Papers by Suliman Zakaria Suliman Abdalla
Sustainability, Jul 9, 2024
Dirāsāt. Al-'ulūm al-tarbawiyyaẗ/Dirāsāt. Al-ʻulūm al-tarbawiyyaẗ, Feb 11, 2024
Objectives: This study assesses the quality of academic programs in the College of Arts and Socia... more Objectives: This study assesses the quality of academic programs in the College of Arts and Social Sciences at Sultan Qaboos University from the students' perspective. It examines variations in perceived program quality among the college's scientific departments. Methods: The study employs a descriptive survey approach, utilizing a questionnaire with 48 items across five dimensions to gauge the quality of academic program performance from the perspective of first-stage undergraduate students. A five-point Likert scale measures students' attitudes. The study population comprises all first-stage undergraduate students with a minimum of 75 credited hours across various programs, totaling 761 students for the spring semester of 2020. It consists of 336 students. Results: The overall evaluation of the quality of academic programs in the college, from the students' perspective, was rated as "moderate." It revealed that the quality levels of academic programs in the departments of Media, Arabic Language and Literature, English Language and Literature, and Geography were higher than the remaining departments: History, Information Studies, Tourism, Music, and Musicology. It identified significant differences in response means across all dimensions of academic program quality based on scientific department. No statistically significant differences were found in student responses across quality dimensions when considering the variable of gender. The study suggests implementing targeted programs in scientific departments to maximize the advantages of academic accreditation and improve academic program quality. It also recommends creating effective monitoring programs to address feedback from accreditation bodies and international evaluators, focusing on identifying strengths, weaknesses, and optimal methods for enhancement.
Journal of Arts and Social Sciences, Nov 14, 2023
Anxiety in the context of quantitative reasoning courses is a complex and highly prevalent proble... more Anxiety in the context of quantitative reasoning courses is a complex and highly prevalent problem, particularly among students majoring in the arts, humanities, and social sciences. Gaining an accurate understanding of the anxiety levels experienced by students enrolling in statistics courses can be regarded as one of the most important factors affecting students' learning and achievement in these courses. In the current study, the Statistical Anxiety Rating Scale was applied to explore the prevalence and predictors of statistics anxiety among sociology and social work undergraduate students at Sultan Qaboos University (n=142). The results show that almost 71% of the examined students had experienced some aspects of statistics anxiety, with sociology students scoring noticeably higher than social work students. The leading predictors of higher statistics anxiety levels found in this study were as follows: test and class anxiety (80.2%) and interpretation anxiety (79.1%). Moreover, Welch's test results show significant gender differences, with female students reporting higher levels of anxiety across all subscales than their male counterparts. Finally, some practical strategies of reducing statistics anxiety are discussed.
for their suggestions, time and consideration. An expression of appreciation is also extended to ... more for their suggestions, time and consideration. An expression of appreciation is also extended to my colleague David B. Hewlett who helped very much through the valuable discussions. I am especially grateful to Fathia, my wife, for her patience, understanding and help throughout my graduate studies and making all this worthwhile.
This paper examines the existence of seasonal behavior in daily stock returns in mean and conditi... more This paper examines the existence of seasonal behavior in daily stock returns in mean and conditional variance for the Egyptian stock market over the period of 1 st July 2007 to 30 th November 2011. The paper applies Ordinary Least Squares technique as well as two different univariate specifications of the Generalized Autoregressive Conditional Heteroscedastic (GARCH) approach. Empirical results of the paper find in general, insignificant estimated parameters for all days of the week in both return and conditional variance equations. Also, the results indicate that the day of the week effect is not influenced by the stock market risk. The paper concludes that, day of the week effect is not present in the Egyptian stock market during the selected period, a finding which contradicts most of the empirical finance literature.
This paper employs a bivaraite vector autoregressive-generalized autoregressive conditional heter... more This paper employs a bivaraite vector autoregressive-generalized autoregressive conditional heteroscedasticity (VAR-GARCH) model recently developed by Ling and McAleer (2003) to examine the impact of oil price fluctuations on stock market returns in the Kingdom of Saudi Arabia over the period from January 1, 2007 to December 31, 2011. The proposed model is estimated using maximum likelihood method under the assumption of multivariate normal distributed error terms. The log likelihood function is maximized using Marquardt’s numerical iterative algorithm to search for optimal parameters. Empirical evidence from daily returns on the Saudi stock market (Tadawul) index and daily crude oil prices suggests that crude oil price fluctuations leads to increase stock market returns volatility during the period of the study.
... Suliman Zakaria Suliman Abdalla Assistant Professor (Financial Econometrics) Department of Qu... more ... Suliman Zakaria Suliman Abdalla Assistant Professor (Financial Econometrics) Department of Quantitative Analysis, College of Business Administration King Saud University ... In September 2003, the KSE index was established and listed in the Arab Monetary Fund database. ...
