Browsing Accounting & Finance by Author "Wilson, EJ"

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Structural Changes in the Middle East Stock Markets: The Case of Israel and Arab Countries

Marashdeh, Hazem; Wilson, EJ (University of Wollongong, 2005-09)

This paper tests for structural changes in the price indices of four stock markets in the Middle East region, namely, Egypt, Turkey Jordan, Morocco and Israel. The Innovational Outlier (IO) model and Additive Outlier ...