Investment Positions of Domestic and Foreign Institutions Reflections on Stock Exchange Parameters: Evidence from EGX

نوع المستند : المقالة الأصلية

المؤلف

Lecturer at Faculty of Commerce and Business Administration, Helwan University.

المستخلص

The study investigates the impact of the Institutional investors in parameters of stock exchange; but previous studies did not classify the institutional investor; it's taking transactions institutional investors as a block; the aims of the present study are analysis exchange return and transactions value under domestic and foreign institutional investors. The study analysis Egyptian exchange Parameters from January 2015 to February 2020. The study excluded the period after February 2020.  It's under the impact of the covid-19 pandemic. The study used ARMAX analysis through the time series; the study found an impact for each of the Investment Positions of Domestic and Foreign Institutions Reflections on Egyptian Exchange return; on another hand it isn't any impact from the Investment Positions of Domestic or Foreign Institutions Reflections on Egyptian Exchange transactions value.

الكلمات الرئيسية