1. bookVolume 16 (2019): Edition 2 (December 2019)
Détails du magazine
License
Format
Magazine
eISSN
2256-0173
Première parution
16 Jun 2016
Périodicité
2 fois par an
Langues
Anglais
Accès libre

Regional Limitations of Stock Indices Prediction Models Based on Macroeconomic Variables

Publié en ligne: 30 Dec 2019
Volume & Edition: Volume 16 (2019) - Edition 2 (December 2019)
Pages: 5 - 20
Détails du magazine
License
Format
Magazine
eISSN
2256-0173
Première parution
16 Jun 2016
Périodicité
2 fois par an
Langues
Anglais

Alexakis, P. D., Kenourgios, D., & Dimitriou, D. (2016). On emerging stock market contagion: The Baltic region. Research in International Business and Finance, 36, 312–321. https://doi.org/10.1016/J.RIBAF.2015.09.03510.1016/J.RIBAF.2015.09.035Ouvrir le DOISearch in Google Scholar

Bali, T. G., Brown, S. J., & Tang, Y. (2014). Macroeconomic Uncertainty and Expected Stock Returns. Working Paper, (646), 1–77.Search in Google Scholar

Bareikienė, D., & Sūdžius, V. (2011). Finansų krizės poveikis Lietuvos vertybinių popierių rinkai. Verslas: Teorija Ir Praktika. https://doi.org/10.3846/btp.2011.2410.3846/btp.2011.24Ouvrir le DOISearch in Google Scholar

Benaković, D., & Posedel, P. (2010). Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market. Business Systems Research, 1(1–2), 39–46. https://doi.org/10.2478/v10305-012-0023-z10.2478/v10305-012-0023-zOuvrir le DOISearch in Google Scholar

Boreika, P., & Pilinkus, D. (2009). Makroekonominių Rodiklių Ir Akcijų Kainų Tarpusavio Ryšys Baltijos Šalyse. Relations Between Macroeconomic Indices and Stock Prices in the Baltic Countries., 692–699. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&db=bth&AN=41976539&site=ehost-live&scope=siteSearch in Google Scholar

Chen, N.-F., Roll, R., & Ross, S. A. (1986). Economic Forces and the Stock Market. The Journal of Business. The University of Chicago Press. https://doi.org/10.2307/235271010.2307/2352710Ouvrir le DOISearch in Google Scholar

Chen, S. (2008, March 1). Predicting the Bear Stock Market: Macroeconomic Variables as Leading Indicators. Retrieved from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1106100Search in Google Scholar

Cheung, Y.-W., & Ng, L. K. (1998). International evidence on the stock market and aggregate economic activity. Journal of Empirical Finance, 5(3), 281–296. https://doi.org/10.1016/S0927-5398(97)00025-X10.1016/S0927-5398(97)00025-XOuvrir le DOISearch in Google Scholar

Fama, E. F., & Schwert, G. W. (1977). Asset returns and inflation. Journal of Financial Economics, 5(2), 115–146. https://doi.org/10.1016/0304-405X(77)90014-910.1016/0304-405X(77)90014-9Ouvrir le DOISearch in Google Scholar

Flannery, M. J., & Protopapadakis, A. A. (2002). Macroeconomic Factors Do Influence Aggregate Stock Returns. Review of Financial Studies, 15(3), 751–782. https://doi.org/10.1093/rfs/15.3.75110.1093/rfs/15.3.751Ouvrir le DOISearch in Google Scholar

Gilbert, T. (2011). Information aggregation around macroeconomic announcements: Revisions matter. Journal of Financial Economics, 101(1), 114–131. https://doi.org/10.1016/J.JFINECO.2011.02.01310.1016/J.JFINECO.2011.02.013Ouvrir le DOISearch in Google Scholar

