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Dynamic Relations Between Macroeconomic Factors and the Jordanian Stock Market
16 references·1 citing·35 second hop
Dynamic Relations Between Macroeconomic Factors and the Jordanian Stock Market (2004)Dynamic Relations Between Macroeconomic F…DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE JAPANESE STOCK MARKET: AN APPLICATION OF A VECTOR ERROR CORRECTION MODEL (1995)DYNAMIC RELATIONS BETWEEN MAC…Common stochastic trends in international stock markets (1992)Common stochastic trends in i…Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation (1992)Causal Relations Among Stock …The Demand for Money in the United States: Evidence from Cointegration Tests (1991)The Demand for Money in the U…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…An empirical examination of the Arbitrage Pricing Theory (1988)An empirical examination of t…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The behavior of the stock market in a developing economy (1986)The behavior of the stock mar…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…An Empirical Investigation of the Arbitrage Pricing Theory (1980)An Empirical Investigation of…THE SUPPLY OF MONEY AND COMMON STOCK PRICES (1971)THE SUPPLY OF MONEY AND COMMO…Stock market development and nexus of market liquidity: The case of Fiji (2020)Stock market development and …Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The econometrics of financial markets (1996)Country spreads and emerging countries: Who drives whom? (2005)Stock prices and exchange rate dynamics (2005)Statistical analysis of cointegration vectors (1988)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Fundamentals and Stock Returns in Japan (1991)Rhetoric of Economics (1998)Asset Prices in an Exchange Economy (1978)Expected stock returns and volatility (1987)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Idiosyncratic Risk Matters! (2003)There is a risk-return trade-off after all (2005)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
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  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
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  • 1991The Demand for Money in the United States: Evidence from Cointegration Tests286 cited
  • 1988An empirical examination of the Arbitrage Pricing Theory277 cited
  • 1971

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THE SUPPLY OF MONEY AND COMMON STOCK PRICES
173 cited
  • 1986The behavior of the stock market in a developing economy64 cited
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    • 2020Stock market development and nexus of market liquidity: The case of Fiji19 cited