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Macroeconomic Variables and South African Stock Return Predictability · Study

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ArticleMacroeconomic Variables and South African Stock Return Predictability

Rangan Gupta2012

Article2012

Macroeconomic Variables and South African Stock Return Predictability

Rangan Gupta · Mampho P. Modise

73 citations·0/0 files stored·Economic Modelling

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Financial Markets and Investment Strategies Market Dynamics and Volatility Stock Market Forecasting Methods

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References

1976The arbitrage theory of capital asset pricing 1973An Intertemporal Capital Asset Pricing Model 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities 2001Consumption, Aggregate Wealth, and Expected Stock Returns 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*

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2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns 2018The impact of inflation rate on stock market returns: evidence from Kenya 2019Balance sheet changes and the impact of financial sector risk-taking on fiscal multipliers

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Year2012

Typearticle

Published2012-12-05

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations73

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.econmod.2012.10.015

openalex_workW2033466599

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