从文献研究中发现，大马士革证券交易所是叙利亚地区唯一的股票市场。金融证券和市场委员会负责监督和监管DSE (Abbas, 2014)。股票市场在2009年出现，当时只有6家公司上市。虽然上市组织的总数有所增长，但仍低于50。其中一个考虑因素是，DSE的开放发生在全球金融危机中，随后发生了地方和地区政治危机。DSE的上市组织分为五个部分:银行、服务、保险、农业和工业。
由于上市公司中大多数是银行，银行业占据了主导地位。此外，股票市场的划分是主要的和增长的市场。增长市场进一步细分为A和B (Abbas, 2014)。研究人员进一步建议，主要市场内的上市公司与成长型市场中的上市公司相比，具有临时的指标。在结束时，相关价格的自然对数是确定的，并以连续的方式(Abbas, 2014)计算出复合回报的时间序列的每日间隔。这是由研究人员使用以下公式进行的: 在这个等式中，Pt和Pt -1说明了分别在t和t-1 (Abbas, 2014)中股票指数的价格。
It was surfaced from the research of the literature that the Damascus Securities Exchange is the sole stock market in the region of Syria. The Commission on Financial Securities and Markets is responsible for the monitoring and regulation of the DSE (Abbas, 2014). The stock market emerged recently in the year of 2009 with mere six organizations listed. Even though, there had been growth in the total number of listed organizations, but numbers are still below 50. One of the factors taking into account is that the opening of DSE took place within the global financial crisis and the local and regional political crisis took place subsequently. The listed organizations of DSE are categorized in five segments, banking, services, insurance, agriculture and industrial (Abbas, 2014). The banking sector is dominating the stock exchange as majority of the companies listed are banks. Furthermore, the division of stock market takes place as main and growth market. The growth market is further segmented as A and B (Abbas, 2014). The researcher further suggested that the listed companies within the main market holds improvised indicators as compared to the listed organization in the Growth market.
The natural log of the associated prices at closing is determined and calculated for the daily intervals for the production of time series of the compounded returns in a continual manner (Abbas, 2014). This was performed by the researcher with the use of following equation: In this equation, the Pt and Pt -1 illustrated the price of the stock index at the respective time t and the t-1.