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International evidence on the stock market and aggregate economic activity

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Author Info
Cheung, Yin-Wong
Ng, Lilian K.

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File URL: http://www.sciencedirect.com/science/article/B6VFG-3V72T6H-B/2/ebf26d757ac6d4ae75ecedfab5c439b0
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Publisher Info
Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 5 (1998)
Issue (Month): 3 (September)
Pages: 281-296
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Handle: RePEc:eee:empfin:v:5:y:1998:i:3:p:281-296

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Web page: http://www.elsevier.com/locate/jempfin

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  1. K. Chaudhuri & S. Smiles, 2004. "Stock market and aggregate economic activity: evidence from Australia," Applied Financial Economics, Taylor and Francis Journals, vol. 14(2), pages 121-129, January. [Downloadable!] (restricted)
  2. Patricia Fraser & Nicolaas Groenewold, 2004. "US share prices and real demand and supply shocks," Money Macro and Finance (MMF) Research Group Conference 2003 31, Money Macro and Finance Research Group. [Downloadable!]
  3. Aristeidis Samitas & Dimitris Kenourgios, 2005. "Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies," Finance 0512022, EconWPA. [Downloadable!]
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  4. Caio Guttler & Roberto Meurer & Sergio Da Silva, 2008. "Is the Brazilian stockmarket efficient?," Economics Bulletin, Economics Bulletin, vol. 7(1), pages 1-16. [Downloadable!]
  5. Xiaohui Liu & Chang Shu, 2004. "Consumption and stock markets in Greater China," Applied Economics Letters, Taylor and Francis Journals, vol. 11(6), pages 365-368, May. [Downloadable!] (restricted)
  6. Andreas Humpe & Peter D. Macmillan, 2005. "Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan," CRIEFF Discussion Papers 0511, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
  7. Nicolaas Groenewold, 2004. "Fundamental share prices and aggregate real output," Applied Financial Economics, Taylor and Francis Journals, vol. 14(9), pages 651-661, June. [Downloadable!] (restricted)
  8. David Mcmillan, 2005. "Time variation in the cointegrating relationship between stock prices and economic activity," International Review of Applied Economics, Taylor and Francis Journals, vol. 19(3), pages 359-368, July. [Downloadable!] (restricted)
  9. Xiaohui Liu & Chang Shu, 2004. "Consumption and stock markets in Asian economies," International Review of Applied Economics, Taylor and Francis Journals, vol. 18(4), pages 483-496, October. [Downloadable!] (restricted)
  10. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2009. "Non-linear predictability in stock and bond returns: when and where is it exploitable?," Working Papers 2008-010, Federal Reserve Bank of St. Louis. [Downloadable!]
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  11. Angela Black & Patricia Fraser & Nicolaas Groenewold, 2001. "How Big is the Speculative Component in Australian Share Prices?," Economics Discussion / Working Papers 01-14, The University of Western Australia, Department of Economics. [Downloadable!]
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  12. Guttler, Caio & Meurer, Roberto & Da Silva, Sergio, 2006. "Informational inefficiency of the Brazilian stockmarket," MPRA Paper 1980, University Library of Munich, Germany. [Downloadable!]
  13. Johann Burgstaller, 2002. "Are stock returns a leading indicator for real macroeconomic developments?," Economics working papers 2002-07, Department of Economics, Johannes Kepler University Linz, Austria. [Downloadable!]
  14. Adam, Anokye M. & Tweneboah , George, 2008. "Macroeconomic Factors and Stock Market Movement: Evidence from Ghana," MPRA Paper 11256, University Library of Munich, Germany. [Downloadable!]
  15. Yin-Wong Cheung & Frank Westermann, 2001. "Sectoral Trends and Cycles in Germany," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  16. Andreas Humpe & Peter Macmillan, 2007. " Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan," CDMA Working Paper Series 0720, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
  17. Nandha, Mohan & Faff, Robert, 2006. "Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets," Review of Applied Economics, Review of Applied Economics, vol. 2(2). [Downloadable!]
  18. Patricia Fraser & Nicolaas Groenewold, 2003. "US Share Prices and Real Supply and Demand Shocks," Economics Discussion / Working Papers 03-19, The University of Western Australia, Department of Economics. [Downloadable!]
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