تفاصيل الرسالة العلمية

This study aimed to know the effect of seasonal factors and vacations on stock prices on the Amman Stock Exchange during the period 2008-2019, as the study sample included the general index as a dependent variable, seasonal factors (anomalies of weekdays and end of month anomalies) and vacations (anomalies of the weekend) as an independent variable . Through the data obtained through the Amman Stock Exchange website and after conducting the necessary statistical tests such as the stability test (Unit Root), serial correlation, heteroskedasticity, and the last (OLS) test to test the hypotheses, the following results were reached a statistically indifferent effect of the weekend on the general index prices by (6.3%), a decrease in the value of the previous trading, and a statistically indifferent effect of the days of the week on the prices of the general index of (2.76%) in addition to the weeks that did not trade in all days. A non-statistically significant affect at the end of the month on the general index prices, in the amount of (16.57%), a decrease from the previous trading value. The study recommended the necessity of increasing the researchers ?interest through the use of other models of holidays and events models and testing their impact on the various sectors of the Amman Stock Exchange