Results 11 to 20 of about 321,980 (303)
Dynamic Connectedness between Global Commodity (Fuel and Non-fuel) Prices and Middle East Stock Market: Stock Exchange Perspective [PDF]
International Journal of Management, Accounting and Economics, 2022 In this article, we provide an in-depth study of the link between global commodity prices and the shocks market. Many Middle East countries are exports dependent and rely heavily on the global price of their primary commodities to make rational economic ...
Nastaran Shahvari
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On Stock Market Returns and Returns on Investment [PDF]
The Journal of Finance, 1994 ABSTRACTThis article presents general conditions under which it is possible to obtain asset pricing relations from the intertemporal optimal investment decision of the firm. Under the assumption of linear homogeneous production and adjustment cost functions (the Hayashi (1982) conditions), it is possible to establish, state by state, the equality ...
Restoy, Fernando, Rockinger, G Michael
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Stock Market Returns and Consumption [PDF]
The Journal of Finance, 2018 ABSTRACTThis paper employs Swedish data on households' stock holdings to investigate how consumption responds to changes in stock market returns. We instrument the actual capital gains and dividend payments with past portfolio weights. Unrealized capital gains lead to a marginal propensity to consume of 23% for the bottom 50% of the wealth distribution
DI MAGGIO, M, KERMANI, A, MAJLESI, K
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Climate change events and stock market returns
Journal of Sustainable Finance & Investment, 2021 Using an event study methodology, we investigate how unexpected political events affect climate-sensitive sectors. We find that events related to climate change policy have significantly impacted returns. The clean energy sector benefitted from the Paris
Yevheniia Antoniuk, T. Leirvik
semanticscholar +1 more source
Monitoring Stock Market Returns: A Stochastic Approach
Croatian Operational Research Review, 2022 Financial analysis plays a major role in investing the disposable income of various economic agents. Stock markets are predominantly made up of small investors with limited information and low capabilities for a suitable analysis. Researchers, as well as practitioners, are divided over the findings on the adequacy of technical analysis in investing ...
Peovski, Filip +3 more
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Economies, 2023 Central bank characteristics are important determinants of stock market returns and their volatility. While the literature has examined the effects of transparency and independence, no research has been conducted so far on the effect of central bank ...
Ioannis Dokas +3 more
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The reaction of stock market returns to unemployment [PDF]
Studies in Nonlinear Dynamics & Econometrics, 2017 Abstract We empirically investigate the short-run impact of anticipated and unanticipated unemployment rates on stock prices. We particularly examine the nonlinearity in the stock market’s reaction to the unemployment rate and study ...
Gonzalo, J., Taamouti, A.
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Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
Borsa Istanbul Review, 2022 We examine the relationship between Islamic and conventional stock market returns to see if Islamic financial markets provide portfolio diversification benefits and safe havens during turbulent times.
Mehmet Fatih Bugan +2 more
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Public Attention to Environmental Issues and Stock Market Returns
, 2021 This paper empirically examines the effect of public attention to climate change and pollution on the weekly returns on US sustainability stock indices (i.e.
Imane El Ouadghiri +3 more
semanticscholar +1 more source
Nonlinear tail dependence in cryptocurrency-stock market returns: The role of Bitcoin futures
, 2021 We investigate the median and tail dependence between cryptocurrency and stock market returns of BRICS and Developed countries using a newly developed nonparametric cumulative measure of dependence over the period January 4, 2016 – December 31, 2019 as ...
Amine Lahiani +2 more
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