Economic Forces and the Stock Market

Keywords

Stock market, Economics, Business, Financial economics, Geography

References

• Stocks, bonds, bills, and inflation : the past and the futureRoger G. Ibbotson, Rex A. Sinquefield — 1982
• The consumption based asset pricing model: A note on potential tests and applicationsBradford Cornell — 1981
• Stock Returns, Real Activity, Inflation, and MoneyEugene F. Fama — 1981
• Statistical Inference in Factor AnalysisT. W. Anderson, Herman Rubin — 1956
• Multivariate tests of the zero-beta CAPMJay Shanken — 1985
• Some Empirical Tests of the Theory of Arbitrage PricingNai‐Fu Chen — 1983
• AN INTERTEMPORAL GENERAL EQUILIBRIUM MODEL OF ASSET PRICESJohn C. Cox, Jonathan E. Ingersoll, Stephen A. Ross — 1985
• On multivariate tests of the CAPMA. Craig MacKinlay — 1987
• The arbitrage theory of capital asset pricingStephen A. Ross — 1976
• A comparison of inflation forecastsEugene F. Fama, Michael R. Gibbons — 1984
• AN INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIESDouglas T. Breeden — 1979
• Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset ReturnsLars Peter Hansen, Kenneth J. Singleton — 1983
• On Testing the Arbitrage Pricing Theory: Inter-Battery Factor AnalysisD. Chinhyung Cho — 1984
• The maximum‐likelihood solution in inter‐battery factor analysisMichael W. Browne — 1979
• Risk, Return, and Equilibrium: Empirical TestsEugene F. Fama, James D. MacBeth — 1973
• International Arbitrage Pricing Theory: An Empirical InvestigationD. Chinhyung Cho, Cheol S. Eun, Lemma W. Senbet — 1986
• The relationship between return and market value of common stocksRolf W. Banz — 1981
• ASSET PRICES IN AN EXCHANGE ECONOMYRobert E. Lucas — 1978
• An Empirical Investigation of the Arbitrage Pricing TheoryRichard Roll, Stephen A. Ross — 1980
• The statistical conception of mental factors.M. S. Bartlett — 1937

Cited by

• A valuation process for intellectual property in a technology park environmentSanjoy Bose — 2004
• An Empirical Study of the Relationship between Macroeconomic Variables and Stock Price: A Study on Dhaka Stock Exchange (DSE)Mohiuddin, Md. Didarul Alam, Abdullah Shahid — 2008
• The Impact of Pension Sector Reforms on the Financial Viability of Pension Plans in KenyaWilliam Akwimbi — 2011
• How Inflation, Market Capitalization, Industrial Production and the Economic Sentiment Indicator Affect the EU-12 Stock MarketsDimitrios Subeniotis, Dimitrios Papadopoulos, Ioannis Tampakoudis — 2011
• Trade Deficit News, Systematic Risk and the Crash of 1987Willem Thorbecke — 1994
• Macroeconomic vs. Statistical APT Approach in the Athens Stock ExchangeΤheodoros Spyridis, Željko Šević, Νικόλαος Γ. Θερίου — 2012
• A comparison of linear regression and neural network methods for predicting excess returns on large stocksVijay S. Desai, Rakesh Bharati — 1998
• Oil price volatility and stock marketsDimitri Dalakouras — 2009
• Stock markets dynamics, financial sector development and corporate capital structure in the GCC countriesWafaa Sbeiti — 2008
• Forecasting the Economic State with Financial Market Information and Term Structure of Interest RatesHeli Kinnunen — 2003
• Market Frictions and the Efficiency of Capital AllocationHippler, John William — 2014
• The Wealth Effects of the 2010-2011 Arab Uprisings: A Market Model Event StudyRachit Khaitan — 2012
• Sources of Momentum in BondsHwagyun Kim, Arvind Mahajan, Alex Petkevich — 2012
• Determinants of Chinese Stock Market ReturnsFei Wang — 2012
• Inflation Announcements, Federal Reserve Bias And StockReturnsMiguel Coelho, João Duque — 2004
• A Comparison of PNN and SVM for Stock Market Trend Prediction using Economic and Technical InformationSalim Lahmiri — 2011
• Oil price exposure of spanish equity sectorsPablo Moya Martínez, Román Ferrer, Francisco Escribano Sotos — 2012
• Tests for Differing Sensitivity Among Asset ReturnsScott Gilbert, Petr Zemčı́k — 2002
• Empirical evidence on the relationship between stock market volatility and macroeconomics volatility in MalaysiaZukarnain Zakaria, Sofian Shamsuddin — 2012
• Motivating, constructing and testing the Fama-French three factor model on the Johannesburg Stock ExchangePatryk Basiewicz — 2011

Related papers

• DETERMINING QUALITY REQUIREMENTS AT THE UNIVERSITIES TO IMPROVE THE QUALITY OF EDUCATIONNor Hanim Mustafa, Dinmukhamed Kelesbayev, Zh.D. Alibekova — 2018
• Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic ModelMarcelo Bianconi — 2003
• Monetary-fiscal policy interactions and the price level:Background and beyondEric M. Leeper, Tack Yun — 2006
• AN ANALYSIS OF STABILITY IN A KEYNESIAN ECONOMY WITH RICARDIAN CONSUMERSBenjamin Russo — 1991
• Stabilisation, Policy Targets and Unemployment in Imperfectly Competitive EconomiesGeorge J. Bratsiotis, Christopher Martin — 1999
• ACCELERATING INFLATION OR RISING UNEMPLOYMENT ‐IS THERE AN ALTERNATIVE?Winfried Vogt — 1996
• The macroeconomic impact of the nixon wage and price controls: A general equilibrium approachLawrence Davidson — 1983
• Fiscal and exchange rate policies in a fix-price trade model with export rationingJohn T. Cuddington — 1980
• Welfare costs of inflation in a dynamic economy with search unemploymentBurkhard Heer — 2002
• Macroeconomic priorities revisited: the behavioural foundations of stabilization policiesFabio D’Orlando, Francesco Ferrante — 2018