Monetary policy and stock valuation: structural VAR identification and size effects
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DOI: 10.1080/14697688.2017.1414516
Abstract: This paper examines the relationship between the US monetary policy and stock valuation using a structural VAR framework that allows for the simultaneous interaction between the federal funds rate and stock market developments based on… read more here.
Keywords: policy; structural var; monetary policy; stock valuation ... See more keywords
An Investigation on Factors Affecting Stock Valuation Using Text Mining for Automated Trading
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DOI: 10.3390/su11071938
Abstract: Predicted price-to-book value ratios (P/BV) are widely used for the valuation of listed common stocks. However, with the application of automated trading system (ATS), the existing indicators that are applied in the method are losing… read more here.
Keywords: level factors; valuation; text mining; stock valuation ... See more keywords