The impact of inflation rate on stock market returns: evidence from Kenya
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Economics and Finance"
DOI: 10.1007/s12197-018-9430-5
Abstract: This study examined the stochastic properties of inflation rate, stock market returns and their cointegrating residuals using monthly data for the period 1993 to 2015. The Autoregressive Fractionally Integrated Moving Average (ARFIMA)-based exact maximum likelihood… read more here.
Keywords: inflation rate; market returns; stock market;
Pandemic-induced fear and stock market returns: Evidence from China
Sign Up to like & getrecommendations! Published in 2021 at "Global Finance Journal"
DOI: 10.1016/j.gfj.2021.100644
Abstract: Abstract We construct a pandemic-induced fear (PIF) index to measure fear of the COVID-19 pandemic using Internet search volumes of the Chinese local search engine and empirically investigate the impact of fear of the pandemic… read more here.
Keywords: market returns; pandemic induced; induced fear; stock market ... See more keywords
Hurricanes as news? Assessing the impact of hurricanes on the stock market returns of energy companies
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Disaster Risk Reduction"
DOI: 10.1016/j.ijdrr.2021.102572
Abstract: Abstract Recent hydro-meteorological disasters have sparked popular interest in climate change and its role in driving these events. In this paper, we focus on the information provided by one such type of disaster, hurricanes, to… read more here.
Keywords: stock market; market returns; energy companies; energy ... See more keywords
Football sentiment and stock market returns: Evidence from a frontier market
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Behavioral and Experimental Finance"
DOI: 10.1016/j.jbef.2021.100472
Abstract: Abstract This study examines the effect of investor sentiment on the Vietnamese stock market. Using the results of international football matches as exogenous shocks on investor sentiment, and information from two major stock exchanges, we… read more here.
Keywords: market; market returns; sentiment stock; sentiment ... See more keywords
Macroeconomic shocks and stock market returns: the case of Korea
Sign Up to like & getrecommendations! Published in 2018 at "Applied Economics"
DOI: 10.1080/00036846.2017.1340574
Abstract: ABSTRACT This study examines the effects of macroeconomic shocks on key macro variables, including stock market returns in Korea, using the structural vector autoregression (SVAR) model. We suggest a three-variable SVAR model incorporating inflation, output… read more here.
Keywords: shocks stock; market; stock market; market returns ... See more keywords
Market returns and risk factors for the emerging economies
Sign Up to like & getrecommendations! Published in 2020 at "Applied Economics"
DOI: 10.1080/00036846.2020.1761534
Abstract: ABSTRACT This paper creates daily factors (much like Fama and French) and monthly aggregate idiosyncratic volatility measures for 15 emerging economies. Data deficiencies, including firm balance sheet data, are bypassed by constructing daily country factors… read more here.
Keywords: emerging economies; volatility; risk factors; market returns ... See more keywords
Failed terror attack and stock market returns: the case of Pakistan stock exchange
Sign Up to like & getrecommendations! Published in 2020 at "Applied Economics Letters"
DOI: 10.1080/13504851.2020.1851645
Abstract: ABSTRACT This study investigates the effect of a failed terror attack on stock market returns using an event study approach. The mean-adjusted returns and the market model are used to analyse the event. The results… read more here.
Keywords: attack; market; stock market; failed terror ... See more keywords
Emotions in the Stock Market
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Behavioral Finance"
DOI: 10.1080/15427560.2019.1588275
Abstract: Abstract The authors explore the interaction between media content and market returns and volatility. They utilize propriety investor sentiment measures developed by Thompson Reuters MarketPsych. The data are from a commercial-strength comprehensive textual analysis that… read more here.
Keywords: market; stock market; market returns; sentiment measures ... See more keywords
Impact of exchange rate fluctuations on US stock market returns
Sign Up to like & getrecommendations! Published in 2023 at "Managerial Finance"
DOI: 10.1108/mf-08-2022-0387
Abstract: PurposeThe authors analyze the relationship between exchange rate fluctuations of a number of major currencies and its impact on US stock market returns, as proxied by the S&P 500. Many studies have explored this topic… read more here.
Keywords: exchange rate; stock market; market returns; market ... See more keywords
The Influence of the COVID-19 Pandemic on Stock Market Returns in Indonesia Stock Exchange
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Asian Finance, Economics and Business"
DOI: 10.13106/jafeb.2021.vol8.no3.0039
Abstract: This research aims to confirm if the COVID-19 pandemic has had an impact on existing sectors, and how that affects the Indonesian Stock Exchange (IDX) market returns The research method used is an event study… read more here.
Keywords: market returns; stock exchange; covid pandemic; stock ... See more keywords
Can Social Media Content Increase Financial Market Returns? Survey Results from Poland
Sign Up to like & getrecommendations! Published in 2017 at "Organizacija"
DOI: 10.1515/orga-2017-0007
Abstract: Abstract Background and Purpose: In recent years classic financial market theory based on decision makers’ rationality has been challenged by repeated anomalies that became a ‘new normal’. As a result, what we witness today is… read more here.
Keywords: social media; market; financial market; market returns ... See more keywords