IDEAS home Printed from https://ideas.repec.org/a/bla/jbfnac/v16y1989i2p183-192.html

Informational Efficiency In the Uk, Us, Canadian and Japanese Equity Markets: A Note

Author

Listed:
  • H. Kamarotou
  • J. O'hanlon

Abstract

No abstract is available for this item.

Suggested Citation

  • H. Kamarotou & J. O'hanlon, 1989. "Informational Efficiency In the Uk, Us, Canadian and Japanese Equity Markets: A Note," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 16(2), pages 183-192, March.
  • Handle: RePEc:bla:jbfnac:v:16:y:1989:i:2:p:183-192
    DOI: 10.1111/j.1468-5957.1989.tb00012.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1468-5957.1989.tb00012.x
    Download Restriction: no

    File URL: https://libkey.io/10.1111/j.1468-5957.1989.tb00012.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Fama, Eugene F, 1981. "Stock Returns, Real Activity, Inflation, and Money," American Economic Review, American Economic Association, vol. 71(4), pages 545-565, September.
    2. Huang, Roger D & Kracaw, William A, 1984. "Stock Market Returns and Real Activity: A Note," Journal of Finance, American Finance Association, vol. 39(1), pages 267-273, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ling He & Joseph McGarrity, 2005. "A Reexamination of the Wealth Effect and Uncertainty Effect," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 11(4), pages 379-398, November.
    2. Wongbangpo, Praphan & Sharma, Subhash C., 2002. "Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries," Journal of Asian Economics, Elsevier, vol. 13(1), pages 27-51.
    3. Lee, Hyunchul, 2021. "Time-varying comovement of stock and treasury bond markets in Europe: A quantile regression approach," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 1-20.
    4. Ling He & Joseph McGarrity, 2004. "Data errors in small data sets can determine empirical findings," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 32(2), pages 89-99, June.
    5. Switzer, Lorne N. & Picard, Alan, 2016. "Stock market liquidity and economic cycles: A non-linear approach," Economic Modelling, Elsevier, vol. 57(C), pages 106-119.
    6. repec:kap:iaecre:v:11:y:2005:i:4:p:379-398 is not listed on IDEAS
    7. Hakan Yilmazkuday, 2023. "COVID-19 effects on the S&P 500 index," Applied Economics Letters, Taylor & Francis Journals, vol. 30(1), pages 7-13, January.
    8. Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2009. "The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange?," Working Paper 2009/26, Norges Bank.
    9. Huang, Shupei & An, Haizhong & Gao, Xiangyun & Sun, Xiaoqi, 2017. "Do oil price asymmetric effects on the stock market persist in multiple time horizons?," Applied Energy, Elsevier, vol. 185(P2), pages 1799-1808.
    10. Bilgehan TEKIN & Erol YENER, 2019. "The causality between economic growth and stock market in developing and developed countries: Toda-Yamamoto approach," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(619), S), pages 79-90, Summer.
    11. Li, Yuming, 1998. "Expected stock returns, risk premiums and volatilities of economic factors1," Journal of Empirical Finance, Elsevier, vol. 5(2), pages 69-97, June.
    12. Renatas Kizys & Peter Spencer, 2007. "Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK," Discussion Papers 07/13, Department of Economics, University of York.
    13. Sellin, Peter, 1998. "Monetary Policy and the Stock Market: Theory and Empirical Evidence," Working Paper Series 72, Sveriges Riksbank (Central Bank of Sweden).
    14. Kenneth N. Kuttner & Adam S. Posen, 2010. "Do Markets Care Who Chairs the Central Bank?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 347-371, March.
    15. Wilton Bernardino & João B. Amaral & Nelson L. Paes & Raydonal Ospina & José L. Távora, 2022. "A statistical investigation of a stock valuation model," SN Business & Economics, Springer, vol. 2(8), pages 1-25, August.
    16. Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011. "The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-9, August.
    17. Bandi, Federico M. & Bretscher, Lorenzo & Tamoni, Andrea, 2023. "Return predictability with endogenous growth," Journal of Financial Economics, Elsevier, vol. 150(3).
    18. Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2008. "The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 36(2), pages 183-206, February.
    19. Jiranyakul, Komain, 2009. "Economic Forces and the Thai Stock Market, 1993-2007," MPRA Paper 57368, University Library of Munich, Germany.
    20. Bampinas, Georgios & Panagiotidis, Theodore, 2016. "Hedging inflation with individual US stocks: A long-run portfolio analysis," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 374-392.
    21. Green, Richard K., 2002. "Stock prices and house prices in California: new evidence of a wealth effect?," Regional Science and Urban Economics, Elsevier, vol. 32(6), pages 775-783, November.

    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:jbfnac:v:16:y:1989:i:2:p:183-192. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: http://www.blackwellpublishing.com/journal.asp?ref=0306-686X .

    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.