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A cointegrated VAR analysis of stock price models : fundamentals, psychology and structural change

Mangee, Nicholas; Goldberg, Michael D. - In: The journal of behavioral finance : a publication of … 21 (2020) 4, pp. 352-368

Persistent link: https://www.econbiz.de/10012312339

Does stock marked-based financial development promotes economic growth in emerging markets? : new evidence from Nigeria

Solomon, Prince Nathaniel; Omojolaibi, Joseph Ayoola; … - In: Serbian journal of management : an international … 15 (2020) 1, pp. 45-54

Persistent link: https://www.econbiz.de/10012253993

The impact of macroeconomic factors on the US Stock Exchange

Süslü, Cemil - In: International journal of sustainable economies … 11 (2022) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10014290717

Examining the long run relationship between the US Money Supply (M2) and the Canadian stock market

Thabet, Errefat Hamoud - In: International journal of economics and finance 6 (2014) 10, pp. 180-190

Persistent link: https://www.econbiz.de/10010422097

Dynamics of Indian stock market and monetary policy

Sharma, Nishi - In: International journal of applied business and economic … 17 (2019) 1, pp. 169-179

Persistent link: https://www.econbiz.de/10012110805

Volatility nexus between Stock Market and macroeconomic variables in Bangladesh : an extended GARCH approach

Hasan, Md. Abu; Zaman, Anita - In: Scientific Annals of Economics and Business 64 (2017) 2, pp. 233-243

Persistent link: https://www.econbiz.de/10011865998

On the dynamic relationship between the housing market, stock market, and macroeconomic variables in Hong Kong

So, Simon Man Shing; Huang, Red Ze Wei - In: The journal of prediction markets 16 (2022) 2, pp. 101-125

Persistent link: https://www.econbiz.de/10014289909

Modelling high-frequency volatility and liquidity using multiplicative error models

Hautsch, Nikolaus (contributor); … - 2008

In this paper, we study the dynamic interdependencies between high-frequency volatility, liquidity demand as well as trading costs in an electronic limit order book market. Using data from the Australian Stock Exchange we model 1-min squared mid-quote returns, average trade sizes, number of...

Persistent link: https://www.econbiz.de/10003727673

A note on cointegration of international stock market indices

Dimpfl, Thomas - In: International review of financial analysis 33 (2014), pp. 10-16

Persistent link: https://www.econbiz.de/10010520092

Long memory in the Ukrainian stock market

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2013

Persistent link: https://www.econbiz.de/10009731962

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