SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Is there a long run relationship between stock returns and monetary variables: evidence from an emerging market
14 references·6 citing·42 second hop
Is there a long run relationship between stock returns and monetary variables: evidence from an emerging market (2001)Is there a long run relationship between …Security Market Imperfections in Worldwide Equity Markets (2001)Security Market Imperfections…Empirical distributions of stock returns: European securities markets, 1990-95 (2001)Empirical distributions of st…Time–lagged interactions between stocks prices and selected economic variables (1991)Time–lagged interactions betw…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIOn Fiscal Policy and the Stock Market (1988)On Fiscal Policy and the Stoc…COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Stock Prices and Economic News (1985)Stock Prices and Economic NewsStock Prices and Economic News (1984)Stock Prices and Economic NewsTrends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Does Anticipated Monetary Policy Matter? An Econometric Investigation (1982)Does Anticipated Monetary Pol…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Autoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …Does Anticipated Monetary Policy Matter? An Econometric Investigation (1980)Does Anticipated Monetary Pol…Assessing the long-run and short-run effect of monetary variables on stock market in the presence of structural breaks: evidence from liberalized India (2022)Assessing the long-run and sh…The Effect of Macro Economic Variables on Stock Return of Companies That Listed in Stock Exchange: Empirical Evidence from Indonesia (2019)The Effect of Macro Economic …Clean energy industries and rare earth materials: Economic and financial issues (2013)Clean energy industries and r…Causal Relationship between Macro-Economic Indicators and Stock Market in India (2011)Causal Relationship between M…Stock exchange demutualization and performance (2010)Stock exchange demutualizatio…STOCK RETURN AND MACROECONOMIC FUNDAMENTALS IN MODEL- SPECIFICATION FRAMEWORK : EVIDENCE FROM INDIAN STOCK MARKET (2003)STOCK RETURN AND MACROECONOMI…The Adjustment of Stock Prices to New Information (1969)Day of the Week Effects and Asset Returns (1981)Business conditions, monetary policy, and expected security returns (1996)The Adjustment of Stock Prices to New Information (2003)Investor sentiment and the stock market’s reaction to monetary policy (2009)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Rational Expectations and the Theory of Price Movements (1961)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)ARE THE OUTPUT EFFECTS OF MONETARY POLICY ASYMMETRIC? EVIDENCE FROM A SAMPLE OF EUROPEAN COUNTRIES (1996)Chapter 15 Staggered price and wage setting in macroeconomics (1999)The History of the Phillips Curve: Consensus and Bifurcation (2009)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)A note on the causal relationship between energy and GDP in Taiwan (2000)DOES FOREIGN DIRECT INVESTMENT PROMOTE ECONOMIC GROWTH? EVIDENCE FROM EAST ASIA AND LATIN AMERICA (2001)Causal Relationship between Energy Consumption and GDP Growth Revisited: A Dynamic Panel Data Approach (2008)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)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)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)Money, Credit Constraints, and Economic Activity (1983)Staggered Price and Wage Setting in Macroeconomics (1998)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)The Adjustment of Stock Prices to Information About Inflation (1981)Macro variables and international stock return predictability (2004)Tourism as a long-run economic growth factor: the Spanish case (2002)Testing for Error Correction in Panel Data* (2007)Do Natural Resources Fuel Authoritarianism? A Reappraisal of the Resource Curse (2011)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • 1981Autoregressive modelling and money-income causality detection710 cited
  • 1985Stock Prices and Economic News420 cited
  • 1984Stock Prices and Economic News380 cited
  • 1982Does Anticipated Monetary Policy Matter? An Econometric Investigation316 cited
  • 1980Does Anticipated Monetary Policy Matter? An Econometric Investigation289 cited
  • 1991Time–lagged interactions between stocks prices and selected economic variables120 cited
  • 2001Security Market Imperfections in Worldwide Equity Markets115 cited
  • 2001Empirical distributions of stock returns: European securities markets, 1990-95112 cited
  • 1988On Fiscal Policy and the Stock Market89 cited

Cited by

  • 2013Clean energy industries and rare earth materials: Economic and financial issues

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

118 cited
  • 2011Causal Relationship between Macro-Economic Indicators and Stock Market in India41 cited
  • 2003STOCK RETURN AND MACROECONOMIC FUNDAMENTALS IN MODEL- SPECIFICATION FRAMEWORK : EVIDENCE FROM INDIAN STOCK MARKET31 cited
  • 2019The Effect of Macro Economic Variables on Stock Return of Companies That Listed in Stock Exchange: Empirical Evidence from Indonesia29 cited
  • 2010Stock exchange demutualization and performance19 cited
  • 2022Assessing the long-run and short-run effect of monetary variables on stock market in the presence of structural breaks: evidence from liberalized India15 cited