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    Cointegration and causality between the GCC stock indices and gold indices
    (Prague Development Center Sro, 2019) Al Kharusi, Sami; Başçı, Eşref Savaş
    This research paper presents the empirical evidence on the relationship between the price of gold and stock price indices for the Gulf Cooperation Council (GCC) stock markets over the period beginning January 2010 and ending in December 2016 using Johansen Cointegration and VAR Based Granger Causality tests. The study is based on secondary data from GCC individual stock market. The international gold prices and six daily stock price indices; Bahrain Stock Exchange (BSE), Kuwait Stock Exchange (KSE), Qatar Stock Exchange (QSE), Saudi Stock Exchange (SSE), Muscat Securities Market (MSM), Dubai Stock Exchange (DSE) and Abu Dhabi Stock Exchange (ADSE) are used. Over the period examined, gold prices and stock price indices are co-integrated and there are multiple Granger Causality between the different GCC stock markets.
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    Financial institutions performance evaluation in a unique developing market using TOPSIS approach
    (Business Perspectives, 2017) Başcı, Eşref Savaş; Al Kharusi, Sami
    Using Technique for Order Performance by Similarity to Ideal Solutions (TOPSIS) approach for the data from 2011 to 2015, the authors investigate the financial performance of 16 different financial institutions in Oman that include nine commercial banks, three specialized banks, two investment companies, and two finance companies. They find that the one investment company, Dhofar International Development and Investment Holding Co., was more efficient in 2015 and 2011. Moreover, Oman Housing Bank was more efficient in 2013 and 2014, while Ahli Bank was more efficient in the year 2012. In contrast, Bank Muscat that has the largest total assets was ranked number 16 for the years 2013, 2014 and 2015. As a result of Spearman’s Rho (Rank-Order) Correlation, all ranked results are related to other years. If a bank is at placement in level, it can be affected by year before or year after. But Oman banks’ correlations shows that there are 2 different periods as effecting one year to the other.