Search Results - subject:"STOCK PRICES"

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Developing Essential Financial Markets in Smaller Economies; Stylized Facts and Policy Options

International Monetary Fund (IMF); International … - 2008

This paper surveys the foreign exchange markets, money and secondary government security markets, and stock exchanges in 107 smaller economy countries. The underdevelopment of these markets impedes risk transfer, monetary policy, corporate financing, and the capacity to absorb capital inflows....

Persistent link: https://www.econbiz.de/10011245902

Stock Prices and Earnings: A History of Research

Dechow, Patricia M.; Sloan, Richard G.; Zha, Jenny - In: Annual Review of Financial Economics 6 (2014) 1, pp. 343-363

Accounting earnings summarize periodic corporate financial performance and are key determinants of stock prices. We …

Persistent link: https://www.econbiz.de/10011094535

The effect of corporate governance on firm performance: a case of Turkey

Akdogan, Yunus Emre; Boyacioglu, Melek Acar - In: International Journal of Critical Accounting 6 (2014) 2, pp. 187-210

is expected that these positive results reflect on the stock prices by ensuring the efficient market condition. In this …

Persistent link: https://www.econbiz.de/10010816630

Wavelet-based evidence of the impact of oil prices on stock returns

Reboredo, Juan C.; Rivera-Castro, Miguel A. - In: International Review of Economics & Finance 29 (2014) C, pp. 145-176

prices (as in the recent global financial crisis) and in analysing oil lead and lag effects on stock prices through wavelet …-crisis period, and so reject the underreaction hypothesis. Since the onset of the financial crisis, oil price leads stock prices and … vice versa for higher frequencies, whereas for lower frequencies oil and stock prices lead each other in a complex way. …

Persistent link: https://www.econbiz.de/10010729748

Clean energy industries and rare earth materials: Economic and financial issues

Baldi, Lucia; Peri, Massimo; Vandone, Daniela - In: Energy Policy 66 (2014) C, pp. 53-61

In the last few years, rare earth materials (REM) prices have experienced a strong increase due to geopolitical and sustainability issues. Financial markets could already have factored in concerns about shortages of REM supplies into clean energy companies’ valuations. We use a multifactor...

Persistent link: https://www.econbiz.de/10010737872

Cojumps in stock prices: Empirical evidence

Gilder, Dudley; Shackleton, Mark B.; Taylor, Stephen J. - In: Journal of Banking & Finance 40 (2014) C, pp. 443-459

We examine contemporaneous jumps (cojumps) among individual stocks and a proxy for the market portfolio. We show, through a Monte Carlo study, that using intraday jump tests and a coexceedance criterion to detect cojumps has a power similar to the cojump test proposed by Bollerslev et al....

Persistent link: https://www.econbiz.de/10010738300

Interaction among stock prices and monetary variables in Pakistan

Abbas, Ghulam; McMillan, David G. - In: International Journal of Monetary Economics and Finance 7 (2014) 1, pp. 13-27

The interaction between stock market and monetary variables in Pakistan using monthly data for the last 20 years is examined. The Johansen co-integration approach is utilised to examine the equilibrium relationship between the stock price index, money supply, interest rates and a foreign...

Persistent link: https://www.econbiz.de/10010797725

Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013

Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - Department of Economics, Faculty of Economic and … - 2014

stock prices. We find that the high-volatility regime more frequently exists prior to the Great Depression and after the …

Persistent link: https://www.econbiz.de/10010784811

On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010

Caporale, Guglielmo Maria; Hunter, John; Menla Ali, Faek - In: International Review of Financial Analysis 33 (2014) C, pp. 87-103

This study examines the nature of the linkages between stock market prices and exchange rates in six advanced economies, namely the US, the UK, Canada, Japan, the euro area, and Switzerland, using data on the banking crisis between 2007 and 2010. Bivariate UEDCC-GARCH models are estimated...

Persistent link: https://www.econbiz.de/10010786517

Permanent and temporary components of stock prices: a revisit

Zerihun, Seifu; Fanta, Fassil - In: International Journal of Economics and Business Research 8 (2014) 2, pp. 161-174

Our study revisits the seminal work of Fama and French (1988) on mean-reverting behaviour of stock prices. Since then … first-order autocorrelations of industries portfolio returns, which implies that stock prices have both random-walk and …

Persistent link: https://www.econbiz.de/10010884856