, REEM AbdulmohsenInvestigatorMaster 

Files

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 36261.pdf pdf 

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