Cointegration and causality between macroeconomic variables and stock market returns - tax effects or information effects?

Author： Kwon C.S. Shin T.S.

Publisher： Elsevier

ISSN： 1044-0283

Source： Global Finance Journal, Vol.10, Iss.1, 1999-03, pp. : 71-81

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Relations Between Stock Returns and Fundamental Variables: Evidence from a Segmented Market

By Dhatt M.S.

Financial Engineering and the Japanese Markets, Vol. 6, Iss. 3, 1999-09 ,pp. : 221-233

Springer Publishing Company

Access to resources Recommend Favorite

Effects of Economic Convergence on Stock Market Returns in Major EMU Member Countries

By Phengpis Chanwit Apilado Vince P. Swanson Peggy E.

Review of Quantitative Finance and Accounting, Vol. 23, Iss. 3, 2004-11 ,pp. : 207-227

Springer Publishing Company

Access to resources Recommend Favorite

Long-run relationship between macroeconomic variables and stock market - evidence from India

By Tripathy Naliniprava

International Journal of Accounting and Finance, Vol. 3, Iss. 4, 2012-12 ,pp. : 291-307

Inderscience Publishers

Access to resources Recommend Favorite

On the relationship between stock returns and exchange rates: Tests of granger causality

By Ajayi R.A. Friedman J. Mehdian S.M.

Global Finance Journal, Vol. 9, Iss. 2, 1998-09 ,pp. : 241-251

Elsevier

Access to resources Recommend Favorite

Hysteresis and cyclical adjustment in the stock markets: the macroeconomic effects of technological progress

By Gazioglu S. McCausland W.D.

Journal of International Financial Markets, Institutions & Money, Vol. 13, Iss. 5, 2003-12 ,pp. : 525-537

Elsevier

Access to resources Recommend Favorite