S. Saweris, Sara Hassan El Gazar, Svetlana Sapuric, Ifigenia Georgiou
{"title":"Introducing a framework identifying stock market return determinants: A micro and macroeconomic perspectives: An Empirical study on the Egyptian Stock Market","authors":"S. Saweris, Sara Hassan El Gazar, Svetlana Sapuric, Ifigenia Georgiou","doi":"10.21608/acj.2022.272233","DOIUrl":"https://doi.org/10.21608/acj.2022.272233","url":null,"abstract":"The aim of this study is to develop a framework identifying the micro and macroeconomic variables that are expected to affect stocks’ return of emerging markets. For the microeconomic variables, the five variables presented in Fama and French five factor model are examined (market excess return, size, value, profitability and investment) while for the macroeconomic model, five macroeconomic variables are selected such that three variables are domestic (exchange rate, inflation rate, industrial production index) and two are global macroeconomic factors (federal fund rate and global commodity index). Time-series regression analysis is run to determine the significant variables of each model separately using monthly data from June 2010 to June 2020. The results of the microeconomic variables showed the significant impact of size, value and profitability variables. Regarding the macroeconomic variables, the results have revealed that the only significant variable is the industrial production index with a positive impact on excess-return of portfolios constructed. The value of the current study emerges from its contribution in filling the gap of the macroeconomic literature as a gap is found in the empirical studies that investigated the impact of global macroeconomic variables on the stock market of the emerging economies. Additionally, the study adds to the microeconomic literature that examines the validity of Fama and French Five factor model while using a different measure for the profitability variable.","PeriodicalId":434657,"journal":{"name":"مجلة جامعة الإسکندریة للعلوم الإداریة","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127078066","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"استخدام منهجیة (ARDL) للتحقق من نموذج ماکینون- شو (McKinnon–Shaw): دراسة حالة مصر خلال الفترة (1977- 2020)","authors":"نشوى محمد عبد به سید احمد","doi":"10.21608/acj.2022.255262","DOIUrl":"https://doi.org/10.21608/acj.2022.255262","url":null,"abstract":"","PeriodicalId":434657,"journal":{"name":"مجلة جامعة الإسکندریة للعلوم الإداریة","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125747147","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"دور الذکاء الوجدانی فی العلاقة بین التنمر فى مکان العمل ومردوداته السلوکیة السلبیة: بالتطبیق على مستشفیات جامعة أسیوط","authors":"سوزان فؤاد السید بکر, مى مرعى کامل","doi":"10.21608/acj.2022.255261","DOIUrl":"https://doi.org/10.21608/acj.2022.255261","url":null,"abstract":"","PeriodicalId":434657,"journal":{"name":"مجلة جامعة الإسکندریة للعلوم الإداریة","volume":"144 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127569834","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"ممارسات إدارة الأرباح بین السلوک الانتهازی وغیر الانتهازی للإدارة من منظور مراحل دورة حیاة الشرکة دراسة تطبیقیة على الشرکات المقیدة فی البورصة المصریة","authors":"أمینة نمیر","doi":"10.21608/acj.2022.256098","DOIUrl":"https://doi.org/10.21608/acj.2022.256098","url":null,"abstract":"","PeriodicalId":434657,"journal":{"name":"مجلة جامعة الإسکندریة للعلوم الإداریة","volume":"73 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121574773","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"أثر المخاطر المدرکة على استخدام الخدمات المصرفیة الإلکترونیة فی مصر: الدور الوسیط لتوقعات الثقة – دراسة میدانیة","authors":"عمرو أحمد نور الدین","doi":"10.21608/acj.2022.246210","DOIUrl":"https://doi.org/10.21608/acj.2022.246210","url":null,"abstract":"","PeriodicalId":434657,"journal":{"name":"مجلة جامعة الإسکندریة للعلوم الإداریة","volume":"93 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127433154","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"تأثیر الإفصاح المحاسبی عن الأصول غیر الملموسة علی جودة التقاریر المالیة بالتطبیق علی الشرکات الصناعیة المساهمة المدرجة فی البورصة","authors":"أحمد عبد الله خلیل","doi":"10.21608/acj.2022.245531","DOIUrl":"https://doi.org/10.21608/acj.2022.245531","url":null,"abstract":"","PeriodicalId":434657,"journal":{"name":"مجلة جامعة الإسکندریة للعلوم الإداریة","volume":"136 