The macroeconomic determinants of technology stock price volatility
By Perry Sadorsky. 2003
165 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/4ba1f8835e4aa54b8cf46447aac88e5181be20be
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In Economics and Econometrics
- D. Broadstock
- Dayong Zhang
- H. Cao
- George Filis
- S. Basher
- Raphael Sauter
- Shimon Awerbuch
- Perry Sadorsky
Citations in the corpus
- Oil price risk and emerging stock markets (2006, background): “Sadorsky / Global Finance Journal 17 (2006) 224–251 consume an increasing share of the world's oil.”
- Oil shocks and their impact on energy related stocks in China (2012, background): “This result is very consistent with Sadorsky's (2001) empirical findings for Canada.”
- Macroeconomic determinants of Malaysian stock market (2009, background): “…and the movement of stock prices for the developed countries have well been documented in the literature over the last several years (Fama, 1981; Lee, 1992; Kaneko and Lee, 1995; Mukherjee and Naka, 1995; Booth and Booth, 1997; Mavrides, 2000; Maysami and Koh, 2000; Sadorsky, 2003; Chen, 2003).”
- Estimation of value-at-risk for energy commodities via fat-tailed GARCH models (2008, background): “Price volatility of energy commodities thus not only has a significant macroeconomic impact but also affects stock markets (Sadorsky, 1999, 2003).”
- Exploiting the oil–GDP effect to support renewables deployment (2006, background): “© Shimon Awerbuch 1/13/2005 11 explaining the performance of technology stocks (Sadorsky, 2003), widely believed to be unaffected by oil price movements.”