Download or read book Macroeconomic Determinants of Stock Market Behavior written by Aksinya Sorokina and published by . This book was released on 2016 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: The stock market plays an important role in the national economies, stimulating savings and reallocating assets. The impact of economic activities on the stock market could be deterministic for investors behavior. The present study analyses the influence of macroeconomic variables such as Industrial Production Index, Consumer Price Index, Commodities Price Index, Producer Price Index, Money Supply, Interest Rate, Exchange Rate, Net Export on the stock markets of four countries forming BRIC block: Brazil, Russia, India, China.
Download or read book Macroeconomic Determinants of Stock Market Behavior in Turkey written by Dilek Belevi and published by . This book was released on 1996 with total page 63 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Do MacRoeconomic Variables Have an Effect on the Us Stock Market written by Dennis Sauert and published by GRIN Verlag. This book was released on 2010-10 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seminar paper from the year 2010 in the subject Economics - Case Scenarios, grade: 1.0, Berlin School of Economics, language: English, abstract: The objective of this paper is to examine whether the unanticipated change of specific macroeconomic variables influences the US stock market represented by the S&P 500 using monthly data from 1986 to 2007. Thereby, the performance of the arbitrage pricing theory of Ross (cp. Ross, S., 1976) shall be studied. To explain the behavior of the US stock market return the paper contains the five predefined variables consumer price index (CPI), industrial production index (IPT), money stock M1 (M1), total consumer credit outstanding (TCC) and the term structure of interest rates (Term) which are approximately similar to those variables used by Ross (cp. Chen N. F. et al., 1986, pp. 383-403). Applying the OLS method, it was found that CPI, IPT and Term are negatively related to the US stock return. It was also detected that M1 affects the stock market lagging 8 months and 12 months. However, the test statistics showed that TCC has rather no impact on the US stock market return. To ensure that the ultimate results are not spurious, care will be taken in regards to autocorrelation, multicollinearity, serial correlation as well as heteroskedasticity.
Download or read book Macroeconomic Determinants and Stock Market written by and published by . This book was released on 2020 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Macroeconomic Determinants of Stock Market Behaviour in South Africa written by Kyle Junkin and published by . This book was released on 2011 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Do Macroeconomic Variables have an Effect on the US Stock Market written by Dennis Sauert and published by GRIN Verlag. This book was released on 2010-10-12 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seminar paper from the year 2010 in the subject Economics - Case Scenarios, grade: 1.0, Berlin School of Economics, language: English, abstract: The objective of this paper is to examine whether the unanticipated change of specific macroeconomic variables influences the US stock market represented by the S&P 500 using monthly data from 1986 to 2007. Thereby, the performance of the arbitrage pricing theory of Ross (cp. Ross, S., 1976) shall be studied. To explain the behavior of the US stock market return the paper contains the five predefined variables consumer price index (CPI), industrial production index (IPT), money stock M1 (M1), total consumer credit outstanding (TCC) and the term structure of interest rates (Term) which are approximately similar to those variables used by Ross (cp. Chen N. F. et al., 1986, pp. 383-403). Applying the OLS method, it was found that CPI, IPT and Term are negatively related to the US stock return. It was also detected that M1 affects the stock market lagging 8 months and 12 months. However, the test statistics showed that TCC has rather no impact on the US stock market return. To ensure that the ultimate results are not spurious, care will be taken in regards to autocorrelation, multicollinearity, serial correlation as well as heteroskedasticity.
Download or read book Economic Indicators as Determinants of Stock Market Behavior written by Lee Edward Franklin and published by . This book was released on 1974 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Macroeconomic Determinants of Stock Market Development in Emerging Economies written by Evgeniya E. Petrova and published by . This book was released on 2006 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Financial Markets and the Real Economy written by John H. Cochrane and published by Now Publishers Inc. This book was released on 2005 with total page 117 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Markets and the Real Economy reviews the current academic literature on the macroeconomics of finance.
Download or read book Macroeconomic Determinants of Stock Market Development written by Valeriano F. Garcia and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Using pooled data from fifteen industrial and developing countries from 1980 to 1995, this paper examines the macroeconomic determinants of stock market development, particularly market capitalization. The paper finds that: (1) real income, saving rate, financial intermediary development, and stock market liquidity are important determinants of stock market capitalization; (2) macroeconomic volatility does not prove significant; and (3) stock market development and financial intermediary development are complements instead of substitutes.
Download or read book Cointegration Causality and Forecasting written by Halbert White and published by Oxford University Press, USA. This book was released on 1999 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or studied with both) Clive Granger. Central themes of Granger's work are reflected in the book with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, non-linear and non-parametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work.
Download or read book stock market development and long run growth written by Ross Levine and published by World Bank Publications. This book was released on 1996 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Macroeconomic determinants of United States stock prices written by Michael R. DeStefano and published by . This book was released on 2000 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Macroeconomic Determinants of Stock market Returns Volatility and Volatility Risk premia written by Valentina Corradi and published by . This book was released on 2008 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Macroeconomic Determinants of Stock Market Liquidity written by Ijaz Ur Rehman and published by . This book was released on 2016 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Macroeconomic Determinants of U S Stock Prices are the Business Cycle and the Level of Economic Activity Moderating Factors written by Michael R. DeStefano and published by . This book was released on 2000 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Macroeconomic Determinants of Stock Market Volatility and Volatility Risk premiums written by Valentina Corradi and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
