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The Stock Market as a Leading Economic Indicator: An Application of Granger Causality
13 references·1 citing·46 second hop
The Stock Market as a Leading Economic Indicator: An Application of Granger Causality (1995)The Stock Market as a Leading Economic In…MACRO ECONOMETRICS OF STOCK PRICE FLUCTUATIONS (1993)MACRO ECONOMETRICS OF STOCK P…The Link between the Rate of Growth of Stock Prices and the Rate of Growth of GNP in the United States: A Granger Causality Test (1991)The Link between the Rate of …Efficient Capital Markets: II (1991)Efficient Capital Markets: IIForecasts of Economic Growth from the Bond and Stock Markets (1989)Forecasts of Economic Growth …The Efficient Market Hypothesis on Trial (1986)The Efficient Market Hypothes…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Stock Prices and Economic News (1984)Stock Prices and Economic NewsStock prices and the economy (1983)Stock prices and the economyFORECASTING STOCK MARKET PRICES (1977)FORECASTING STOCK MARKET PRIC…The Stock Market and the Economy (1975)The Stock Market and the Econ…MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Forecasting Economic Growth with the Hungarian Composite Stock Market Index – a Granger Causality Test (2022)Forecasting Economic Growth w…A Monetary History of the United States, 1867-1960 (1964)The Optimum Quantity of Money: and Other Essays (1971)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)Permanent and Temporary Components of Stock Prices (1988)Use of macroeconomic variables to evaluate selected hospitality stock returns in the U.S. (1994)Dynamic analysis between the US stock returns and the macroeconomic variables (2007)EFFECT OF MACROECONOMIC VARIABLES ON STOCK MARKET RETURNS FOR FOUR EMERGING ECONOMIES: BRAZIL, RUSSIA, INDIA, AND CHINA (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)Common risk factors in the returns on stocks and bonds (1993)Twitter mood predicts the stock market (2011)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Book Review: Time Series Analysis: Forecasting and Control (1977)Forecasting stock market prices in a thin security market (1987)The Stock Market as a Leading Indicator: An Application of Granger Causality (1996)Artificial intelligence applications in financial forecasting – a survey and some empirical results (2014)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)The Adjustment of Stock Prices to New Information (1969)Asset returns and inflation (1977)Stock returns and the weekend effect (1980)Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)The Term Structure as a Predictor of Real Economic Activity (1991)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Rational Capital Budgeting In An Irrational World (1996)Rational Capital Budgeting in an Irrational World (1996)Stock Market Efficiency and Economic Efficiency: Is There a Connection? (1997)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1985Does the Stock Market Overreact?7,756 cited
  • 1991Efficient Capital Markets: II6,030 cited
  • 1972MONEY, INCOME, AND CAUSALITY3,013 cited
  • 1989Forecasts of Economic Growth from the Bond and Stock Markets424 cited
  • 1984Stock Prices and Economic News384 cited
  • 1975The Stock Market and the Economy199 cited
  • 1993MACRO ECONOMETRICS OF STOCK PRICE FLUCTUATIONS146 cited
  • 1977FORECASTING STOCK MARKET PRICES73 cited
  • 1983Stock prices and the economy41 cited
  • 1991The Link between the Rate of Growth of Stock Prices and the Rate of Growth of GNP in the United States: A Granger Causality Test40 cited
  • 1986The Efficient Market Hypothesis on Trial27 cited

Cited by

  • 2022Forecasting Economic Growth with the Hungarian Composite Stock Market Index – a Granger Causality Test15 cited

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