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In EU (2008-2014, monthly data) regarding the variation of stock returns “January effect” does not matter, while EU follows the USA stock returns and finally southern regions (who are mostly hit by the crisis) tend to have a negative impact on stock returns. The elaboration of panel data...
Persistent link: https://www.econbiz.de/10013011307
The aim of this paper is to use an econometric model for the period (3/1/2000- 31/12/2016) in order to examine if a (Μ&Α) affects the share prices of eight big US acquiring banks. GARCH analysis will be thus used on daily data. Some advantages of GARCH models will be explained
Persistent link: https://www.econbiz.de/10012955471
In the present paper an attempt has been made to estimate how political stability affects stock prices. This analysis refers to EU, Japan and the United States for the period (1997–2012). The findings of present model are in agreement with (Nixon, 2014); (Voth, 2001). The econometric model...
Persistent link: https://www.econbiz.de/10013045298
Persistent link: https://www.econbiz.de/10013027323
In the present paper an empirical analysis will point out that the level of confidence in EU institutions affects positively Stock Market prices. The sample covers many countries of the EU. Data are taken from Eurostat. The elaboration of these panel data is made feasible by means of the Eviews...
Persistent link: https://www.econbiz.de/10013051848
In the present paper an empirical analysis will point out that shadow economy can affect stock prices. The sample covers most industrialized world. Data are taken from Eurostat and (Schneider et al., 2010); (Schneider, 2013). The elaboration of these panel data is made feasible by means of the...
Persistent link: https://www.econbiz.de/10014151758
In this paper it will be shown that entrepreneurial caliber is the most important factor to determine share prices having a positive impact on share prices. This analysis refers annually to the whole economy, where entrepreneurial caliber is the country's average and share price is the country's...
Persistent link: https://www.econbiz.de/10013155901
In the present paper author will try to point out that government debt as a percentage of GDP has a negative impact on stock prices in the long run, while entrepreneurial caliber has a positive effect on stock prices in the long run. Data are annual and cover Western European economies for the...
Persistent link: https://www.econbiz.de/10013146987
In the present paper it will be shown that in country level economic growth has a positive impact on stock prices in the long run. This study refers annually to the Western Europe, Japan and the United States during the period 1999-2007. Therefore, any factor favoring economic growth should be...
Persistent link: https://www.econbiz.de/10013137240
In the present paper it will be econometrically shown that economic freedom has a positive impact on share prices. Our data cover for the period 2000-2012 many countries of EU as well as Japan and the United States. Data are taken from Eurostat and World Economic Freedom Indicators. Eviews...
Persistent link: https://www.econbiz.de/10013024125