Search Results - subject:"STOCK PRICES"

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The recent ascent in stock prices: how exuberant are you?

Carlson, John B. - In: The Region (1999) Dec, pp. 8-11

Persistent link: https://www.econbiz.de/10005707578

The aggregate change in shares and the level of stock prices

Nelson, William R. - Federal Reserve Board (Board of Governors of the … - 1999

The average change in shares of equity is negatively correlated with estimates of the equity premium calculated using the dividend-ratio model of Campbell and Shiller, as well as with a variant of the model written in terms of the earnings-price ratio. This correlation is consistent with...

Persistent link: https://www.econbiz.de/10005720973

Evidence of excess returns on firms that issue or repurchase equity

Nelson, William R. - Federal Reserve Board (Board of Governors of the … - 1999

Between 1927 and 1992, portfolios of the stock of the 5 percent of firms with the lowest annual growth in shares outstanding (generally a reduction in shares outstanding) posted returns over the subsequent five years that averaged 12 percentage points more per year than the returns to portfolios...

Persistent link: https://www.econbiz.de/10005721226

Are financial indicators capable of predicting economic activity?

Kotlán, Viktor - In: Politická ekonomie 1999 (1999) 5

macroeconomic variables. Itsfocus lies in examining the ability of stock prices and of spread betweenlong and shor interest rates to …

Persistent link: https://www.econbiz.de/10005258039

Monetary Expansion and Stock Returns in Pakistan

Husain, Fazal; Mahmood, Tariq - Volkswirtschaftliche Fakultät, … - 1999

The objective of the paper is to examine the causal relationship between money supply and stock prices in Pakistan. Two … to June 1999. The co-integration analysis indicates a long run relationship between stock prices and money supply for … prices and M1. Regarding long run relationship between stock prices and M2, the model suggests a unidirectional causality …

Persistent link: https://www.econbiz.de/10005260139

Indian Stock Market: A Test of a Semi-Strong form Efficienty

Roy, Allen; Amanulla, S; Kamaiah, B - Institute for Social and Economic Change (ISEC) - 1999

This paper attempts to test the stock market efficienty (in a semi-strong form) by investigating the relationsship between aggregate stock returns and a number of important macro variables including fiscal and monetary policy actions using the VAR methodology. This exercise is carried out using...

Persistent link: https://www.econbiz.de/10010636918

Effects of movements in equities prices on M2 demand

Carlson, John B.; Schwarz, Jeffrey C. - In: Economic Review (1999) Q IV, pp. 2-9

Large swings in stock prices are sometimes associated with a redirection of household savings flows. Such changes can …

Persistent link: https://www.econbiz.de/10005360799

The impact of macroeconomic variable and demographic structure on share prices - The case of New Zealand

Harrison, Robin; Hettihewa, Samanthala - 2008

This paper uses quarterly time series data to investigate the impact on New Zealand share prices (from 1990 to 2006) of macroeconomic variables and demography. Following from Poterba (2001), real GDP, interest rates, inflation and the housing price are used in the model. Co-integration and...

Persistent link: https://www.econbiz.de/10009484658

Stock prices and accounting information: evidence from Malaysia

Pirie, Scott; Smith, Malcolm - In: Asian Review of Accounting 16 (2008) 2, pp. 109-133

Purpose – As one of the main purposes of financial statements is to provide relevant information for investors, relationships between share prices and accounting variables have been widely researched. Early studies focus mainly on earnings, but attention has turned in recent years to valuation...

Persistent link: https://www.econbiz.de/10014675805

Testing weak‐form efficiency in the Bahrain stock market

Asiri, Batool - In: International Journal of Emerging Markets 3 (2008) 1, pp. 38-53

Purpose – This study seeks to measure the behaviour of stock prices in the Bahrain Stock Exchange (BSE), which is … June 1990 up until 31 December 2000. Findings – Random walk with no drift and trend is confirmed for all daily stock prices …

Persistent link: https://www.econbiz.de/10014788135