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TFP news, stock market booms and the business cycle : revisiting the evidence with VEC models
Di Casola, Paola; Sichlimiris, Spyridon - 2020
model. We show that this result hinges on a cointegrating relationship between TFP and stock prices that is not stationary …, thus making the estimates not reliable. If we alter the TFP measure and change the model specification, we can recover the …
Persistent link: https://www.econbiz.de/10012181050
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Essays in empirical macroeconomics
Shin, Joong Suk - 2000
Persistent link: https://www.econbiz.de/10001608968
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The Price Pressure Hypothesis Revisited : Evidence from Tax-Induced Selling
Theissen, Erik - 2012
Do demand or supply shocks which are not accompanied by new information affect prices? If so, is the price effect temporary ("price pressure hypothesis") or permanent ("imperfect substitutes hypothesis")? Numerous empirical studies have dealt with these questions and yet the issue is still...
Persistent link: https://www.econbiz.de/10013105190
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Further evidence from ex-dividend days
Bali, Rakesh; Francis, Jack Clark - In: Applied economics letters 19 (2012) 4/6, pp. 537-540
Persistent link: https://www.econbiz.de/10009630679
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Does a change in dividend tax rates in the U.S. affect equity prices of non-U.S. stocks?
Kenchington, David G. - In: Review of accounting studies 24 (2019) 2, pp. 593-628
Persistent link: https://www.econbiz.de/10012099015
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Investor sentiment and asset prices : evidence from the ex-day
Paudel, Shishir; Silveri, Sabatino; Wu, Mark - In: Journal of banking & finance 139 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013464339
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Does the stock market make firms more productive?
Bennett, Benjamin; Stulz, René M.; Wang, Zexi - 2018
make the firm more productive. We show that stock price informativeness increases firm productivity. We predict and confirm … that the productivity of smaller and younger firms, better governed firms, more specialized firms, and firms with more …
Persistent link: https://www.econbiz.de/10011969091
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Does the stock market make firms more productive?
Bennett, Benjamin; Stulz, René M.; Wang, Zexi - 2017
Persistent link: https://www.econbiz.de/10011784705
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Does the stock market make firms more productive?
Bennett, Benjamin; Stulz, René M.; Wang, Zexi - In: Journal of financial economics 136 (2020) 2, pp. 281-306
Persistent link: https://www.econbiz.de/10012545500
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Does equity market openness increase productivity? : the dual effects of Shanghai-Hong Kong stock Connect program in China
Yuan, Li; Rao, Siqi; Yang, Shenggang; Dai, Pengyi - In: Journal of international financial markets, … 88 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014483170