Logo image
Fractional integration in daily stock market indices at Jordan's Amman stock exchange
Journal article   Peer reviewed

Fractional integration in daily stock market indices at Jordan's Amman stock exchange

Mohammad Al-Shboul and Sajid Anwar
North American Journal of Economics and Finance, Vol.37, pp.16-37
2016
url
https://doi.org/10.1016/j.najef.2016.03.005View
Published Version

Abstract

fractional integration local whittle efficient market hypothesis random walk log-periodogram Jordan
Using daily data on five sectoral indices from 2006 to 2014, this paper aims to investigate the possibility of fractional integration in sectoral returns (and their volatility measures) at Jordan's Amman stock exchange (ASE). Empirical analysis, using the log-periodogram (LP) and local whittle (LW) based semi-parametric fractional differencing techniques suggest that all sectoral returns at ASE exhibit short memory. However, in the case of volatility measures, we found evidence of long memory. Following the recent literature that argues that structural breaks in a time series could also explain the presence of long memory, we tested the volatility measures for the presence of structural breaks. We found that long memory in some volatility measures could be attributed to the presence of structural breaks. Furthermore, using impulse response functions (IRF) based on ARFIMA, we found that shocks to sectoral returns at ASE exhibit short run persistence, whereas shocks to volatility measures display long run persistence.

Details

Metrics

4 File views/ downloads
1140 Record Views

InCites Highlights

These are selected metrics from InCites Benchmarking & Analytics tool, related to this output

Collaboration types
Domestic collaboration
International collaboration
Web Of Science research areas
Business, Finance
Economics

UN Sustainable Development Goals (SDGs)

This output has contributed to the advancement of the following goals:

#8 Decent Work and Economic Growth

Source: InCites

Logo image