SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Share Prices and Macroeconomic Factors
0 references·16 citing·47 second hop
Share Prices and Macroeconomic Factors (1997)Share Prices and Macroeconomic FactorsFiscal policy and stock market efficiency: An ARDL Bounds Testing approach (2020)Fiscal policy and stock marke…Evolution of corporate governance in India and its impact on the growth of the financial market: an empirical analysis (1995-2014) (2019)Evolution of corporate govern…An Econometric Analysis of the Impact of Macroeconomic Fundamentals on Stock Market Returns in Ghana (2014)An Econometric Analysis of th…Empirical evidence on the relationship between stock market volatility and macroeconomics volatility in Malaysia (2012)Empirical evidence on the rel…Testing Capital Asset Pricing Model: Empirical Evidences from Indian Equity Market (2010)Testing Capital Asset Pricing…The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model (2009)The estimation and determinan…A review of capital asset pricing models (2007)A review of capital asset pri…Modeling country risk in Latin America: A country beta approach (2006)Modeling country risk in Lati…What are the risks when investing in thin emerging equity markets: Evidence from the Arab world (2005)What are the risks when inves…Time-varying betas and the cross-sectional return–risk relation: evidence from the UK (2004)Time-varying betas and the cr…A best choice among asset pricing models? The Conditional Capital Asset Pricing Model in Australia (2004)A best choice among asset pri…The determinants of stock returns in a small open economy (2003)The determinants of stock ret…The relationship between conditional stock market volatility and conditional macroeconomic volatility (2002)The relationship between cond…Modeling Australia’s country risk: a country beta approach (2000)Modeling Australia’s country …Forecasting Beta: How Well Does the ‘Five‐Year Rule of Thumb’ Do? (2000)Forecasting Beta: How Well Do…Time-varying estimates of CAPM betas (1999)Time-varying estimates of CAP…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Economic Forces and the Stock Market (1986)Generalized autoregressive conditional heteroskedasticity (1986)MACROECONOMIC UNCERTAINTY AND CONDITIONAL STOCK MARKET VOLATILITY IN SOUTH AFRICA* (2011)Firm return volatility and economic gains: The role of oil prices (2014)Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests (2016)ON THE ASSESSMENT OF RISK (1971)A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS (1973)BETAS AND THEIR REGRESSION TENDENCIES (1975)Herd Behavior Towards the Market Index: Evidence from 21 Financial Markets (2008)Conditional market beta for REITs: A comparison of modeling techniques (2012)Determinants of market beta: the impacts of firm-specific accounting figures and market conditions (2013)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)The Cross-Section of Expected Stock Returns (1992)Conditional risk–return relationship in a time-varying beta model (2008)Risk and Return under Shari’a Framework: An Attempt to Develop Shari’a Compliant Asset Pricing Model (SCAPM) (2011)The role of AI in capital structure to enhance corporate funding strategies (2020)Legal Determinants of External Finance (1997)Law and Finance (1998)Risk and Return in the Next Frontier (2008)Impact of liquidity on stock returns: an empirical investigation of the Tunisian stock market (2010)Voluntary disclosure and risk in an emerging market (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Statistical analysis of cointegration vectors (1988)The Effect of Macroeconomic Variables on Stock Market Returns in Ghana (2000-2013) (2014)PENGARUH FAKTOR-FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM INDEKS KOMPAS 100 (2016)Common risk factors in the returns on stocks and bonds (1993)Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market (2007)Anomalies and stock returns: Australian evidence (2009)Size and book-to-market factors in Australia (2012)An Empirical Investigation of the Possibility of Stochastic Systematic Risk in the Market Model (1984)UK unit trust performance 1980–1989: A passive time-varying approach (1992)Financial Economics (1997)Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques (2008)The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test (2021)Environmental reverberations of geopolitical risk and economic policy uncertainty resulting from the Russia-Ukraine conflict: A wavelet based approach for sectoral CO2 emissions (2023)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bounds testing approaches to the analysis of level relationships (2001)An Entropy Approach to Measure the Dynamic Stock Market Efficiency (2022)Role of renewable energy investment and geopolitical risk in green finance development: Empirical evidence from BRICS countries (2023)Impact of fiscal policies and green financing on firm innovation and firm value for green economic recovery (2024)Why Does Stock Market Volatility Change Over Time? (1989)Pengaruh Kebijakan Dividen, Nilai Tukar, Leverage, dan Firm Size terhadap Volatilitas Harga Saham (2018)The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea (2018)Indonesian Stock Market Volatility: GARCH Model (2020)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 1999Time-varying estimates of CAPM betas100 cited
  • 2004A best choice among asset pricing models? The Conditional Capital Asset Pricing Model in Australia78 cited
  • 2002The relationship between conditional stock market volatility and conditional macroeconomic volatility75 cited
  • 2004Time-varying betas and the cross-sectional return–risk relation: evidence from the UK57 cited
  • 2012Empirical evidence on the relationship between stock market volatility and macroeconomics volatility in Malaysia56 cited
  • 2020Fiscal policy and stock market efficiency: An ARDL Bounds Testing approach51 cited
  • 2014An Econometric Analysis of the Impact of Macroeconomic Fundamentals on Stock Market Returns in Ghana44 cited
  • 2005What are the risks when investing in thin emerging equity markets: Evidence from the Arab world42 cited
  • 2000Forecasting Beta: How Well Does the ‘Five‐Year Rule of Thumb’ Do?41 cited
  • 2010Testing Capital Asset Pricing Model: Empirical Evidences from Indian Equity Market37 cited
  • 2003The determinants of stock returns in a small open economy36 cited
  • 2000Modeling Australia’s country risk: a country beta approach35 cited
  • 2009The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model33 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2006Modeling country risk in Latin America: A country beta approach31 cited
  • 2007A review of capital asset pricing models30 cited
  • 2019Evolution of corporate governance in India and its impact on the growth of the financial market: an empirical analysis (1995-2014)29 cited