scholarly journals Features of macro-economic indicators of overbuying and reselling of the stock market

2020 ◽  
Vol 70 ◽  
pp. 97-104
Author(s):  
A. V Trigubchenko
Keyword(s):  
Stock Market ◽  
Economic Indicators

Using economic indicators to reduce risk in stock market investments

1994 ◽  
Vol 10 (3) ◽  
pp. 405-417 ◽  
Author(s):  
Geoffrey H. Moore ◽  
Ernst A. Boehm ◽  
Anirvan Banerji
Keyword(s):  
Stock Market ◽  
Economic Indicators ◽  
Reduce Risk

Forecasting Russian Stock Market Trends

2003 ◽  
pp. 81-94 ◽  
Author(s):  
A. Rozhkov
Keyword(s):  
Stock Market ◽  
Economic Indicators ◽  
Forecasting Model ◽  
Reverse Trend ◽  
Trend Forecasting ◽  
Market Trends ◽  
Russian Stock Market

The article is devoted to investigating methods for forecasting long-term Russian stock market trends. The purpose of research is creation of the forecasting model capable of forming a reverse trend signal in the stock market. The index of trend forecasting constructed in the article includes different economic indicators and thus has high forecasting ability.

scholarly journals Exploring the Nexus; Stock Market, T. Bills, Inflation, Interest Rate and Exchange Rate

2012 ◽  
Vol 4 (7) ◽  
pp. 384-389
Author(s):  
Syed Imran Sajjad ◽  
Saleem Ullah Jan . ◽  
Madiha Saddat . ◽  
Ijaz ur Rehman .
Keyword(s):  
Developing Countries ◽  
Exchange Rate ◽  
Interest Rate ◽  
Stock Market ◽  
Granger Causality ◽  
Inflation Rate ◽  
Economic Indicators ◽  
Stock Index ◽  
Series Data ◽  
Treasury Bills

The main objective of this study is to examine the relationship between Karachi stock exchange and macroeconomic variables i.e. inflation rate, exchange rate, treasury bills and interest rate. Monthly time series data from January 2005 to December 2010 have been used to investigate the causal association among macroeconomic indicators and Karachi stock market. The co-integration test and Granger Casualty have been applied to drive the short and long-term investigation. The results found bi directional Granger causality among KSE and exchange rate and One way Granger causality exists among KSE and interest rate, no Granger causality found among KSE and inflation rate and KSE and treasury bills. Which means performance of macro-economic variable somehow affects the stock index; moreover, stock prices in Pakistan do not reflect the macro-economic condition of the country. This study emphasizes on the crash of macro-economic indicators on the capital market performance of developing countries. The performance of capital markets of developing countries calculated by these macro-economic indicators.

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

2020 ◽  
Vol 4 (1) ◽  
pp. 1-13
Author(s):  
Rama Krishna Yelamanchili
Keyword(s):  
Stock Market ◽  
Stock Returns ◽  
Causal Relationship ◽  
Oil And Gas ◽  
Jel Classification ◽  
Economic Indicators ◽  
Short Term ◽  
Explanatory Variables ◽  
Short Run ◽  
Market Indexes

In this paper we examine the causal relationship between short term economic indicators, stock market indexes and oil and gas stocks returns. We postulate that economic indicators positively and significantly cause and predict stock market indexes and oil and gas stock returns in short run. In addition, we posit that stock market indexes cause and predict oil and gas stock returns in short run. To test our hypotheses we chose four short-term economic indicators, two stock market indexes, and 10 oil and gas companies. Our results indicate that there is no causal relationship between both short-term economic indicators and stock market indexes, and between short-term economic indicators and oil and gas stock returns. However, we receive support to one of our hypotheses that stock market indexes cause oil and gas stock returns. This causation is contemporaneous only and we observe that stock market indexes lack short-term predictive power of oil and gas stock returns. We conclude that investors need to be vigilant in considering coincident indicators as explanatory variables to predict stock returns. We suggest that stock market indexes are helpful to predict contemporaneous returns but not future returns of oil and gas stocks. JEL Classification: B1, C32, D4, G2.

Predicting Stock Market Performance

2020 ◽  
pp. 1-10
Author(s):  
Thomas Plieger ◽  
Thomas Grünhage ◽  
Éilish Duke ◽  
Martin Reuter
Keyword(s):  
Stock Market ◽  
Risk Taking ◽  
Life Stress ◽  
Price Volatility ◽  
Individual Characteristics ◽  
Self Report ◽  
Financial Behavior ◽  
Market Simulation ◽  
Stock Market Performance ◽  
Risk Taking Behavior

Abstract. Gender and personality traits influence risk proneness in the context of financial decisions. However, most studies on this topic have relied on either self-report data or on artificial measures of financial risk-taking behavior. Our study aimed to identify relevant trading behaviors and personal characteristics related to trading success. N = 108 Caucasians took part in a three-week stock market simulation paradigm, in which they traded shares of eight fictional companies that differed in issue price, volatility, and outcome. Participants also completed questionnaires measuring personality, risk-taking behavior, and life stress. Our model showed that being male and scoring high on self-directedness led to more risky financial behavior, which in turn positively predicted success in the stock market simulation. The total model explained 39% of the variance in trading success, indicating a role for other factors in influencing trading behavior. Future studies should try to enrich our model to get a more accurate impression of the associations between individual characteristics and financially successful behavior in context of stock trading.

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