US stock market
CO-INTEGRATION OF INDIAN STOCK MARKET WITH US STOCK MARKET
... Indian stock market with US stock ...of US stock market and Indian market were obtained from Bloomberg ...Indian stock markets with the markets of developed ...
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US Stock Market And Macroeconomic Factors
... the market value of all publicly traded ...that stock prices are fixed in relation to anticipated economic ...the US stock market crash that occurred in October 1987 and affected most ...
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Moral hazard and the US stock market: the idea of a 'greenspan put'
... the market economy (as exemplified by Mr Greenspan, Chairman of the Fed since 1987), the risks associated with owning US equities clearly fell towards the end of the last century and the development of the ...
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Moral hazard and the US stock market: analysing the 'Greenspan put'
... the US stock market has fallen far below its historic level, which Shiller (2000) attributes to a bubble driven by psychological ...the market falls. Our bubble, like Shiller’s, involves ...
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Conditional Relationship Between Beta and Return in the US Stock Market
... the US stock market over the period of October 2000 to June ...and market return, and the conditional variance of the residuals from an autoregressive model for the market ...
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The impact of the US stock market on the Romanian stock market in the context of the financial crisis
... the stock market interlinkages between the United States and Romania during the actual financial ...the US and the Romanian Stock ...Romanian stock market became more sensitive ...
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Profitability of CAPM Momentum Strategies in the US Stock Market
... York Stock Exchange (NYSE), American Stock Exchange (AMEX) and NASDAQ over the sample period of July 1963 to December 2013 are sourced from the CRSP daily return ...the US stock market ...
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Application of the Value Averaging Investment Method on the US Stock Market
... the US stock market in the years 1990– ...the market and so this regular investment method could be tested to see how it works in a bull (expansion) period and a bear (recession) ...sluggish ...
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Profitability of CAPM Momentum Strategies in the US Stock Market
... for market- and firm-specific ...the US stock market by selecting stocks according to the values of the alphas of the CAPM and the Fama– French ...for market- and firm-specific ...the ...
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Oil Price Shocks and the US Stock Market: Slope Heterogeneity Analysis
... It is now customary to evaluate such causal relationships using the vector restricted or unrestricted autore- gressive models. The mainstream studies on this subject use from simple ordinary least square (OLS) to struc- ...
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Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market
... the available stocks compared to the tangency portfolio from the entire index indicate a relatively high performance of US stock markets. However, this conclusion may not be adopted on the basis of two ...
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Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market
... Capital Market Theory, which is closely related to the MPT, then came up with the Capital Asset Pricing Model (CAPM), which extended the existing theory by an equilibrium view of the asset mar- ...
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The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market
... According to previous studies, the effect of inflation news of common stock returns depends on the state of the economy and the direction of the inflation surprises. Thus, Firstly, we make a preliminary analysis ...
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The Impact of Dividend Changes on Stock Return in the US Stock Market
... The academic finance literature surrounding this question is both wide and diverse. Starting with the articles of Lintner in 1956 and Miller & Modigliani in 1961 (as cited in Benartzi, Michaely, & Thaler, 1997), ...
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Impact of monetary policy on US stock market
... the market, including – according to Veselá (2010) for example the interest rate, inflation, GNP, money supply, transfer of inter- national capital, exchange rate shifts, political and economic shocks, ...the ...
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US stock market regimes and oil price shocks
... higher stock market volatility and the transition from a stable regime to a volatile ...lead stock markets to behave ...the stock market to move from a low variance regime to a high ...
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Is the US stock market getting riskier?
... Given a positive monthly return value, the probability of exceed that positive return value in any one year, defined for a particular return level, was lower in the period 1987-2016 that[r] ...
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Determinants of Foreign Institutional Investment in India: An Empirical Analysis
... are stock returns abroad, the greater will be FII inflows into the Indian stock ...local stock market and FII inflows into ...of US stock market represents the riskiness ...
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Predicting the direction of US stock markets using industry returns
... excess US stock market ...the stock markets by one month, the exact number depending varying between different model specificcations ...excess market returns are predictable, and that ...
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THE CREDIT RISK DYNAMICS OF INTERNATIONAL BONDS: THE INDONESIAN CASE
... The determinants of USD-denominated bonds issued by Indonesia are reported in Tables 2 and 3. As stated, this study utilizes a set of variables that theoretically determine credit risk. Deriving from structural models of ...
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