The Jordanian Stock Market-Should You Invest in It for Risk Diversification or Performance? /

We analyze the performance of the Amman Stock Exchange (ASE) and its integration with other markets. Using cointegration techniques, we find that the ASE and other Arab stock markets are cointegrated, which implies little long-run risk diversification. However, there is no cointegrating relationship...

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מידע ביבליוגרפי
מחבר ראשי: Petri, Martin
מחברים אחרים: Saadi-Sedik, Tahsin
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2006.
סדרה:IMF Working Papers; Working Paper ; No. 2006/187
גישה מקוונת:Full text available on IMF
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100 1 |a Petri, Martin. 
245 1 4 |a The Jordanian Stock Market-Should You Invest in It for Risk Diversification or Performance? /  |c Martin Petri, Tahsin Saadi-Sedik. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2006. 
300 |a 1 online resource (38 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a We analyze the performance of the Amman Stock Exchange (ASE) and its integration with other markets. Using cointegration techniques, we find that the ASE and other Arab stock markets are cointegrated, which implies little long-run risk diversification. However, there is no cointegrating relationship between the ASE and other emerging or developed stock markets. Two of the main regional stock markets-Kuwait and Saudi Arabia-Grangercause the Jordanian stock market. The paper finds that there may have been some overvaluation at end-2005, but that the market correction in early 2006 and strong recent earnings growth have reduced overvaluation concerns. 
538 |a Mode of access: Internet 
700 1 |a Saadi-Sedik, Tahsin. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2006/187 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2006/187/001.2006.issue-187-en.xml  |z IMF e-Library