Causality Between Stock Market Return and Inflation
Nexus between crude oil and stock market return: case of India
... emerging market like ...on inflation rate and trade balance which will not only lead to current account deficit and deteriorate net foreign asset position but also increase the cost of living resulting in ...
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The Predictive Role of Stock Market Return for Real Activity in Thailand
... and inflation in the United States during the postwar ...that stock returns appear to Granger cause real activity and also explains its ...Granger causality tests to examine the relationship ...
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The Predictive Role of Stock Market Return for Real Activity in Thailand
... in stock returns, which include shocks to expected cash flows, predictable stock return variation caused by changes in the discount rate over time, and shocks to discount rate in the valuation models ...
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The Impact of Share Buyback Announcement to Stock Return and Market Return
... PT Telekomunikasi Indonesia, Tbk (Telkom) is the biggest telecommunication operator in Indonesia, which offered the most complete, one-stop services for individual and corporate clients. The services include: fixed wire ...
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The Causality between Stock Market and Banking Sector: Evidence from Dual Banking System
... or stock market lead is yet to be ...relationship between banks and the stock ...relationship between them, but others find a stock market to be a leading banking sector ...
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Environmental Disclosure Practices and Stock Market Return Volatility in The Nigerian Stock Market
... In order to select the most appropriate model for hypothesis without the effect of moderating variables, hausman test was conducted to determine whether the unique errors (error term) are correlated with the repressors. ...
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The impact of inflation on stock market performance in Nigeria
... The stock market is an economic institution that promotes the growth and development of the economy of a ...of inflation on stock market performance in Nigeria using time series data ...
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Impact of Inflation on Stock Exchange Market Returns
... the inflation on the stock exchange market return of ...the inflation and KSE 100 Index and applied the Augmented Dickey Fuller (ADF) unit root test to find the stationary level of data ...
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Time Varying Macroeconomic Risk and Industry Stock Returns: Empirical Evidence from India
... in stock market volatility is also a matter of investigation for many researchers in different market ...European stock market ...estate stock returns of some Asian countries and ...
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The Relationship between Stock Return and Trading Volume in Malaysian ACE Market
... emerging market such as Malaysia, few studies have documented important empirical evidence on such ...relationship between changes in price and trading volume of firms listed in Kuala Lumpur stock ...
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Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia
... analyzed between many financial markets in previous studies, the analysis should distinguish between the short and long-run investor (see, for example, Candelon et ...of stock returns at higher ...
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What moves the primary stock and bond markets? Influence of macroeconomic factors on bond and equity issues in Malaysia and Korea
... expected inflation is motivated from the academic literature (see Korajczyk & Levy, 2003; Park & Shenoy, ...future inflation rate might also influence the demand for the fixed income securities like ...
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Effect of Macroeconomic Variables on Stock Market Performance of SAARC Countries
... on stock market and the two most important and noteworthy theories are Efficient Market Hypothesis used by Fama (1970) and the Arbitrage Pricing Theory (ATP) developed by Roll and Ross ...Efficient ...
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Moderation Effect of Market Condition on the Relationship between Dividend Yield and Stock Return
... on stock return is not only an important issue for academicians, but also has a critical role for fund managers as well as individual investors who aim to maximize the return on their ...estimate ...
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Does Stock Market impact on the Growth of Nigerian Economy using 3SLS Analysis?
... capital stock advanced from new innovations, skills and knowledge and technology ...on stock market ...mobilized stock market invites foreign ...
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International Asset Pricing, Currency Risk and Integration of Markets
... On the other hand, most empirical studies on international asset pricing models have simply extended the classic version of the CAPM to an international framework, thus omitting the currency risk as an additional pricing ...
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The Determinant Factors Of Sectoral Stock Return In Bullish And Bearish Condition At Indonesian Capital Market
... sectoral stock return which is significantly and negatively affected by interest rate is the trade and service ...Singapore stock market, which has found that interest rates have a significant ...
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Comparative analysis of impact on Indian stock market and Asian Stock market in present scenario
... high inflation rates. If the inflation rate is, let us say, 15,000 per cent, the value of the currency changes virtually every day, if not every hour; people don’t wish to hold on to domestic notes; and the ...
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Assessing the contribution of the capital markets on the economic growth of Botswana
... capital market size had a positive relationship with economic ...equity market had positive impact to economic growth as compared to the debt ...association between the stock market ...
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Causal Relationship between Macro-Economic Indicators and Stock Market in India
... Indian stock market is happening due to international market ...on stock market. Fifthly, Bombay Stock Exchange is the oldest stock exchange in Asia and today, it is the ...
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