Purpose – The purpose of this paper is to examine the relationship between stock prices and exchange rates in 12 OECD … countries. Design/methodology/approach – The authors examine the nexus of stock prices and exchange rates for 12 OECD countries … and stock prices exists in only seven out of twelve countries. The results of the linear causality tests indicate that …

predict manipulation in stock prices has been established. Research limitations/implications – The classification by the …

/methodology/approach – The monthly data used in this study are the stock market index or stock prices from the Stock Exchange of Thailand, and … regime. The stock market return is calculated by the percentage change of stock market index (or stock prices) while the … show that bounds testing for cointegration does not detect the long‐run relationship between stock prices and exchange rate …

an event study approach, where the effect of the information release on stock prices was examined. Findings – The release … of the Hare and the Tortoise portfolios does have a significant impact on the stock prices on the day before the release …

momentum profitability. Since PF traders tend to chase price movements, PF trading is more likely to cause stock prices to …

(risk aversion) or the closing price (risk taking). In Experiment 1 stock prices differed in volatility for increasing … plots. In Experiment 3 the stock prices were presented for the preceding 15 days, only for each third day (five days) of the …

real US stock prices in a structural vector autoregression framework using quarterly data for the period of 1947 …:1-2011:3. Overall, the empirical results indicate that each macro shock has important effects on real stock prices, with aggregate …-run restrictions can be viewed as appropriate. An historical decomposition indicates that the decline in the real stock prices during …

variations in real stock prices. Specifically, the pronounced boom–bust cycle of 1995–2003 is largely due to technology surprise … the idea that news on technology improvements has an immediate impact on stock prices. These findings are robust to …