Postgraduate Theses & Dissertations
Permanent URI for this collectionhttps://hdl.handle.net/20.500.14154/68006
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Item Restricted Factors Influencing Individual Investor Behavior: An Empirical study of Saudi Stock Market(Saudi Digital Library, 2018) Alharbi, Zainab Nasser; Khawaja, muhammad JunaidWhile the traditional theory of finance assumes the rationality of an individual investor, the emerging field of behavioral finance explores the psychological and sociological factors and biases that influence the investment decision-making process of investors. This study investigates the behavior of Individual Investor in Saudi Stock Market by taking 31 variables fall under 5 factors, moreover the demographic variables. The primary data has been collected from 125 respondents through a questionnaire distributed randomly. These data were analyzed by descriptive analysis, correlation analysis, factor analysis, reliability and multiple regression analysis. The results indicate that the factors of past performance of the stocks, financial statements, firm status in industry, the reputation of the firm, and Expected corporate earnings have significant influence on the investors, therefore, the factors of the image that a certain company has built for itself over the years on the basis of its financial practices is a large influencer of investor decisions as compared to advocate recommendation factors. These factors were not significantly influenced by gender or age, however, were significantly influenced by Educational qualification, professional experience and investment volume13 0Item Restricted CAPITAL MARKET LIBERALIZATION: EFFECT OF FOREIGN INVESTORS ON STOCK MARKET PERFORMANCE(Saudi Digital Library, 2019) Almutiri, Abeer Faleh; Khawaja, Muhammad JunaidThis study aims to determine if a cause exists between foreign investors buy and sell and the Saudi stock market performance. The dependent variable is Saudi stock index represented by INDEX while the independent variables are buying for foreign investors, selling for foreign investors namely BUY and SELL. The research period starts from January 2008 to December 2018. Unit root tests with structural breaks based on ADF test and ZAUroot test, Co- integration analysis and Granger causality tests was used to test 4 hypotheses stating no effect on Saudi stock market of foreign buy and sell. Results indicate on the importance of foreign investors BUY and SELL to explain stock market movements. The study will guide Saudi policy makers, analysts, and financial institutions to benefit from the clear link between investors selling and buying and Saudi stock performance paving the way for Wise policies10 0Item Restricted The Effect of Macroeconomic Variables On the Saudi Stock Market(Saudi Digital Library, 2019) Aldukhail, Amani Mohammed; Khawaja, Muhammad JunaidThis study aimed at exploring the effect of macroeconomic variables on the activity of the Saudi stock market for the period 1997-2017. Macroeconomic variables were: GDP, interest rate on time deposits, inflation rate. The variables of the Saudi stock market activity were: stock price index, market value of shares, value of traded shares. To achieve this objective, the researcher used the ARDL model for the self regression of the lagged distributed time gaps. The most important results of the research are: The effect of macroeconomic variables on the performance indicators in the Saudi stock market is not important in the short term and is statistically significant in the long term according to the proposed models, so investors in this market can rely on macroeconomic variables in Predict the movement of the stock market and predict long-term profits and losses.24 0