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Animal spirits, the stock market, and the unemployment rate : some evidence for German data
Fritsche, Ulrich; Pierdzioch, Christian - 2016 - First version: January 2016
", stock-market fluctuations should Granger cause fluctuations of the unemployment rate. We performed several Granger … (2015) for U.S. data, we found that the stock market Granger causes unemployment in the short run and the long run when we … control for a deterministic trend in the unemployment rate. Results of a frequency-domain test show that, in the short run …
Persistent link: https://www.econbiz.de/10011415821
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Stock Performance and the Firm’s Training Program
Sum, Vichet - 2012
This paper examines if a portfolio of firms with the best training program consistently outperforms the market. This study constructs an equally-weighted portfolio of top 10 companies ranked in the Training Top 125 each year from 2001 to 2010. In particular, this study compares the performance...
Persistent link: https://www.econbiz.de/10013109081
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Time-varying Granger causality between the stock market and unemployment in the United States
Fromentin, Vincent - In: Applied economics letters 30 (2023) 3, pp. 371-378
Persistent link: https://www.econbiz.de/10013553475
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The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - 2011
Persistent link: https://www.econbiz.de/10009704718
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Influences of unemployment rates and S&P 500 movements on eight selected individual US casino stock performances
Rahman, A. K. M. Matiur; Mustafa, Muhammad; Caples, … - In: Journal of business strategies 31 (2014) 1, pp. 221-240
Persistent link: https://www.econbiz.de/10010369794
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The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - 2012
Persistent link: https://www.econbiz.de/10010475009
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Structural booms
Phelps, Edmund S.; Gylfi Zoega - In: Economic policy : a European forum (2001), pp. 85-114
Persistent link: https://www.econbiz.de/10001570429
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Unemployment and aggregate stock returns
Atanasov, Victoria - In: Journal of banking & finance 129 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012822081
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Investor reaction to simultaneous news releases : unemployment vs. earnings
Gupta, Neeraj J.; Strohush, Vitaliy; White, Reilly - In: Journal of economics and finance 43 (2019) 4, pp. 735-749
Persistent link: https://www.econbiz.de/10012385199
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The reaction of stock market returns to unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011755437