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Macroeconomic Variables, Volatility and Stock Market Returns: A Case of Nairobi Securities Exchange, Kenya
11 references·7 citing·46 second hop
Macroeconomic Variables, Volatility and Stock Market Returns: A Case of Nairobi Securities Exchange, Kenya (2014)Macroeconomic Variables, Volatility and S…Stock market performance and economic growth Empirical Evidence from Kenya using Causality Test Approach (2011)Stock market performance and …The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan (2008)Can macroeconomic variables e…Effects of macroeconomic variables on Istanbul stock exchange indexes (2005)Effects of macroeconomic vari…Stock Market Risk and Return: An Equilibrium Approach (2000)Stock Market Risk and Return:…On the relationship between stock returns and exchange rates: Tests of granger causality (1998)On the relationship between s…Stock returns and real activity: A structural approach (1995)Stock returns and real activi…Threshold heteroskedastic models (1994)Threshold heteroskedastic mod…Does inflation depress the stock market (1991)Does inflation depress the st…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Relationship among macroeconomic factors and stock prices: cointegration approach from the Indian stock market (2024)Relationship among macroecono…PENGARUH NILAI TUKAR, KEBIJAKAN DIVIDEN DAN STRUKTUR MODAL TERHADAP RETURN SAHAM PADA PERUSAHAAN YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX (2020)PENGARUH NILAI TUKAR, KEBIJAK…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 …The impact of inflation rate on stock market returns: evidence from Kenya (2018)The impact of inflation rate …Economic Effects in Islamic Stock Development of the European Countries (2018)Economic Effects in Islamic S…Pengaruh Inflasi, Kurs Rupiah dan Suku Bunga terhadap Return Saham Perusahaan Manufaktur (2017)Pengaruh Inflasi, Kurs Rupiah…The effect of Malaysia general election on stock market returns (2016)The effect of Malaysia genera…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Expectations and Exchange Rate Dynamics (1976)Trends and random walks in macroeconmic time series (1982)Bivariate causality between exchange rates and stock prices in South Asia (2003)THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL (2006)Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets (2013)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Chapter 13 Consumption-based asset pricing (2003)The Levered Equity Risk Premium and Credit Spreads: A Unified Framework (2009)When Does Investor Sentiment Predict Stock Returns? (2010)Multivariate GARCH models: a surveyAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Emerging equity market volatility (1997)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)The impact of macroeconomic indicators on Vietnamese stock prices (2009)Macroeconomic indicators and their impact on stock markets in ASIAN 3: A pooled mean group approach (2018)Does macroeconomic uncertainty really matter in predicting stock market behavior? A comparative study on China and USA (2020)A Contribution to the Theory of Economic Growth (1956)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)INFLATION DYNAMICS ON THE OVERALL STOCK MARKET PERFORMANCE: The Case of Nairobi Securities Exchange in Kenya. (2013)Macroeconomic determinants of stock market capitalization in an emerging market: fresh evidence from cointegration with unknown structural breaks (2015)Diffusion of Innovations 1 (2019)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)Dividend yields and expected stock returns (1988)Production, growth and business cycles (1988)International Real Business Cycles (1992)Sources and propagation of international output cycles: Common shocks or transmission? (1998)Does the stock market predict real activity? Time series evidence from the G-7 countries (1999)Stock prices and domestic and international macroeconomic activity: a cointegration approach (2000)The arbitrage theory of capital asset pricing (1976)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Stock prices and macroeconomic factors: Some European evidence (2015)Stock Selection via Spatiotemporal Hypergraph Attention Network: A Learning to Rank Approach (2021)Investor sentiments and stock markets during the COVID-19 pandemic (2022)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 1994Threshold heteroskedastic models2,294 cited
  • 2008Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan334 cited
  • 2000Stock Market Risk and Return: An Equilibrium Approach323 cited
  • 1998On the relationship between stock returns and exchange rates: Tests of granger causality220 cited
  • 2005Effects of macroeconomic variables on Istanbul stock exchange indexes108 cited
  • 1995Stock returns and real activity: A structural approach107 cited
  • 2011Stock market performance and economic growth Empirical Evidence from Kenya using Causality Test Approach71 cited
  • 1991Does inflation depress the stock market65 cited

Cited by

  • 2024Relationship among macroeconomic factors and stock prices: cointegration approach from the Indian stock market38 cited
  • 2019The Effect of Macro Economic Variables on Stock Return of Companies That Listed in Stock Exchange: Empirical Evidence from Indonesia29 cited
  • 2016The effect of Malaysia general election on stock market returns

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28 cited
  • 2020PENGARUH NILAI TUKAR, KEBIJAKAN DIVIDEN DAN STRUKTUR MODAL TERHADAP RETURN SAHAM PADA PERUSAHAAN YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX26 cited
  • 2017Pengaruh Inflasi, Kurs Rupiah dan Suku Bunga terhadap Return Saham Perusahaan Manufaktur25 cited
  • 2018The impact of inflation rate on stock market returns: evidence from Kenya24 cited
  • 2018Economic Effects in Islamic Stock Development of the European Countries17 cited