Impact of Macroeconomic Factors on Share Price Index in Vietnam’s Stock Market

Reaction of Stock Market Index to Oil Price Shocks

T his study examines how oil price shocks interact with the stock market index within a nonlinear autoregressive distributed lag model in Iran. Based on quarterly data for the period from 1991 to 2017, the findings revealed statistically significant evidence of short-run and long-run asymmetric behavior of stock market index in response to the positive a...

Influences of Macroeconomic Factors on the U.S. Stock Market

The Effects of Macroeconomic Factors on Stock Return of Energy Sector in Shanghai Stock Market

The purpose of this study is to study the impact of macroeconomic factors on return of energy sector in Shanghai stock market (SEE), which are inflation rate, money supply (M2), exchange rate, industrial production, bond, exports, imports, foreign reserve and unemployment rate. The secondary data, collected from People’s Bank of China and the National Bureau of Statistics of China, were for the...

Effect of Oil Price Volatility and Petroleum Bloomberg Index on Stock Market Returns of Tehran Stock Exchange Using EGARCH Model

The present research aims to evaluate impacts of crude oil price return index, Bloomberg Petroleum Index and Bloomberg energy index on stock market returns of 121 companies listed in Tehran stock exchange in a 10 years' period from early 2006 to April 2016. First, explanatory variables were aligned with petroleum products index mostly due to application of dollar data. Subsequently, to check va...

Macroeconomic Policy and Real Estate, Stock Market Impact Analysis

This paper models a key aspect of real estate market uncertainty, i.e. the frequent mismatch between office demand and supply under the impact of the macro economy, macroeconomic policy and the domestic stock market. The dynamic interaction of this aspect of the office sector’s market uncertainty is structured under the demand-side and supply-side aspects. Prices in the form of office rents, to...