Showing 1 - 10 of 5,059
Persistent link: https://www.econbiz.de/10010502061
Persistent link: https://www.econbiz.de/10011587712
Persistent link: https://www.econbiz.de/10012110805
Persistent link: https://www.econbiz.de/10014413867
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
Persistent link: https://www.econbiz.de/10011398114
Persistent link: https://www.econbiz.de/10009697104
Persistent link: https://www.econbiz.de/10010341515
The existing literature finds conflicting results on the magnitude of price linkages between equity mutual funds and the stock market. The study contends that in an optimal lagged model, the expectations of future prices using knowledge of past price behaviour in a particular equity mutual fund...
Persistent link: https://www.econbiz.de/10010469413
Persistent link: https://www.econbiz.de/10010402979