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Stock market illiquidity's predictive role over economic growth : the Australian evidence

Rai, Alan - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-30

Persistent link: https://www.econbiz.de/10011300963

On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets

Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40

Persistent link: https://www.econbiz.de/10011300507

The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets

Fang, Libing; Chen, Baizhu; Yu, Honghai; Xiong, Cheng - In: Finance research letters 24 (2018), pp. 56-63

Persistent link: https://www.econbiz.de/10011982466

Macroeconomic variables and long-term stock market performance : a panel ARDL cointegration approach for G7 countries

Humpe, Andreas; McMillan, David G. - In: Cogent economics & finance 8 (2020) 1, pp. 1-7

Based on the present value model for stock prices, we utilise a pooled mean group estimator for panel ARDL cointegration to estimate the long-run relationship between G7 stock prices and macroeconomic variables over the last 40 years. We find a positive long-run relation between stock prices,...

Persistent link: https://www.econbiz.de/10013179569

Does the stock market contain information about economic growth? : time-varying out of sample causality tests

Ciner, Cetin - In: Applied economics letters 26 (2019) 13, pp. 1138-1142

Persistent link: https://www.econbiz.de/10012204566

Stock market returns and GDP news

Patatoukas, Panos N. - In: Journal of accounting, auditing & finance : JAAF 36 (2021) 4, pp. 776-801

Persistent link: https://www.econbiz.de/10012661992

The Time-Varying Liquidity Risk of Value and Growth Stocks

Akbas, Ferhat - 2010

We study the liquidity exposures of value and growth stocks over business cycles. In worst times, value stocks have higher liquidity betas than in best times, while the opposite holds for growth stocks. Small value stocks have higher liquidity exposures than small growth stocks in worst times,...

Persistent link: https://www.econbiz.de/10013146639

Economic growth, corporate earnings and equity returns : evidence from Central and Eastern European countries

Gajdka, Jerzy; Pietraszewski, Piotr - In: Comparative economic research : Central and Eastern Europe 19 (2016) 3, pp. 93-112

Persistent link: https://www.econbiz.de/10011631322

Testing output gap and economic uncertainty as an explicator of stock market returns

Ahmad, Wasim; Sharma, Sumit Kumar - In: Research in international business and finance 45 (2018), pp. 293-306

Persistent link: https://www.econbiz.de/10011983273

Are stock returns and output growth higher under democrats?

Fair, Ray C. - 2021

Persistent link: https://www.econbiz.de/10012436418

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