IDEAS home Printed from https://ideas.repec.org/a/bla/jfinan/v32y1977i2p417-25.html
   My bibliography  Save this article

Determinants of Common Stock Prices: A Time Series Analysis

Author

Listed:
  • Kraft, John
  • Kraft, Arthur

Abstract

No abstract is available for this item.

Suggested Citation

  • Kraft, John & Kraft, Arthur, 1977. "Determinants of Common Stock Prices: A Time Series Analysis," Journal of Finance, American Finance Association, vol. 32(2), pages 417-425, May.
    • Handle: RePEc:bla:jfinan:v:32:y:1977:i:2:p:417-25
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0022-1082%28197705%2932%3A2%3C417%3ADOCSPA%3E2.0.CO%3B2-S&origin=repec
    File Function: full text
    Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Chulsoo Kim & Chaehwan Won, 2004. "A knowledge‐based framework for incorporating investor's preference into portfolio decision‐making," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 12(2), pages 121-138, April.
    2. Ariff, Mohamed & Chung, Tin-fah & M., Shamsher, 2012. "Money supply, interest rate, liquidity and share prices: A test of their linkage," Global Finance Journal, Elsevier, vol. 23(3), pages 202-220.
    3. Chung, Tin-fah & Ariff, M., 2016. "A test of the linkage among money supply, liquidity and share prices in Asia," Japan and the World Economy, Elsevier, vol. 39(C), pages 48-61.
    4. Sirucek, Martin, 2012. "The impact of money supply on stock prices and stock bubbles," MPRA Paper 40919, University Library of Munich, Germany.
    5. Katircioglu, Setareh & Katircioglu, Salih, 2023. "The effects of environmental taxation on stock returns of renewable energy producers: Evidence from Turkey," Renewable Energy, Elsevier, vol. 208(C), pages 311-323.
    6. Martin Širůček, 2012. "Effect of money supply on the Dow Jones Industrial Average stock index," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(2), pages 399-408.
    7. Anthony Saunders & Richard B. Tress, 1981. "Inflation and Stock Market Returns:Some Australian Evidence," The Economic Record, The Economic Society of Australia, vol. 57(1), pages 58-66, March.
    8. Ahmed, Walid M.A., 2020. "Corruption and equity market performance: International comparative evidence," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    9. Unro Lee, 1997. "Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries," Multinational Finance Journal, Multinational Finance Journal, vol. 1(4), pages 273-289, December.
    10. Fazal Husain & Tariq Mahmood, 1999. "Monetary Expansion and Stock Returns in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 38(4), pages 769-776.
    11. Sumit Kumar Maji & Arindam Laha & Debasish Sur, 2020. "Dynamic Nexuses between Macroeconomic Variables and Sectoral Stock Indices: Reflection from Indian Manufacturing Industry," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 45(3), pages 239-269, August.
    12. Sirucek, Martin, 2011. "Impact of monetary policy on US stock market," MPRA Paper 40943, University Library of Munich, Germany.
    13. Sara Alatiqi & Shokoofeh Fazel, . "Can Money Supply Predict Stock Prices?," Journal for Economic Educators, Middle Tennessee State University, Business and Economic Research Center.
    14. Christian Beer & Janine Maniora & Christiane Pott, 2023. "COVID-19 pandemic and capital markets: the role of government responses," Journal of Business Economics, Springer, vol. 93(1), pages 11-57, January.
    15. Muhammad Imtiaz Subhani, 2011. "Monetary Shocks or Real Shocks, Which matters the most for Share Prices," Information Management and Business Review, AMH International, vol. 2(6), pages 246-251.
    16. Mearaj-ud-Din DAR & Khursheed Ahmad BUTT, 2023. "Are stock markets of emerging economies informationally efficient? Causal analysis of stock prices and macroeconomic variables of EM7 economies for the recent decade," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(636), A), pages 257-272, Autumn.
    17. Qinkai Chen, 2021. "Stock Movement Prediction with Financial News using Contextualized Embedding from BERT," Papers 2107.08721, arXiv.org.
    18. Borhan Sayedy & Mohd Zulkifli Ghazali, 2017. "The Impact of Microeconomic Variables on Stock Return by Moderating of Money Supply," Asian Social Science, Canadian Center of Science and Education, vol. 13(12), pages 191-191, December.
    19. Halil Altintas & Kassouri Yacouba, 2018. "Asymmetric Responses of Stock Prices to Money Supply and Oil Prices Shocks in Turkey: New Evidence from a Nonlinear ARDL Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 8(4), pages 45-53.
    20. Miao Jia, 2016. "The Long-Run Effects of the Fed’s Monetary Policy on the Dynamics among Major Asset Classes," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 51(1), pages 9-19, September.
    21. Arshad Hasan & M. Tariq Javed, 2009. "An Empirical Investigation of the Causal Relationship among Monetary Variables and Equity Market Returns," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 14(1), pages 115-137, Jan-Jun.
    22. Širůček, Martin, 2015. "Kauzalní vztah peněžní nabídky a amerického akciového trhu [Money supply and US stock market causality]," MPRA Paper 66357, University Library of Munich, Germany, revised 30 Aug 2015.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfinan:v:32:y:1977:i:2:p:417-25. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/afaaaea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.