Results 261 to 270 of about 17,888 (310)

Does road safety cointegrate with socio-economic conditions in rich developing countries? [PDF]

PLoS One
Alfaki IA, Grivna M, El Sadig M.
europepmc   +1 more source

Editorial: Current Issues in Governance, Economics and Finance: Toward Ecosystems

International Journal of Finance &Economics, EarlyView.
Fadi Alkaraan, Khaled Hussainey
wiley   +1 more source

Value Chain Analysis and Strategic Framework for Economic Upgrading in North Macedonia’s Critical Minerals Sector

Kiselicki M, Haneklaus N, Santa M, Josimovski S, Jovevski D, Ivanovska LP, Blagoeva KT, Belshoska MM, Josimovska T, Nikolov AJ.   +9 more
europepmc   +1 more source

The Impact of Macroeconomic Variables, Bank-Specific, Institutional and Market Level Factors on Non-Performing Loans - An Analysis in the Portuguese Context Pre- and Post-COVID-19

Márcia Patrícia Fernandes da Silva
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Share Prices and Macroeconomic Factors

Journal of Business Finance & Accounting, 1997
The APT with macroeconomic factors put forward by Chen, Roll and Ross (1986) was tested using monthly Australian sectoral share‐price indexes for 1980–1994. The inflation rate was found to be consistently priced. The significance of other factors was found to depend on the choice of sample period and estimation method. The model was compared to both an
Nicolaas Groenewold, Patricia Fraser
openaire   +2 more sources

Macroeconomic News and Risk Factor Innovations

Managerial Finance, 2010
PurposeThe purpose of this paper is to determine if macroeconomic announcements affect the Fama‐French market, size, book‐to‐market risk factors and momentum factor.Design/methodology/approachUsing unexpected announcements of major macroeconomic indicators, a study is made of how daily innovations of risk factors react to macroeconomic shocks.
Thomas Gosnell, Ali Nejadmalayeri
openaire   +1 more source

Macroeconomic Expectations and State-Dependent Factor Returns

SSRN Electronic Journal, 2023
We examine the asymmetric impact of shocks to macroeconomic expectations and their underlying dispersion on equity risk premia across different market regimes. First, we rely on a two-state logit mixture vector autoregressive model and use Consensus Economics survey data on GDP growth, inflation, and short-term interest rates to approximate ...
Haase, Felix, Neuenkirch, Matthias
openaire   +3 more sources

Macroeconomic factors and international industry returns

Applied Financial Economics, 2001
This chapter extends the evidence presented in earlier chapters of the book, with respect to macroeconomic factors affecting industry returns, by moving away from the US and into a global setting. Managers who are interested in building global portfolios of stocks operate in such a setting.
Manolis G. Kavussanos, Stelios N. Marcoulis, Angelos G. Arkoulis   +2 more
openaire   +1 more source

Sector Rotation with Macroeconomic Factors

The Journal of Wealth Management, 2015
Implementing sector rotation strategies with a set of low-frequency economic measures, the authors construct long-only sector exchange traded fund (ETF) portfolios that respond differently to the economy via alternative optimization methods, such as mean–variance and low-volatility allocations. These economic-based portfolios, when assessed against the
James Chong, G. Michael Phillips
openaire   +1 more source

Momentum profits and macroeconomic factors

Applied Economics Letters, 2004
This article tests whether macroeconomic variables and market sentiment influence the size of momentum profits. It finds that although returns to the winner and loser portfolios are influenced by a range of macroeconomic and market wide variables; momentum profits are influenced only by the scale of portfolio outflows.
Patricia Chelley-steeley, Antonios Siganos   +1 more
openaire   +1 more source