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134373624","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"نحو بناء مؤشر لقیاس اداء سلسلة التورید للمنشأة من خلال التکامل بین الإطار المرجعی لعملیات سلسلة التورید ومنهج التحلیل الهرمی: دراسة حالة","authors":"محمد عمر الدنف","doi":"10.21608/acj.2022.245064","DOIUrl":"https://doi.org/10.21608/acj.2022.245064","url":null,"abstract":"","PeriodicalId":434657,"journal":{"name":"مجلة جامعة الإسکندریة للعلوم الإداریة","volume":"54 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-06-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127843840","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"أثر مستوى الأهمیة الاقتصادیة لعمیل المراجعة على مستوى التحفظ غیر الطبیعی لمراجع الحسابات المنسوب إلى نوعیْ خطأ المراجعة الأول والثانی دراسة تطبیقیة على عینة من الشرکات المقیدة بالبورصة المصریة","authors":"أمینة نمیر","doi":"10.21608/acj.2022.244824","DOIUrl":"https://doi.org/10.21608/acj.2022.244824","url":null,"abstract":"","PeriodicalId":434657,"journal":{"name":"مجلة جامعة الإسکندریة للعلوم الإداریة","volume":"60 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-06-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127899724","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Theoretical Framework for Exploring Factors Affecting Student’s Intention to Use Facebook in the Egyptian Universities","authors":"Abdallah Mohamed Khataan, A. Metwally, A. Labib","doi":"10.21608/acj.2022.241740","DOIUrl":"https://doi.org/10.21608/acj.2022.241740","url":null,"abstract":"ABSTRACT The research paper aims at developing a conceptual model that identifies the factors affecting students' intention to use Facebook in education. Therefore, the researcher works first on investigating previous theories and models of social media adoption to be able to identify the suitable variables for this model. Then, the researcher depends on collecting previous literature that had examined those variables. Finally, develop a model and identify the relations of this model. Additionally, the paper provides a conclusion and recommendations for future researchers at the end.","PeriodicalId":434657,"journal":{"name":"مجلة جامعة الإسکندریة للعلوم الإداریة","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133704138","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Logistics Management and its Roles in Hospital Management Focus on Health Insurance in Egypt 2022","authors":"D. Younis","doi":"10.21608/acj.2022.241738","DOIUrl":"https://doi.org/10.21608/acj.2022.241738","url":null,"abstract":"The goal of this article is to look into the logistics of hospitals in Egypt. It specifies the many types of activities that a logistics division is responsible for. The application of information and communication technology (ICT) for logistics reasons, as well as inventory management policy, are also highlighted. The nature of strategic alliances in Egypt's healthcare industry is examined in this study. The data was gathered using a methodology, which included pretesting the questionnaire and conducting interviews. The questionnaire was created after reviewing a variety of relevant literature. According to the findings of this study, logistics divisions engage in a variety of connected operations, and some even supply engineering services. ICT is used in hospitals. The hospitals are organized into numerous categories in order to reduce operating costs, particularly logistics expenditures. Hospitals, on the other hand, do not view supplier alliances as a strategic option, preferring to outsource logistics services. The findings also demonstrate that Egyptian hospitals have a good stocking policy for both medical and non-medical commodities, allowing for easy handling of fluctuations in patient mix. Egypt's healthcare industry is constantly improving, and the findings will aid hospitals in other regions in adopting some of the practices, such as focusing on local vendors, outsourcing, clustering, and maximizing the use of information technology as competitive factors that can improve service and lower operating costs. The study discusses what motivates people to use ICT in logistics in healthcare, as well as what prevents them from doing so.","PeriodicalId":434657,"journal":{"name":"مجلة جامعة الإسکندریة للعلوم الإداریة","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126866993","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}