Gjerde, Ø., & Sættem, F. (1999). Causal relations among stock returns and macroeconomic variables in a small, open economy. Journal of International Financial Markets, Institutions and Money, 9(1), 61–74. https://doi.org/10.1016/S1042-4431(98)00036-510.1016/S1042-4431(98)00036-5Ouvrir le DOISearch in Google Scholar

Humpe, A., & Macmillan, P. (2009). Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan. Applied Financial Economics, 19(2), 111–119. https://doi.org/10.1080/0960310070174895610.1080/09603100701748956Ouvrir le DOISearch in Google Scholar

Ibrahim, M. H., & Aziz, H. (2003). Macroeconomic variables and the Malaysian equity market. Journal of Economic Studies, 30(1), 6–27. https://doi.org/10.1108/0144358031045524110.1108/01443580310455241Ouvrir le DOISearch in Google Scholar

Jareño, F., & Negrut, L. (2016). US stock market and macroeconomic factors. Journal of Applied Business Research, 32(1), 325–340. https://doi.org/10.19030/jabr.v32i1.954110.19030/jabr.v32i1.9541Search in Google Scholar

Kandir, S. (2008). Macroeconomic variables, firm characteristics and stock returns: evidence from Turkey. International Research Journal of Finance, 16(16). Retrieved from https://www.researchgate.net/profile/Serkan_Kandir/publication/254023824_Macroeconomic_Variables_Firm_Characteristics_and_Stock_Returns_Evidence_from_Turkey/links/568bc58f08ae129fb5cb80e0.pdfSearch in Google Scholar

Koncevičienė, I., & Janickaitė, D. (2011). Makroekonominių veiksnių įtaka NASDAQ OMX Vilnius listinguojamų įmonių akcijų pelno normoms, 2(22), 93–105.Search in Google Scholar

Laichena, K. E., & Obwogi, T. N. (2015). Effects of macroeconomic variables on stock returns in the East African community stock exchange market. International Journal of Education and Research, 3(10), 305–320.Search in Google Scholar

Larsson, R., & Haq, S. (2016). The dynamics of stock market returns and macroeconomic indicators: An ARDL approach with cointegration. Retrieved from http://www.diva-portal.org/smash/record.jsf?pid=diva2%3A950080&dswid=9719Search in Google Scholar

Marcišauskienė, J., & Cibulskienė, D. (2013). Baltijos šalių makroekonominių rodiklių ir akcijų rinkos kainų tarpusavio ryšio vertinimas. Ekonomika Ir Vadyba: Aktualijos Ir Perspektyvos, 1(29), 51–61.Search in Google Scholar

Ouma, W. N., & Muriu, P. (2014). The Impact of Macroeconomic Variables on Stock Market Returns in Kenya. International Journal of Business and Commerce Www.Ijbcnet.Com International Journal of Business and Commerce, 3(11), 1–31. https://doi.org/10.4038/suslj.v6i1.168910.4038/suslj.v6i1.1689Ouvrir le DOISearch in Google Scholar

Peiró, A. (2016). Stock prices and macroeconomic factors: Some European evidence. International Review of Economics & Finance, 41, 287–294. https://doi.org/10.1016/J.IREF.2015.08.00410.1016/J.IREF.2015.08.004Ouvrir le DOISearch in Google Scholar

Rudzkis, R., & Valkavičienė, R. (2014). Econometric models of the impact of macroeconomic processes on the stock market in the Baltic countries. Technological and Economic Development of Economy, 20(4), 783–800. https://doi.org/10.3846/20294913.2014.94990110.3846/20294913.2014.949901Ouvrir le DOISearch in Google Scholar

Wongbangpo, P., & Sharma, S. C. (2002). Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries. Journal of Asian Economics, 13(1), 27–51. https://doi.org/10.1016/S1049-0078(01)00111-710.1016/S1049-0078(01)00111-7Ouvrir le DOISearch in Google Scholar

Articles recommandés par Trend MD

Planifiez votre conférence à distance avec Sciendo