Testing Strong Form Market Efficiency of Jordanian Capital Market: Performance Appraisal of Mutual Funds a comparable study case with Saudi Arabia
This paper analyses the strong-form efficiency of the capital market in Jordan by evaluating the performance of mutual funds over the period from 2011 to 2016, and compare it with the situation in Saudi Arabia using the Jensen modelling techniques. These tests were applied on monthly data. Results f...
Main Author: | Mazen Bustanji |
---|---|
Format: | Article |
Language: | English |
Published: |
University of Miskolc
2020-12-01
|
Series: | Theory, Methodology, Practice |
Subjects: | |
Online Access: | https://doi.org/10.18096/TMP.2020.02.01 |
Similar Items
-
Testing Strong Form Market Efficiency of Jordanian Capital Market: Performance Appraisal of Mutual Funds a comparable study case with Saudi Arabia
by: Mazen Bustanji
Published: (2020-12-01) -
The effect of corporate governance characteristics on the performance of Jordanian banks
by: Lina Warrad, et al.
Published: (2020-01-01) -
Jensen–Steffensen inequality for strongly convex functions
by: M. Klaričić Bakula
Published: (2018-11-01) -
Market Efficiency and Performance of Multimarket Funds
by: Rodrigo Fernandes Malaquias, et al.
Published: (2013-03-01) -
Is the Economic andTesting the Efficient Markets Hypothesis on the Romanian Capital Market
by: Dragoș Mînjină, et al.
Published: (2013-11-01)