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The Stock Market as a Leading Economic Indicator: An Application of Granger Causality · Study

WorkThe Stock Market as a Leading Economic Indicator: An Application of Granger Causality

Brad Comincioli1995

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Workgreen1995

The Stock Market as a Leading Economic Indicator: An Application of Granger Causality

Brad Comincioli

9 citations·0/0 files stored·Digital Commons at Illinois Wesleyan University (Illinois Wesleyan University)

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1985Does the Stock Market Overreact?1991Efficient Capital Markets: II 1972MONEY, INCOME, AND CAUSALITY 1989Forecasts of Economic Growth from the Bond and Stock Markets 1984Stock Prices and Economic News 1975The Stock Market and the Economy

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2022Forecasting Economic Growth with the Hungarian Composite Stock Market Index – a Granger Causality Test

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1996The Stock Market as a Leading Indicator: An Application of Granger Causalityarticle · 13 shared references 2009Marketing and Firm Value: Metrics, Methods, Findings, and Future Directionschapter · 4 shared references 2006Testing for Granger causality between stock prices and economic growthpreprint · 4 shared references 2022Forecasting Economic Growth with the Hungarian Composite Stock Market Index – a Granger Causality Testarticle · 4 shared references 2008Introductory Econometrics for Financebook · 3 shared references 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1article · 3 shared references

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Year1995

Typeother

Published1995-01-01

VenueDigital Commons at Illinois Wesleyan University (Illinois Wesleyan University)

Languageen

Citations9

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ShelfMonetary Policy and Economic Impact

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openalex_workW1528646485

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