Search Results - subject:"STOCK PRICES"

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Causes and consequences of short-term institutional herding

Kremer, Stephanie; Nautz, Dieter - In: Journal of Banking & Finance 37 (2013) 5, pp. 1676-1686

volatility. Return reversals indicate a destabilizing impact of herds on stock prices in the short term. Results from panel …

Persistent link: https://www.econbiz.de/10010662596

Monetary policy and stock price dynamics with limited asset market participation

Airaudo, Marco - In: Journal of Macroeconomics 36 (2013) C, pp. 1-22

policy should respond to stock prices for what concerns the determinacy and the learnability (E-stability) of the Rational … Expectations Equilibrium (REE). We find that interest rate rules granting a positive response to stock prices facilitate both the … aggregate demand channel of monetary policy transmission. Moreover, according to our analysis, policy rules responding to stock …

Persistent link: https://www.econbiz.de/10010664991

A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach

Tsagkanos, Athanasios; Siriopoulos, Costas - In: Journal of International Financial Markets, … 25 (2013) C, pp. 106-118

In this paper we estimate the relationship between stock prices and exchange rates in EU and USA during the period of … regression. The results exhibit a causal relationship from stock prices to exchange rates that is long-run in EU and short-run in …

Persistent link: https://www.econbiz.de/10010665651

Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand

Vithessonthi, Chaiporn; Techarongrojwong, Yaowaluk - In: Journal of Multinational Financial Management 23 (2013) 5, pp. 446-469

, on stock prices at the firm level. We find that the expected change, rather than the unexpected change, in interest rates … affects stock prices. The stock price response to the interest rate announcement is asymmetric. For instance, the relation … between interest rate surprises and stock prices is conditional on the direction of the interest rate change. In general …

Persistent link: https://www.econbiz.de/10010719021

Common trends and common cycles in stock markets

Narayan, Paresh Kumar; Thuraisamy, Kannan S. - In: Economic Modelling 35 (2013) C, pp. 472-476

common cycle relationship; and (2) permanent shocks explain the bulk of the variations in stock prices over short horizons. …

Persistent link: https://www.econbiz.de/10010719351

Stock price reversals following end-of-the-day price moves

Kudryavtsev, Andrey - In: Economics Letters 118 (2013) 1, pp. 203-205

In the present study, I explore the dynamics of the interday stock price reversals. Employing the intraday price data on thirty stocks currently making up the Dow Jones Industrial Index, I document that daily stock returns tend to be higher following the days with relatively large high-to-close...

Persistent link: https://www.econbiz.de/10010603108

Choques macroeconómicos y los presios de los activos : el caso argentino

Lanteri, Luis N. - In: The European journal of development research : journal … 25 (2013) 5, pp. 830-841

Persistent link: https://www.econbiz.de/10015172792

Do monetary policy announcements affect stock prices in emerging market countries? : the case of Thailand

Vithessonthi, Chaiporn; Techarongrojwong, Yaowaluk - In: Journal of multinational financial management 23 (2013) 5, pp. 446-469

Persistent link: https://www.econbiz.de/10010252361

Common trends and common cycles in stock markets

Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan - In: Economic modelling 35 (2013), pp. 472-476

Persistent link: https://www.econbiz.de/10010336775

A long-run relationship between stock price index and exchange rate : a structural nonparametric cointegration regression approach

Tsagkanos, Athanasios; Siriopoulos, Costas - In: Journal of international financial markets, … 25 (2013), pp. 106-118

Persistent link: https://www.econbiz.de/10009762800