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Casablanca Stock Exchange A new horizon for international

Title: Casablanca Stock Exchange A new horizon for international investors Author: ELMAHDAOUI Hiba Created Date: 4/4/2016 9:08:40 AM



A Comprehensive Value At Risk Approach to Measuring Equity

are presented for the Casablanca Stock Exchange (CSE) To this end, some case studies are accomplished with the intent of creating a realistic framework of equity trading risk measurement and control reports Keywords: emerging markets, financial engineering, financial risk management,



Stock (mis)pricing and Investment Dynamics in Africa

In this regard, this paper focuses on four African Exchanges – Johannesburg Stock Exchange (JSE), Nigerian Stock Exchange (NSE), Egyptian Stock Exchange (ESE) and Casablanca Stock Exchange (CSE) The results confirm findings of earlier studies that mispricing is influenced by stock liquidity and volatility



The Use of Markov Chains in Forecasting Liquidity in the

Casablanca stock exchange as well as to the stock market as a whole Then a relative duration will be calculated in order to know how liquid are these companies compared to the market The relative durations will then be classified into ranges so that we can get a state of liquidity for each stock that moves over time



Estimation of Default Probabilities: Application of the

risk of companies listed on the stock exchange of Casablanca (BVC) In order to achieve our objectives, we have formulated two (2) hypotheses: Hypothesis 1: The market value of companies listed on the BVC is negatively correlated with the probability of default; Hypothesis 2: The business sector is a level risk determining factor



Stock (Mis) Pricing and Diversification in Africa: Evidence

Johannesburg Stock Exchange (JSE), Nigerian Stock Exchange (NSE), Egyptian Stock Exchange (ESE), and Casablanca Stock Exchange (CSE) The paper is in five sections The first is introductory; the second reviews relevant literature; the third provides the methodology and data requirements while estimation results,



IS SOCIALLY RESPONSIBLE INVESTMENT (SRI) A VALUE-CREATING OR

Casablanca Stock Exchange website (www casablanca-bourse com) I will work over a period of 3 years from 2016 to 2018 The turnover values of all the companies in our sample during the study period will be aggregated into intervals of equally weighted amplitudes Each interval will present a portfolio of shares characterized by a turnover



Unobserved structural shifts and asymmetries in the random

hypothesis (EMH) for 8 African Frontier markets (Nairobi Securities Exchange of Kenya, the Nigerian Stock Exchange of Nigeria, Botswana Stock Exchange of Botswana, Zimbabwe Stock Exchange of Zimbabwe, Johannesburg Stock Exchange of South Africa, Egyptian Exchange of Egypt, Casablanca Stock Exchange of Morocco, the Tunis Stock Exchange of Tunisia)



Munich Personal RePEc Archive - COnnecting REpositories

Market Microstructure, ARCH Models, VaR, Time-Varying Volatility, Forecasting Volatility, Casablanca Stock Exchange JEL-Classification G14, G18, C22, C52, C53 1 Introduction Volatility measures the amplitude of variations in the assets, the derivative securities and commodities and in the financial market indexes

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