-fundamental shocks to stock prices. In particular, five related structural models, which are widely used in the literature on assessing …

According to several empirical studies, the Present Value model fails to explain the behavior of stock prices in the … changes would provide a better empirical description of the Present Value model of u.S. stock prices. Our methodology is based … cointegration between the log stock prices and the log dividends. However, our empirical results also show that the cointegrating …

According to several empirical studies, the Present Value model fails to explain the behaviour of stock prices in the … changes would provide a better empirical description of the Present Value model of U.S. stock prices. Our methodology is based … cointegration between the log stock prices and the log dividends. However, our empirical results also show that the cointegrat- ing …

This study analyses the relationship between exchange rates and stock prices in some developed and developing countries … response analysis. The findings indicate that there is uni-directional causality from stock prices to exchange rates in Canada …-directional causality from exchange rates to stock prices in Singapore and S. Korea, whereas uni-directional causality from stock prices to …

the extent to which the values of U.S. food companies are related to the Eurozone crisis. The stock prices of nine well …

The prediction of stock prices is studied extensively, because of the demand from private investors and financial … research has focused on the fluctuation patterns and fluctuation periodicity of stock prices. We have likewise focused on the … periodicity of stock prices. We have used a new high-resolution frequency analysis (nonharmonic analysis) method can solve the …

crude oil prices, global natural gas prices, stock market index and the stock prices of selected energy companies operating …