Causality Test Inflation and Stock Return in Indonesia Stock Exchange
نویسندگان
چکیده
منابع مشابه
Relationship between quality of earning and abnormal stock return of companies accepted in Mumbai Stock Exchange
In this research, role of accruals in elaboration of quality of earning of the companies accepted in Mumbai Stock Exchange has been studied and relationship between quality of earning through accruals and its constituents and abnormal stock return has been studied. The studied sample includes 35 companies in group A of Mumbai Stock Exchange in 2009-2013.Fordata analysisandhypothesistesting mult...
متن کاملthe investigation of the relationship between inflation indexes (cpi & ppi) and stock return in tehran stock exchange
0
متن کاملinvestigating the hsiao’s granger causality among returns of 11 world stock markets indexes and return of tehran stock exchange index
in today’s world, markets are no longer under the limitations of a specific location and the importance of this issue is illustrated in effective decision making of economic agents, because the world financial markets are considered often valuable guideline for domestic and foreign markets. in this research, due to the connections between world stock markets, stock markets in countries with the...
متن کاملAn Examination of the Relationship between Values at Risk and Expected Stock Return in Tehran’s Stock Exchange
Abstract The main objective of this study was to examine the relationship between Value at Risk (VaR) and expected returns from 2002 to 2013 in Tehran’s Stock Exchange. In this study parametric value at risk, which considers the distribution of returns as normal and the historical value at risk as abnormal, was used to test the presence of the volatility anomaly in the companies listed i...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Jurnal Ekonomi dan Kebijakan Publik
سال: 2018
ISSN: 2086-6313
DOI: 10.22212/jekp.v9i1.961