Stock prices and domestic and international macroeconomic activity: a cointegration approach
By Alireza Nasseh, Jack Strauss. 2000
330 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/bcdea2f0a3e6f0a4cc44f25eb843832c4d36d0bf
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- L. Howe
- M. Rahmat
- Y. Lai
- Seyed Mehdi Hosseini
- R. Maysami
- Zamri Ahmad
- I. O. Osamwonyi
- E. I. Evbayiro-Osagie
In Finance
Citations in the corpus
- The Role of Macroeconomic Variables on Stock Market Index in China and India (2011, background): “In another study Nasseh and Strauss (2000) found the existence of a strong, long-run relationship between stock prices and domestic and international economic activity in six European economies.”
- Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan (2009, neutral): “These have been applied to the long-run relationship between stock prices and macroeconomic variables in a number of studies, see inter alia Mukherjee and Naka ( 1995 ), Cheung and Ng ( 1998 ), Nasseh and Strauss ( 2000 ), McMillan ( 2001 ) and Chaudhuri and Smile ( 2004 ).”
- Relationship between Macroeconomic Variables and Stock Market Indices: Cointegration Evidence from Stock Exchange of Singapore's All-S Sector Indices (2005, background): “…there has been a growing literature showing strong influence of macroeconomic variables and stock markets, mostly for industrialized countries (see, for example, Hondroyiannis and Papapetrou, 2001; Muradoglu et al. 2001; Fifield et al. 2000; Lovatt and Ashok 2000; and Nasseh and Strauss 2000).”
- Stock market performance and economic growth Empirical Evidence from Kenya using Causality Test Approach (2011, neutral): “For example, studies by Nasseh and Strauss [49]; and Adjasi and Biekpe [1] agree on that stock prices reflect the expectations of the public towards the future economic activity, and if for instance, a recession is expected, the stock prices will reflect this by decreasing in value whereas an increa”