Results 21 to 30 of about 13,865 (262)
Democracy and stock market returns
Journal of Financial Research, 2018 AbstractIn this article, we empirically examine the relation between democracy level and stock index returns in a sample of 74 countries. Compared with democracies, autocratic states are characterized by lower returns despite exhibiting higher return volatility.
Xun Lei, Tomasz Piotr Wisniewski
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On Stock Market Returns and Monetary Policy [PDF]
The Journal of Finance, 1997 ABSTRACTFinancial economists have long debated whether monetary policy is neutral. This article addresses this question by examining how stock return data respond to monetary policy shocks. Monetary policy is measured by innovations in the federal funds rate and nonborrowed reserves, by narrative indicators, and by an event study of Federal Reserve ...
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Energies, 2018 This study examines the Granger-causal relationships between oil price movements and global stock returns by using time-varying Granger-causality tests in mean and in variance.
Emrah İ. Çevik +2 more
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Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century
Mathematics, 2023 In this study, we contribute to the rapidly growing climate-finance literature by shedding light on the question of whether climate risks have predictive value for stock market returns. We measure climate risks in terms of both the change in the northern
Mehmet Balcilar +3 more
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Dynamic relationships between industry returns and stock market returns [PDF]
North American Journal of Economics and Finance, 2013 Mei-Ping Chen, Chien-Chiang Lee
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The Cross Section of Stock Returns in an Artificial Stock Market
SSRN Electronic Journal, 2023 We examine the role of pandemic attention in stock market dynamics during the coronavirus pandemic. We show that the amount of attention paid to pandemic news is an important determinant of market dynamics, beyond health news. We find that pandemic attention asymmetrically influences stock market dynamics during the pandemic by negatively contributing ...
van Cappelle, Tjeerd +2 more
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The impact of liquidity on common stocks returns: Empirical insights from commercial banks in Nepal [PDF]
Banks and Bank SystemsMost developed and emerging economies pay substantial attention to liquidity to understand stock return behavior. However, there is a need for more focus on understanding the impact of such factors on stock returns in developing countries such as Nepal ...
Prem Bahadur Budhathoki +2 more
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Idiosyncratic volatility, network centrality, and stock returns
Borsa Istanbul Review, 2023 To study interconnectedness in the stock market and examine the impact of network centrality on stock returns, this study constructs a network of Turkish stocks based on idiosyncratic volatility correlations.
Sergen Akarsu
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Cryptocurrency and Stock Market: Complements or Substitutes?
Applied Finance Letters, 2020 Purpose/Relevance: The main goal of this study is to find whether the cryptocurrency market does significantly impact the stock market prices and returns.
Mina Sami
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Stock return expectations in the credit market [PDF]
International Review of Financial Analysis, 2018 In this paper we compute long-term stock return expectations (across the business cycle) for individual firms using information backed out from the credit derivatives market. Our methodology builds on previous theoretical results in the literature on stock return expectations and, empirically, we demonstrate a close relationship between credit-implied ...
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