International Research Journal …, 2012
... Suliman Zakaria Suliman Abdalla Assistant Professor (Financial Econometrics) Department of Qu... more ... Suliman Zakaria Suliman Abdalla Assistant Professor (Financial Econometrics) Department of Quantitative Analysis College of Business Administration, King Saud ... to an average of 65 billion dollars for the Arab countries participating in the Arab Monetary Fund Index (AMFI). ...
The Arab Journal For Quality Assurance In Higher Education, 2017
This paper aimed to identify some perspectives of the faculty members and assistants on the pract... more This paper aimed to identify some perspectives of the faculty members and assistants on the practices of quality assurance in the College of Business Administration, King Saud University in order to enhance the college plans toward involving everyone to practice quality as a culture with an ultimate goal to achieve excellence in quality assurance practices at the college. The study was conducted during the second semester of the academic year 1432-1433H and the first semester of the year 1433-1434 H. To achieve this purpose, a questionnaire was developed to collect the data from (379) faculty members. Based on using some descriptive and inferential statistics, the results of the paper showed that there was a positive general attitude toward the vision and mission of the college, quality of study programs, college management and quality assurance activities applied by the Vice-Deanship of Development and Quality. It was recommended that the suggestions forwarded by the faculty members should be taken into consideration in order to further improve quality at the college.
Journal of Science and Technology, 2016
Like many higher education systems in developing countries, the higher education sector in Sudan ... more Like many higher education systems in developing countries, the higher education sector in Sudan is currently experiencing substantial challenges of enrolment expansion, brain drain among the academic staff, reduction in public funding, increased competition among higher education institutions and the increasing stakeholders’ concentration on performance and accountability. Considerable efforts have been made over the past few years to develop an effective national framework for quality assurance. Part of these efforts resulted in the establishment of the Evaluation and Accreditation Commission in 2003 as a specialized authority to create and encourage a culture of quality assurance and accreditation within all Sudanese universities, and to check out that the universities are accountable and effective in delivering academic programs and services. The main goal of this article is to look at the current status of quality assurance practices and to identify challenges facing Sudanese u...
The linkage between stock prices and inflation has been subjected to extensive research in the pa... more The linkage between stock prices and inflation has been subjected to extensive research in the past decades and has aroused the interests of academics, researchers, practitioners and policy makers globally. This study examined the impact of inflation on stock market return and volatility in the Nairobi Securities Exchange (NSE). Previous research findings have established the existence of a negative relationship between a stock prices and inflation. These findings contradict the hypothesis by Fisher (1930) who argued that stock prices should be positively related with expected inflation, providing a hedge against inflation. A correlational research design was employed to establish whether inflation is associated with stock market return and volatility. Specifically, it sought to answer the question on the effect of inflation on the stock return and volatility in the NSE. Monthly time series data on NSE 20 share index and Consumer Price Index, for the period July 2000 to August 2012 ...
Journal of Economic Cooperation and Development, 2017
This paper investigates the responses of the Sudanese stock market to fluctuations in exchange ra... more This paper investigates the responses of the Sudanese stock market to fluctuations in exchange rate, inflation and crude oil price. The paper employs a bi-varaite vector autoregressivegeneralized autoregressive conditional heteroscedasticity model recently developed by Ling and McAleer (2003).The dataset is divided into two sub-periods, before and after the secession of South Sudan in July 9, 2011. The empirical results show that the returns on KSE index are significantly affected by their own past values suggesting some evidence of short-term predictability in KSE index changes. In addition, significant effect of a one-period lagged of returns on crude oil price, inflation and exchange rate on KSE returns is provided. Consistent with turbulent macroeconomic environment in Sudan during the past few years, the paper illustrates that KSE has experienced higher levels of fluctuations especially in the post-secession period. The paper concludes that the fluctuations of KSE index are gre...
This paper investigates the impact of crude oil price shocks on the returns and volatility of the... more This paper investigates the impact of crude oil price shocks on the returns and volatility of the Sudanese stock market, Khartoum stock exchange(KSE). A bivaraite VAR-GARCH model is employed for the daily observations of Brent crude oil price and the closing value of the KSE index over the period January 2, 2008 to October 20, 2014. The dataset is divided into two sub-periods, before and after the secession of South Sudan in July 9, 2011. The empirical findings document that the returns on KSE index are significantly affected by their own past values suggesting some evidence of short-term predictability in KSE index changes. Regarding the impact of oil price fluctuations on the stock market returns, the results indicate a significant effect of a one-period lagged oil returns for the first sub-period. Additionally, the results show that KSE returns volatility is significantly affected not only by the volatility surprises of the stock market, but also by those originated in crude oil ...
