{"id":"https://openalex.org/W2001496610","doi":"https://doi.org/10.2139/ssrn.880575","title":"The Egyptian Stock Market: Efficiency Tests and Volatility Effects","display_name":"The Egyptian Stock Market: Efficiency Tests and Volatility Effects","publication_year":1999,"publication_date":"1999-01-01","ids":{"openalex":"https://openalex.org/W2001496610","doi":"https://doi.org/10.2139/ssrn.880575","mag":"2001496610"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.880575","doi":"https://doi.org/10.2139/ssrn.880575","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.880575","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.880575","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5073756537","display_name":"Mauro Mecagni","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I1310145890","display_name":"International Monetary Fund","ror":"https://ror.org/05m4rmw09","country_code":"US","type":"other","lineage":["https://openalex.org/I1310145890"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Mauro Mecagni","raw_affiliation_strings":["International Monetary Fund (IMF), 700 19th Street NW, Washington, DC 20431, United States","International Monetary Fund (IMF)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"International Monetary Fund (IMF), 700 19th Street NW, Washington, DC 20431, United States","institution_ids":["https://openalex.org/I1310145890"]},{"raw_affiliation_string":"International Monetary Fund (IMF)","institution_ids":["https://openalex.org/I1310145890"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5012245814","display_name":"Maged S. Sourial","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4210150722","display_name":"Egyptian Government","ror":"https://ror.org/05csgyk98","country_code":"EG","type":"government","lineage":["https://openalex.org/I4210150722"]}],"countries":["EG"],"is_corresponding":false,"raw_author_name":"Maged S. Sourial","raw_affiliation_strings":["Egyptian Ministry of Foreign Trade, 2, Bahgat Ali St., Masry Towers, Zamalek, Cairo, Egypt","Egyptian Ministry of Foreign Trade"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Egyptian Ministry of Foreign Trade, 2, Bahgat Ali St., Masry Towers, Zamalek, Cairo, Egypt","institution_ids":[]},{"raw_affiliation_string":"Egyptian Ministry of Foreign Trade","institution_ids":["https://openalex.org/I4210150722"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5073756537"],"corresponding_institution_ids":["https://openalex.org/I1310145890"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":53,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.5630000233650208,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.5630000233650208,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.4336000084877014,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.00139999995008111,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/egyptian-stock-market","display_name":"Egyptian stock market","score":0.9380000233650208},{"id":"https://openalex.org/keywords/market-efficiency","display_name":"market efficiency","score":0.9010000228881836},{"id":"https://openalex.org/keywords/efficient-market-hypothesis","display_name":"efficient market hypothesis","score":0.9829999804496765},{"id":"https://openalex.org/keywords/volatility-clustering","display_name":"volatility clustering","score":0.7789999842643738},{"id":"https://openalex.org/keywords/conditional-volatility","display_name":"conditional variance","score":0.7910000085830688},{"id":"https://openalex.org/keywords/risk-return-trade-off","display_name":"risk-return tradeoff","score":0.8230000138282776},{"id":"https://openalex.org/keywords/garch-m-model","display_name":"GARCH-M model","score":0.7300000190734863},{"id":"https://openalex.org/keywords/circuit-breakers","display_name":"circuit breakers","score":0.9120000004768372},{"id":"https://openalex.org/keywords/price-limits","display_name":"price limits","score":0.925000011920929},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.5099999904632568},{"id":"https://openalex.org/keywords/market-downturn","display_name":"market decline","score":0.6380000114440918}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6046686172485352},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4966283440589905},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.48229435086250305},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4812314510345459},{"id":"https://openalex.org/C2994019854","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Stock market volatility","level":4,"score":0.4523110091686249},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4133619964122772},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.39909422397613525},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3639817237854004},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.08397302031517029},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.2139/ssrn.880575","doi":"https://doi.org/10.2139/ssrn.880575","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.880575","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},{"id":"mag:3122319721","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:imf:imfwpa:99/48","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"pmh:oai:RePEc:imf:imfwpa:99/48","doi":null,"is_oa":false,"landing_page_url":"http://www.imf.org/external/pubs/cat/longres.aspx?sk=2939","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:aleph.bib-bvb.de:BVB01-033729638","doi":null,"is_oa":false,"landing_page_url":"http://elibrary.imf.org/view/IMF001/06935-9781451846720/06935-9781451846720/06935-9781451846720.xml","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"}],"best_oa_location":{"id":"doi:10.2139/ssrn.880575","doi":"https://doi.org/10.2139/ssrn.880575","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.880575","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W3121383248","https://openalex.org/W2075208471","https://openalex.org/W2266836154","https://openalex.org/W1938004944","https://openalex.org/W3203307584","https://openalex.org/W4391278384","https://openalex.org/W7215220323","https://openalex.org/W3123119192","https://openalex.org/W4206284544","https://openalex.org/W7162811415"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":7},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":6}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}