Search Results - subject:"STOCK PRICES"

Did you mean: subject:"STOCK price" (54,086 results)

Cash-out vs. cash-in refinancings: their dynamic relationships with stock market and real estate factors

He, Ling T.; Casey, K. Michael - In: American Journal of Finance and Accounting 2 (2010) 2, pp. 196-207

changes in stock prices do appear to impact mortgage refinancing decisions. …

Persistent link: https://www.econbiz.de/10008755384

Causal relationship between stock price and exchange rate: evidence for India

Kumar, Manish - In: International Journal of Economic Policy in Emerging … 3 (2010) 1, pp. 85-101

The purpose of this study is to investigate the long and short-run relation between stock index and exchange rates for India. The study uses cointegration methodology to test for the long-run relationship. Empirical results suggest that there is no long-run relationship between them....

Persistent link: https://www.econbiz.de/10008755551

Ebb and flow? Co-integration with structural breaks between emerging markets in the EMEA and USA

Mandaci, Pinar Evrim; Torun, Erdost - In: International Journal of Economic Policy in Emerging … 3 (2010) 1, pp. 16-32

In this paper, we try to analyse the long-run relationship between the stock prices of emerging markets in the Europe …

Persistent link: https://www.econbiz.de/10008755552

The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa

Arjoon, Riona; Botes, Mariette; Chesang, Laban K.; … - Department of Economics, Faculty of Economic and … - 2010

The existing literature on the theoretical relationship between the rate of inflation and real stock prices in an … economy has shown varied predictions about the long run effects of inflation on real stock prices. In this paper, we present … that, in the long run real stock prices are invariant to permanent changes in the rate of inflation. The impulse responses …

Persistent link: https://www.econbiz.de/10008756445

Disaggregated Earnings and Stock Prices: Evidence from International Listed Shipping Firms

Apergis, Nicholas; Sorros, John - In: International Advances in Economic Research 16 (2010) 3, pp. 269-281

Persistent link: https://www.econbiz.de/10008673643

UK stock price effects of permanent and transitory shocks

Vivian, Andrew; Wohar, Mark - In: The European Journal of Finance 16 (2010) 7, pp. 641-656

This paper examines the dynamic relationship between stock prices and dividends using a structural cointegrated vector …

Persistent link: https://www.econbiz.de/10008674474

Re-stating financial statements and its reaction in financial market: Evidence from Canadian stock market

Robbani, Mohammad G.; Bhuyan, Rafiqul - In: International Journal of Accounting and Information … 18 (2010) September, pp. 188-197

Purpose – The purpose of this paper is to examine the short-term reactions of stock prices to the announcement of …

Persistent link: https://www.econbiz.de/10008691146

Value-at-risk: Techniques to account for leptokurtosis and asymmetric behavior in returns distributions

Lechner, Lindsay A.; Ovaert, Timothy C. - In: Journal of Risk Finance 11 (2010) November, pp. 464-480

Purpose – The last few years in the financial markets have shown great instability and high volatility. In order to capture the amount of risk a financial firm takes on in a single trading day, risk managers use a technology known as value-at-risk (VaR). There are many methodologies available...

Persistent link: https://www.econbiz.de/10010717481

Dectecting speculative bubbles in stock prices: A new approach and some evidence for the US

Bohl, Martin T.; Siklos, Pierre L. - 2001

A large part of the current debate on US stock price behavior concentrates on the question of whether stock prices are …:12 period provide strong and robust support for the hypothesis that in the short-run US stock prices exhibit nonfundamental run …

Persistent link: https://www.econbiz.de/10010301738

Factors affecting asset price expectations: Fundamentals and policy

Valckx, Nico - 2001

This paper examines what factors move US and European stock and bond markets, extending earlier work by Campbell and Ammer (1993). Inflation news is incorporated into the stock and bond decomposition and explicit attention is given to different horizons over which expectations are...

Persistent link: https://www.econbiz.de/10012147822