Stock market return
Environmental Disclosure Practices and Stock Market Return Volatility in The Nigerian Stock Market
... of stock market return is of great concern to providers of funds as it increases the uncertainty of their future ...Nigerian stock market but few considered the effect of environmental ...
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The Predictive Role of Stock Market Return for Real Activity in Thailand
... of stock return on real activity in an Asian emerging market by evaluating the notion that stock return contains information relating to real economic ...of stock return ...
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Santa Claus rally and Nigerian stock market return: An illusion or reality?
... Nigerian stock market ...monthly return from January 1985 to December ...Nigerian stock market ...their stock in January since it exhibits highest return among the months ...
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The Predictive Role of Stock Market Return for Real Activity in Thailand
... between stock returns and output growth and finds that the proportion of countries with the correlation between output growth and lagged stock returns is significantly positive when annual data are ...that ...
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The Impact of Interest Rate on the Stock Market Return Case Study: Tehran Stock Exchange
... The current study was carried out with the objective of studying and evaluating the dynamic impact of interest rate on the stock returns of the Tehran stock exchange. Based on the literature review, two ...
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Macroeconomic variables and stock market return in Nairobi securities exchange
... and stock return while Gatebi (2013) and Olweny and Omondi (2014) concluded a negative ...the stock returns while Kirui (2014) found exchange rate to be ...and stock returns in ...on ...
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Behavior of Stock Market Index in the Stock Exchange of Thailand
... of stock market index follow a random walk ...because stock market return does not follow a normal ...on stock market returns, ...of stock return ...
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Does oil price uncertainty transmit to the Thai stock market?
... generate stock and oil price ...real stock market return and the rate of change in oil price series employed in the standard Granger (1969) causality ...
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The Determinant Factors Of Sectoral Stock Return In Bullish And Bearish Condition At Indonesian Capital Market
... sectoral stock returns in the Indonesian capital ...the stock market and macroeconomic variables can affect cash flow, discount rate and the investors’ interest in order to invest the stock in ...
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An Influence of Japan, U S and U K Stock Return Volatility in the Asia Stock Market: An Evidence Study of Singapore Stock Market
... U.K. stock return rate volatility on the influence of the Singapore stock ...U.K. stock return rate volatilities to the influence of the Singapore stock market ...
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Impact of Oil Prices on Stock Market Performance: Evidence from Top Oil Importing Countries
... on stock market performance, particularly in top oil importing ...on stock market ...the stock market ...on stock market and proposed that oil prices are positively ...
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The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt
... of stock returns on the Egyptian Exchange including the relationship between returns and conditional volatility using GARCH ...and stock price volatility in Cairo and Alexandria Stock Exchange ...the ...
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Risk and return relationship in stock market and commodity prices: a comprehensive study of Pakistani markets
... For stock price return, the GARCH-mean (1, 1) is best Results of Seasonal Effect Models: The seasonality in risk fitted model on the basis of AIC ...and return series is captured by introducing the ...
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A STUDY ON THE GOLD INVESTMENT CULTURE OF HOUSEHOLDS IN KERALA- WITH SPECIAL REFERANCE TO VIYYUR WARD OF THRISSUR DISTRICT
... “Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia” examined the relation between gold return and stock market return and whether its relation ...
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Study on the Impact of the Quality of Internal Control on the Performance of M&A
... (stock market return and ac- counting return) of acquiring firms after the Chinese SOX (Sarbanes-Oxley Act) issued, we select 126 mergers and ac- quisitions (M&A) deals of Chinese ...
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Central Bank’s Independence and Stock Prices
... The political aspect of central bank independence does not appear to exert a strong influence on stock returns. Other aspects should be considered carefully and taken into account. [15] showed that leftist ...
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The Relationship between Stock Returns and Volatility in the Seventeen Largest International Stock Markets: A Semi Parametric Approach
... and return for USA monthly and daily returns over the period ...USA market find a negative relationship before ...USA stock market at the same ...and return may be time ...
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The relationship between stock returns and volatility in the seventeen largest international stock markets: A semi parametric approach
... and return (typically log price ...of stock and market ...excess return while Shiller (1981), Porteba and Summers (1986) as well as Bekaert and Wu (2000, ...and return for USA monthly ...
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Robustness of the Risk Return Relationship in the U S Stock Market
... The data set consists of the monthly excess return on the value-weighted CRSP index (in excess of the 3-month Treasury bill rate) from 1928:1 to 2004:12. 1 The same data from the period 1928:1 – 2000:12 were used ...
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The Impact of Share Buyback Announcement to Stock Return and Market Return
... the stock price ...the market that the company has good profitability and business prospect, creating higher demand from investors which result in increasing stock ...
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