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The Time-Varying Liquidity Risk of Value and Growth Stocks
Akbas, Ferhat - 2010
We study the liquidity exposures of value and growth stocks over business cycles. In worst times, value stocks have … higher liquidity betas than in best times, while the opposite holds for growth stocks. Small value stocks have higher … liquidity exposures than small growth stocks in worst times, while small growth stocks have higher liquidity exposures than …
Persistent link: https://www.econbiz.de/10013146639
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Substitution or complementary effects between banking and stock markets : evidence from financial openness in Taiwan
Cheng, Su-Yin - In: Journal of international financial markets, … 22 (2012) 3, pp. 508-520
Persistent link: https://www.econbiz.de/10009623549
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Stock market development and nexus of market liquidity : the case of Fiji
Saliya, Candauda Arachchige - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4364-4382
Persistent link: https://www.econbiz.de/10013461334
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Macroeconomic variables and long-term stock market performance : a panel ARDL cointegration approach for G7 countries
Humpe, Andreas; McMillan, David G. - In: Cogent economics & finance 8 (2020) 1, pp. 1-7
Based on the present value model for stock prices, we utilise a pooled mean group estimator for panel ARDL cointegration to estimate the long-run relationship between G7 stock prices and macroeconomic variables over the last 40 years. We find a positive long-run relation between stock prices,...
Persistent link: https://www.econbiz.de/10013179569
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Does the stock market contain information about economic growth? : time-varying out of sample causality tests
Ciner, Cetin - In: Applied economics letters 26 (2019) 13, pp. 1138-1142
Persistent link: https://www.econbiz.de/10012204566
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Stock market returns and GDP news
Patatoukas, Panos N. - In: Journal of accounting, auditing & finance : JAAF 36 (2021) 4, pp. 776-801
Persistent link: https://www.econbiz.de/10012661992
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Economic growth, corporate earnings and equity returns : evidence from Central and Eastern European countries
Gajdka, Jerzy; Pietraszewski, Piotr - In: Comparative economic research : Central and Eastern Europe 19 (2016) 3, pp. 93-112
Persistent link: https://www.econbiz.de/10011631322
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Testing output gap and economic uncertainty as an explicator of stock market returns
Ahmad, Wasim; Sharma, Sumit Kumar - In: Research in international business and finance 45 (2018), pp. 293-306
Persistent link: https://www.econbiz.de/10011983273
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Are stock returns and output growth higher under democrats?
Fair, Ray C. - 2021
Persistent link: https://www.econbiz.de/10012436418
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Economic growth, corporate earnings and equity returns : evidence from Central and Eastern European countries
Gajdka, Jerzy; Pietraszewski, Piotr - In: Comparative economic research : Central and Eastern Europe 19 (2016) 3, pp. 93-111
This paper discusses the links between economic growth, corporate earnings and stock returns. Cross-country correlation studies do not confirm the intuitive assumption that higher returns on equities are more likely in the faster-growing countries. The problem can be analysed more deeply by...
Persistent link: https://www.econbiz.de/10011869610