Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market
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- Dubravka Benaković & Petra Posedel, 2010. "Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market," EFZG Working Papers Series 1012, Faculty of Economics and Business, University of Zagreb.
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- Sirucek, Martin, 2013.
"Vliv peněžní nabídky na akciové bubliny v Japonsku
[The impact of money supply on japanesee stock bubbles]," MPRA Paper 62817, University Library of Munich, Germany, revised 2013.
- repec:mup:actaun:actaun_2013061072835 is not listed on IDEAS
- Martin Širůček, 2013. "Impact of money supply on stock bubbles," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 61(7), pages 2835-2842.
- Muinde Patrick Mumo, 2017. "Effects of Macroeconomic Volatility on Stock Prices in Kenya: A Cointegration Evidence from the Nairobi Securities Exchange (NSE)," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(2), pages 1-14, February.
- Naveen R.S. & N. Sivakumar, 2016. "Impact of Macro-Economic Factors on Sectoral Indices – Evidence from Indian Markets," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 5(3), pages 174-182, August.
- 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.
- Bucevska Vesna, 2013. "An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange," Business Systems Research, Sciendo, vol. 4(1), pages 49-64, March.
More about this item
KeywordsFactor models; risk premium; stock returns; estimated sensitivities; regression analysis;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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