Results 31 to 40 of about 321,980 (303)
Stock Market Returns and Consumption
Journal of Finance, 2020 This 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.
Marco Di Maggio +2 more
semanticscholar +1 more source
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 ...
openaire +4 more sources
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
, 2020 This paper performs a two-stage methodology based on the Structural VAR and time-varying parameter regression models to examine the dynamic reaction of a set of oil-related countries’ stock markets to oil price shocks.
Khaled Mokni
semanticscholar +1 more source
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
doaj +1 more source
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 ...
openaire +3 more sources
The Relevance of Cboe Volatility Index to Stock Markets in Emerging Economies
Organizations and Markets in Emerging Economies, 2015 We examine the capability of CBOE S&P500 Volatility index (VIX) to determine returns of emerging stock market indices as compared to local stock markets volatility indicators.
Tamara Mariničevaitė +1 more
doaj +1 more source