The Impact of Yield Slope on Stock Performance

This study investigated the linkage between the effects of yield slope and the performance of stocks for the period, 2006-2012. The paper found a significant link between the two variables. The sharp increase of yield slope positively affected stock market performance of small, mid and big cap stocks examined. When 12 month lagging effects were considered, the linkage was statistically significant at 2% level of 2-tailed test for all sample groups of stocks

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Year of publication:	2017
Authors:	Yu, Geungu
Other Persons:	Fuller, Phillip (contributor) ; Didia, Dal O. (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Kapitaleinkommen \| Capital income \| Börsenkurs \| Share price \| Rendite \| Yield

Extent:	1 Online-Ressource (10 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Yu, Geungu, Phillip Fuller and Dal Didia. “The Impact of Yield Slope on Stock Performance” Southwestern Economic Review (Spring 2013) 40 (1): 1-10 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 29, 2017 erstellt
Classification:	E32 - Business Fluctuations; Cycles ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G11 - Portfolio Choice ; G12 - Asset Pricing
Source:	ECONIS - Online Catalogue of the ZBW

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