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Determinants of Common Stock Prices: A Time Series Analysis

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  • Kraft, John
  • Kraft, Arthur

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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
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    References listed on IDEAS

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    1. Rockwell, Charles S., 1967. "Normal Backwardation, Forecasting, and the Return to Commodity Futures Traders," Food Research Institute Studies, Stanford University, Food Research Institute.
    2. Rubinstein, Mark, 1975. "Securities Market Efficiency in an Arrow-Debreu Economy," American Economic Review, American Economic Association, vol. 65(5), pages 812-824, December.
    3. Telser, Lester G., 1967. "The Supply of Speculative Services in Wheat, Corn, and Soybeans," Food Research Institute Studies, Stanford University, Food Research Institute.
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    Citations

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    Cited by:

    1. Sirucek, Martin, 2012. "Effect of money supply on the Dow Jones Industrial Average stock index," MPRA Paper 68167, University Library of Munich, Germany, revised 2012.
    2. 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.
    3. 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.
    4. 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.
    5. Sirucek, Martin, 2012. "The impact of money supply on stock prices and stock bubbles," MPRA Paper 40919, University Library of Munich, Germany.
    6. 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, De Gruyter Open, vol. 51(1), pages 9-19, September.
    7. Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2011. "Monetary Shocks or Real Shocks, Which matters the most for Share Prices," MPRA Paper 34730, University Library of Munich, Germany, revised 2011.
    8. Sirucek, Martin, 2011. "Impact of monetary policy on US stock market," MPRA Paper 40943, University Library of Munich, Germany.
    9. 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.
    10. 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.
    11. Sara Alatiqi & Shokoofeh Fazel, . "Can Money Supply Predict Stock Prices?," Journal for Economic Educators, Middle Tennessee State University, Business and Economic Research Center.

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