This paper investigates the month-of-the-year effect for the Sudanese stock market by using daily... more This paper investigates the month-of-the-year effect for the Sudanese stock market by using daily closing values of the market index over the period January 2, 2008, to December 30, 2014. Ordinary Least Squares technique and two different specifications of the Generalized Autoregressive Conditional Hetroscedastic model are applied to see how average returns of the Khartoum Stock Exchange (KSE) index are statistically different across months of the year. Empirical results suggest that the possible month-of-the-year effect in KSE is generally murky, especially for the market returns. Based on volatility equation however, the results show very little evidence that the market can be characterized by significant positive returns during the first few months of the year and negative returns over the last months. These results indicate that KSE seems to be an informationally inefficient market and therefore, investors cannot take any advantage of information about a single month of the year...
Open Journal of Statistics, 2017
The aim of this paper is to use the General Autoregressive Conditional Heteroscedastic (GARCH) ty... more The aim of this paper is to use the General Autoregressive Conditional Heteroscedastic (GARCH) type models for the estimation of volatility of the daily returns of the Kenyan stock market: that is Nairobi Securities Exchange (NSE). The conditional variance is estimated using the data from March 2013 to February 2016. We use both symmetric and asymmetric models to capture the most common features of the stock markets like leverage effect and volatility clustering. The results show that the volatility process is highly persistent, thus, giving evidence of the existence of risk premium for the NSE index return series. This in turn supports the positive correlation hypothesis: that is between volatility and expected stock returns. Another fact revealed by the results is that the asymmetric GARCH models provide better fit for NSE than the symmetric models. This proves the presence of leverage effect in the NSE return series.
Arabic Journal For Quality Assurance in Higher Education, Jun 1, 2014
International Journal of Economics and Finance, 2012
This paper examines empirically the trade-off between risk (conditional volatility) and expected ... more This paper examines empirically the trade-off between risk (conditional volatility) and expected returns for the Saudi Arabian and Egyptian stock indices over the period of January 1, 2007 to December 30, 2011. The empirical analysis of the paper is carried out by means of the generalized autoregressive conditional heteroscedastic (GARCH) in mean methodology including both symmetric (GARCH-M) and asymmetric (EGARCH-M) models. The results show that the dynamic risk-return relationship is quite different between Saudi Arabian and Egyptian stock markets. A negative but insignificant relationship between expected returns and conditional volatility is found for daily returns in Egypt. In contrast, the conditional mean of the stock returns is positively but insignificantly related to its conditional variance in Saudi stock market a result which is consistent with the theory of a positive risk premium on stock indices which states that higher returns are expected for assets with higher level of risk. The findings of the paper are useful for financial decision making.
Research in World Economy, 2013
This paper empirically investigates the impact of human capital on economic growth in Sudan for t... more This paper empirically investigates the impact of human capital on economic growth in Sudan for the period 1982-2009 by using a simultaneous equation model that links human capital i.e. school attainment; and investment in education and health to economic growth, total productivity, foreign direct investment, and human development index. Based on three-stage least squares technique, the empirical results of the paper show that quality of the education has a determinant role in the economic growth; health quality factor has a positive impact on economic growth as expected and total factor productivity which mainly represents the state of technology has adverse effect on economic growth and human development due to the obsolete and old fashion technology.
Journal of Economics and International Finance, 2011
This study is an attempt to test the existence of a stable money demand function in Sudan during ... more This study is an attempt to test the existence of a stable money demand function in Sudan during the period, 1960 to 2010. The money demand function includes real money balances, real GDP (as scale variable), the rate of inflation and exchange rate (as opportunity cost of holding money balances variables). The study applies cointegration and error correction models to examine the behavior of money demand during the period of analysis, all included variables have been expressed in logarithmic form (with the exception of inflation rate). Based on time series data (annually observations), cointegration results reveal that there is a long-run relationship between real money balances and the explanatory variables. In this long-run relationship, the estimated coefficients are consistent with the economic theory behind the demand for money. Error correction model (ECM) has been used to estimate the short-run money demand function, in which the estimated coefficients are also consistent with the economic theory and generally weaker in magnitude than those related to the long-run equilibrium. In this study, after incorporating the stability tests, the empirical results show that the money demand function is stable between 1960 and 2010. The study concludes that it is possible to use the narrow money aggregate as target of monetary policy in Sudan.
Journal of Business, 2011
The long-run relationships between three macroeconomic variables (real Gross Domestic Product (GD... more The long-run relationships between three macroeconomic variables (real Gross Domestic Product (GDP), money supply (MS) and price level (CPI)) have been examined for the Sudan economy using annual data over the period 1960 to 2005.To explore the short-run direction of causality between GDP, MS and CPI, Granger Causality test has been applied and in order to investigate the existence of long-run relationship, co-integration analysis has been employed. The direction of causation between real GDP and prices was found to be uni-directional from real GDP to CPI without any feedback. Regarding the causal relationship between money and prices, the analyses suggests that the causation runs from money supply to prices, but price level does not causes money supply. Finally, there is no causality between real GDP and money supply in the case of Sudan during the period 1960-2005. Further, the co-integration analysis established that the real GDP, money supply and CPI were found to be co-integrated suggesting a existence of long-run relationship.
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Papers by Suliman Zakaria Suliman Abdalla