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Stock market and macroeconomic variables : new evidence from India

Gopinathan, R.; Durai S., Raja Sethu - In: Financial innovation : FIN 5 (2019) 29, pp. 1-17

findings suggest that standard cointegration tests fail to identify any relationship among these variables. However, a … expectations algorithm of (J Am Stat Assoc 80:580–598, 1985) identifies strong evidence of cointegration and indicates nonlinearity …

Persistent link: https://www.econbiz.de/10012267017

Bubbles and the Weibull distribution : was there an explosive bubble in US stock prices before the global economic crisis?

Yuhn, Ky-hyang; Kim, Sang Bong; Nam, Chu-ha - In: Applied economics 47 (2015) 1/3, pp. 255-271

Persistent link: https://www.econbiz.de/10010463934

Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model

Cagli, Efe Çaglar; Mandacı, Pınar Evrım - In: The empirical economics letters : a monthly … 16 (2017) 9, pp. 941-950

Persistent link: https://www.econbiz.de/10011907050

Co-movements of the Indian stock market

Sudhakar, Aare; Sireesha, P. Bhanu - In: GITAM journal of management : a quarterly publication … 13 (2015) 2, pp. 40-59

Persistent link: https://www.econbiz.de/10011398114

Estimating the long-run determinant of the efficiency of the stock market in India

Singh, Amit Kumar; Nainwal, Neha - In: Asia-Pacific journal of management research and … 13 (2017) 1/2, pp. 70-80

Persistent link: https://www.econbiz.de/10011884894

Causal relationship between stock prices and gold rate : empirical evidence from India

Bhuvaneshwari, Dheyvendhren; Ramya, Krishnaraj - In: Afro-Asian Journal of Finance and Accounting : AAJFA 7 (2017) 4, pp. 305-316

Persistent link: https://www.econbiz.de/10011890432

Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques

Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-19

setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed …-2017). The study found unit root, cointegration, and a long-run relationship between dividend and share price series for Indian …

Persistent link: https://www.econbiz.de/10013470997

The relationship between IPOs and macroeconomic factors in the Chinese stock market

Cheng, William; Kong, Mingyan; Krishnamoorthya, Anand; … - In: Journal of transnational management : the official … 28 (2023) 1/2, pp. 101-114

Persistent link: https://www.econbiz.de/10014320167

Modeling threshold effects in stock price co-movements : a vector nonlinear cointegration approach

Chlibi, Souhir; Jawadi, Fredj; Sellami, Mohamed - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 1, pp. 47-63

Persistent link: https://www.econbiz.de/10011650219

Cointegration and US regional gasoline prices : testing market efficiency from the stationarity of price proportions

Hunter, John; Tabaghdehi, Seyedeh Asieh - 2013

Persistent link: https://www.econbiz.de/10009731971