University of Kerbala Discussing a Ph.D. Dissertation on Predicting the Return and Risk of Investing in Stocks Using (Box-Jenkins) Models.

Faculty of Administration and Economics, University of Kerbala has discussed a doctoral dissertation on banking and financial sciences.
The study, entitled “Predicting the Return and Risk of Investing in Stocks Using Box-Jenkins Models An application study in Amman Stock Exchange and Saudi Stock Exchange for the period (2013-2021)” has been presented by Hussain Ahmad Jawad Al-Safi.
The study aims at showing the extent of predictability of return and risk for the shares of listed institutions in the financial markets.
The study recommends the necessity of encouraging investors to rely on the models that have been reached to predict the return and risk so as to help them making the optimal investment decision and developing future plans that will maximize the value of their investment portfolios.
The study concludes that there is no causal relationship between banking diversification and banking capital adequacy indicators for the study sample banks within the selected time period.