Impact of Macroeconomic Variables on Karachi Stock Market Returns
نویسندگان
چکیده
منابع مشابه
Impact of Macroeconomic Variables on Stock Returns: Evidence from Bombay Stock Exchange (BSE)
Numerous empirical studies have examined the relationship between macroeconomic variables and stock returns across different stock markets and time horizons by either outlining the influence of only domestic variables or a few global factors. The aim of this paper is to combine both global and domestic factors and extend this presumed relationship between stock returns and macroeconomic variabl...
متن کاملImpact of momentum on stock returns in different market conditions
The purpose of this study is to compare the impacts of momentum on stock returns of companies listed in Tehran Stock Exchange in different market conditions. For this purpose, the sample size is 120 months from 2008 to 2017. The research hypotheses are estimated using multivariate linear regression using time series method. Based on the results of the hypotheses test, the momentum in each of th...
متن کاملOn the Relationship between Monetary Policy Instruments, Macroeconomic Variables and Stock Market Returns
The purpose of this paper is to study the impact of the monetary policy instruments and to explore the extent to which macroeconomic variables affect the Romanian stock market’s behaviour in the 2000 – 2011 period with a GARCH-family system of simultaneous equations. Another rational of this research is to determine whether stocks are a good hedge against inflation on the Romanian financial mar...
متن کاملMacroeconomic Variables and Stock Market: US Review
This focus of this paper are the effect, implication, impact and realtionship between selected macroeconomic variables and wider US indices S&P 500 and industrial Dow Jones Industrial Average (DJIA). I Consider inflation, interest rates, money supply, producer price index, industrial production index, oil price and unemployment and their impact on selected stock indices in the USA between 1999 ...
متن کاملThe Impact of Macroeconomic Variables on Stock Prices:The Case of Tehran Stock Exchange
This paper examines the effects of selected macroeconomic variables on the stock market index in Iran. Using quarterly data, we examine the relationships between the Tehran Stock Index (TSI) and five macroeconomic variables which consist of gross domestic product, nominal effective exchange rate, money supply, gold coin price and investment in housing sector from 1996:1 to 2008:1.Various e...
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: International Journal of Economics and Finance
سال: 2018
ISSN: 1916-9728,1916-971X
DOI: 10.5539/ijef.v10n2p28