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The Impact of Money Market Indicators on Real Estate Finance in Nigeria
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The Impact of Money Market Indicators on Real Estate Finance in Nigeria (2012)The Impact of Money Market Indicators on …Relationship between Macroeconomic Variables and Stock Market Indices: Cointegration Evidence from Stock Exchange of Singapore's All-S Sector Indices (2005)Relationship between Macroeco…Macroeconomic influences on the stock market (2001)Macroeconomic influences on t…Stock prices and domestic and international macroeconomic activity: a cointegration approach (2000)Stock prices and domestic and…A vector error correction model of the Singapore stock market (2000)A vector error correction mod…DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE JAPANESE STOCK MARKET: AN APPLICATION OF A VECTOR ERROR CORRECTION MODEL (1995)DYNAMIC RELATIONS BETWEEN MAC…Inflation and Asset Returns in a Monetary Economy (1992)Inflation and Asset Returns i…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW (1986)ECONOMETRIC MODELLING WITH CO…The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)The Fiscal and Monetary Linka…Inflation, real returns and capital investment (1982)Inflation, real returns and c…STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)STOCK PRICES, REAL ACTIVITY, …Investment Analysis and Portfolio Management. (1979)Investment Analysis and Portf…Asset returns and inflation (1977)Asset returns and inflationINFLATION AND RATES OF RETURN ON COMMON STOCKS (1976)INFLATION AND RATES OF RETURN…MONEY AND STOCK PRICES: THE CHANNELS OF INFLUENCE (1972)MONEY AND STOCK PRICES: THE C…Money and Business Cycles (1963)Money and Business CyclesImpact of Macroeconomic Factors on the Growth of Islamic Banking: A Case of Pakistan (2018)Impact of Macroeconomic Facto…Expectations and the neutrality of money (1972)MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz (1989)Nominal price rigidity, money supply endogeneity, and business cycles (1996)Monetary Systems and Accelerator Models (2016)A Monetary History of the United States, 1867-1960 (2017)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Variable Trends in Economic Time Series (1988)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Peasants or Bankers? The American Electorate and the U.S. Economy (1992)Time Series Analysis, Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Forward and spot exchange rates (1984)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Stock Returns and the Term Structure (1985)Stock Returns, Expected Returns, and Real Activity (1990)Oil price shocks and stock market activity (1999)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries (2002)Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Permanent and Temporary Components of Stock Prices (1988)A CAUSAL MODEL OF LINKAGES AMONG ENVIRONMENTAL DIMENSIONS, MACRO ORGANIZATIONAL CHARACTERISTICS, AND PERFORMANCE. (1988)The Sharpe Ratio (1994)Stock market volatility, excess returns, and the role of investor sentiment (2002)
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References

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164 cited
  • 2001Macroeconomic influences on the stock market138 cited
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    • 2018Impact of Macroeconomic Factors on the Growth of Islamic Banking: A Case of Pakistan12 cited