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Ahmed, Ahmed
- Monthly Patterns in Egyptian Stock Market
Abstract Views :250 |
PDF Views:0
Authors
Ahmed Ahmed
1,
Sohair Ahmed
2
Affiliations
1 Institute of Statistical Studies and Research, Cairo University, EG
2 Al-Azhar University, EG
1 Institute of Statistical Studies and Research, Cairo University, EG
2 Al-Azhar University, EG
Source
International Journal of Financial Management, Vol 6, No 4 (2016), Pagination: 17-24Abstract
In this paper, monthly effect in Egyptian stock market is investigated for the period January 2007 to July 2015. After examining the random walk hypothesis of the return series, a Seasonal Autoregressive Moving Average (SARMA) model is specified to test the monthly effect in Egyptian Stock market. The results of the study imply that the banking sector of stock market is informationally efficient and does not confirm to the existence of seasonality in stock returns.Keywords
Stationarity, Weak Efficient Market Hypothesis, Seasonality, Time Series.References
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- Al-Kulaib, Y. A. (2005). Overreaction, Seasonality and Relationship among Middle East and North Africa National stock Markets. Unpublished (PhD. thesis) Old Dominion University- Business Administration - finance.
- Caporale, G. M., & Gil-Alana, L. A. (2000). Fractional integration and mean reversion in stock market. UEL, department of economics, working paper No.25.
- Chakraborty, M. (2006). On the validity of random walk hypothesis in Colombo Stock Exchange, Sri Lanka. Decision, 33(1), 135-162.
- Choi, H.-S. (2008). Three essays on stock market seasonality. Unpublished Ph.D. thesis, Georgia institute of technology- college of management.
- Montgomery, D. C., Jennings, C. L., & Kulahci, M. (2008). Introduction to time series analysis and forecasting. Wiley Intersecience.
- Elmancy, A. E. (2003). Time series analysis of stock market in Egypt. Unpublished Master thesis, institute of statistical studies and research - Cairo University.
- Gao, L., & Kling, G. (2005). Calendar effects in Chinese stock market. Annals of Economics and Finance, 6, 75-88.
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- Law, C.-K. (1982). A test of the efficient market hypothesis with respect to the recent behavior of the Hong Kong stock market. The Development Economies, 20, 61-70.
- Ray, S. (2012). Investigating seasonal behavior in the monthly stock returns: Evidence from BSE Sensex of India. Advances in Asian Social Science, 2(4), 560-569.
- Reilly, F. K., & Brown, K. C. (2012). Analysis of investments & management of portfolios (10th ed.). South-Western.
- Sriram, M., & Renukadevi, P. (2013). Seasonality in the returns: A study of BSE Sensex. International Journal of Financial Management, 3, 61-69.
- Van Der Sar, N. L. (2003). Calendar effects on the Amsterdam stock exchange. De Economist, 151, 271-292.
- University Buses Routing and Tracking System
Abstract Views :380 |
PDF Views:215
Authors
Affiliations
1 Department of Computer Systems, Zagazig University, Zagazig, EG
2 Department of Computer Engineering, Taibahu University, Almadina, SA
1 Department of Computer Systems, Zagazig University, Zagazig, EG
2 Department of Computer Engineering, Taibahu University, Almadina, SA
Source
AIRCC's International Journal of Computer Science and Information Technology, Vol 9, No 1 (2017), Pagination: 95-104Abstract
This paper proposes development of an android app to improve the transportation services for bus rental companies that lift Taibah University students. It intends to reduce the waiting time for bus students, thereby to stimulate sharing of updated information between the bus drivers and students. The application can run only on android devices. It would inform the students about the exact time of arrival and departure of buses on route. This proposed app would specifically be used by students and drivers of Taibah University. Any change in the scheduled movement of the buses would be updated in the software. Regular alerts would be sent in case of delays or cancelation of buses. Bus locations and routes are shown on dynamic maps using Google maps. The application is designed and tested where the users assured that the application gives the real time service and it is very helpful for them.Keywords
Bus Routing, Bus Tracking, Google Maps, GIS.References
- Nouf, M. S. & Abdul Khader, J. S.,(2015) Smart Transportation Application using Global Positioning System", (IJACSA) International Journal of Advanced Computer Science and Applications, vol. 6, no.6.
- Tyler, I.,(2012) "Versatrans My Stop Mopile Application", Tyler Technologies.
- Kannaki, V. A.& Vijayalashmy, N. & Yamuna, V. &Rupavani, G.&Jeyalakshmy,(2014) " G.: GNSS Based Bus Monitoring And Sending SMS To The Passengers", International Journal of Innovative Research in Computer and Communication Engineering, vol. 2, no. 1.
- Priya, B.,(2015) "A Mobile Application for Tracking College Bus Using Google Map", International Journal Computer Science and Engeneering Communications, vol. 3, no. 3, pp. 1057-1061.
- Ahlam, M. A.,(2016) "Taibah Track Bus Mobile Application", Taibah University, Almadinah Almunawarra, Saudia.