Short-term Economic Indicators, Stock Market Indexes and Indian Oil and Gas Stocks Returns

Exploring relation between Indian market sentiments and stock market returns

Can Oil Prices Predict Stock Market Returns?

This paper performs an empirical investigation into the relationship between oil price and stock markets returns for seven countries (Kuwait, Oman, UAE, Bahrain, Qatar, UK and USA) by applying the Vector Auto Regression (VAR) analysis. During this period oil prices have tripled creating a substantial cash surplus for the Gulf Cooperation Council (GCC) Countries while simultaneously creating inc...

Predicting Short Term Stock Returns

As the capital markets evolve and expand, more and more data is being created daily. This explosion of data has made the flow of information much more efficient. As market participants act on this information flow, it drives market prices to more efficient values, . One of the driving forces in this march to efficiency, is the application of various algorithmic learning techniques on both marke...

Economic Exposure of Stock Returns in an Emerging Stock Market

The objective of the study is to examine the stock returns variation to specific economic variables by applying multi-factor model developed under Arbitrage Pricing Theory. The variables in the model are descriptive of the market and economic conditions of the country. The study attempts to determine which, if any, of the variables are of use in explaining the variability of stock returns of Pa...

Demographics , Stock Market Flows , and Stock Returns ∗

This paper studies the link between population age structure, net outflows (dividends plus repurchases less net issues) from the stock market, and stock market returns in an overlapping generations framework. I find support for the traditional lifecycle models — the outflows from the stock market are positively correlated with the changes in the fraction of old people (65 and over) and negative...