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Stock prices, dividends, earnings, and investor sentiment
Baek, Chung - In: Review of quantitative finance and accounting 47 (2016) 4, pp. 1043-1061
Persistent link: https://www.econbiz.de/10011595800
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Impact of macroeconomic variables on Small, Mid and Large Cap stocks : a comparative study of India using VAR approach
Jagotra, Shukrant; Amanpreet Singh - In: Mudra : journal of finance and accounting 5 (2018) 1, pp. 90-101
Persistent link: https://www.econbiz.de/10011981309
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The associations between stock prices, inflation rates, interest rates are still persistent : empirical evidence from stock duration model
Eldomiaty, Tarek Ibrahim; Saeed, Yasmeen; Hammam, Rasha; … - In: Journal of economics, finance & administrative science 25 (2020) 49, pp. 149-161
, cointegration regression, Granger causality and vector error correction model. Findings - The results of panel Johansen …/methodology/approach - The authors use standard statistical tools that include Johansen cointegration test, linearity, normality tests … cointegration analysis show that cointegration exists between the stock prices, the changes in stock prices due to inflation rates …
Persistent link: https://www.econbiz.de/10012260161
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The adjustment speeds of short-run real estate investment trust (REIT) and corresponding stock returns in the USA and Australia
Fang, Hao; Lee, Yen-Hsien; Lee, Jen-Sin; Chen, Wei-Jui - In: Investment management and financial innovations 14 (2017) 3, pp. 173-188
Persistent link: https://www.econbiz.de/10011873143
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Macroeconomic variables and stock market returns in Ghana : any causal link?
Issahaku, Haruna; Ustarz, Yazidu; Domanban, Paul Bata - 2013
The purpose of the study is to examine the existence of causality between macroeconomic variables and stock returns in …-run relationship between stock performance and macroeconomic variables. In order to determine the existence or otherwise of causality …, the Granger Causality tests is performed. Impulse response functions and forecast error variance decomposition are used to …
Persistent link: https://www.econbiz.de/10009761096
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Financial time series: methods and models
Caporin, Massimiliano; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 5/86, pp. 1-3
The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of...
Persistent link: https://www.econbiz.de/10012304649
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Relationship between gold and oil prices and stock market returns
Baig, Muhammad Mansoor; Shahbaz, Muhammad; Imran, Muhammad - In: Acta Universitatis Danubius / Oeconomica 9 (2013) 5, pp. 28-39
Persistent link: https://www.econbiz.de/10010341515
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Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity : evidence from major Asian markets
Qiao, Zhuo; Chiang, Thomas C.; Lin Tan - In: Review of Pacific Basin financial markets and policies 17 (2014) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10010402979
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The price linkages between the equity fund price levels and the stock markets : evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (...
Chu, Patrick Kuok-Kun - In: International review of financial analysis 19 (2010) 4, pp. 281-288
Persistent link: https://www.econbiz.de/10009272665
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The relationship between IPOs and macroeconomic factors in the Chinese stock market
Cheng, William; Kong, Mingyan; Krishnamoorthya, Anand; … - In: Journal of transnational management : the official … 28 (2023) 1/2, pp. 101-114
Persistent link: https://www.econbiz.de/10014320167