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THE EFFECT OF MACROECONOMIC VARIABLES IN PREDICTING INDONESIAN SHARIA STOCK INDEX
16 references·0 citing·43 second hopsampled
THE EFFECT OF MACROECONOMIC VARIABLES IN PREDICTING INDONESIAN SHARIA STOCK INDEX (2019)THE EFFECT OF MACROECONOMIC VARIABLES IN …Oil prices, exchange rates and stock markets under uncertainty and regime-switching (2018)Oil prices, exchange rates an…Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries (2018)Do Stock Markets Lead or Lag …Has the correlation of inflation and stock prices changed in the United States over the last two centuries? (2017)Has the correlation of inflat…US Stock Market And Macroeconomic Factors (2015)US Stock Market And Macroecon…Stock prices and macroeconomic factors: Some European evidence (2015)Stock prices and macroeconomi…Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach (2015)Do global risk factors and ma…Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (2014)Dynamic dependence of the glo…The Role of Macroeconomic Variables on Stock Market Index in China and India (2011)The Role of Macroeconomic Var…The impact of macroeconomic indicators on Vietnamese stock prices (2009)The impact of macroeconomic i…Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets (2006)Empirical relationship betwee…A vector error correction model of the Singapore stock market (2000)A vector error correction mod…Cointegration and causality between macroeconomic variables and stock market returns (1999)Cointegration and causality b…Macroeconomic variables and stock prices in a small open economy: The case of Singapore (1997)Macroeconomic variables and s…MONEY, OUTPUT AND STOCK PRICES IN MALAYSIA: AN APPLICATION OF THE COINTEGRATION TESTS (1996)MONEY, OUTPUT AND STOCK PRICE…Stock prices, asset portfolios and macroeconomic variables in ten European countries (1989)Stock prices, asset portfolio…STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)STOCK PRICES, REAL ACTIVITY, …Expectations and the neutrality of money (1972)MONEY, INCOME, AND CAUSALITY (1972)Asset returns and inflation (1977)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Do global financial distress and uncertainties impact GCC and global sukuk return dynamics? (2016)Does economic policy uncertainty matter for commodity market in China? Evidence from quantile regression (2019)Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model (2022)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Macroeconomic variables and the Malaysian equity market (2003)Macroeconomic Variables and Stock Market Interactions: New Zealand Evidence (2006)An Intertemporal Capital Asset Pricing Model (1973)Economic Forces and the Stock Market (1986)Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)International evidence on the stock market and aggregate economic activity (1998)Macro variables and international stock return predictability (2004)Testing for a Unit Root in Time Series Regression (1988)Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications (2017)Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017)Dynamic connectedness between oil prices and stock returns of clean energy and technology companies (2020)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Combined DEMATEL technique with a novel MCDM model for exploring portfolio selection based on CAPM (2010)The impact of Baidu Index sentiment on the volatility of China's stock markets (2019)Bounds testing approaches to the analysis of level relationships (2001)An empirical study on the dynamic relationship between oil prices and Indian stock market (2014)Impact of macroeconomic variables on the performance of stock exchange: a systematic review (2021)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Credit Rationing in Markets with Imperfect Information (1981)EFFECT OF MACROECONOMIC VARIABLES ON STOCK MARKET RETURNS FOR FOUR EMERGING ECONOMIES: BRAZIL, RUSSIA, INDIA, AND CHINA (2008)The arbitrage theory of capital asset pricing (1976)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Relationship between Macroeconomic Variables and Stock Market Indices: Cointegration Evidence from Stock Exchange of Singapore's All-S Sector Indices (2005)Oil and the Macroeconomy since World War II (1983)What is an Oil Shock? (2000)Measuring Economic Policy Uncertainty* (2016)Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables (2018)Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness (2022)
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References

  • 1981STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY2,632 cited
  • 2000A vector error correction model of the Singapore stock market446 cited
  • 1999Cointegration and causality between macroeconomic variables and stock market returns374 cited
  • 1989Stock prices, asset portfolios and macroeconomic variables in ten European countries277 cited
  • 2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors209 cited
  • 2006Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets189 cited
  • 2011The Role of Macroeconomic Variables on Stock Market Index in China and India150 cited
  • 1997Macroeconomic variables and stock prices in a small open economy: The case of Singapore139 cited
  • 2018Oil prices, exchange rates and stock markets under uncertainty and regime-switching136 cited
  • 2015Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach114 cited
  • 2015Stock prices and macroeconomic factors: Some European evidence110 cited
  • 2015US Stock Market And Macroeconomic Factors80 cited
  • 2017Has the correlation of inflation and stock prices changed in the United States over the last two centuries?76 cited
  • 2009The impact of macroeconomic indicators on Vietnamese stock prices

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70 cited
  • 2018Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries65 cited
  • 1996MONEY, OUTPUT AND STOCK PRICES IN MALAYSIA: AN APPLICATION OF THE COINTEGRATION TESTS61 cited
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