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A Re-Examination of Market and Industry Factors in Stock Price Behavior

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  • Meyers, Stephen L

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  • Meyers, Stephen L, 1973. "A Re-Examination of Market and Industry Factors in Stock Price Behavior," Journal of Finance, American Finance Association, vol. 28(3), pages 695-705, June.
    • Handle: RePEc:bla:jfinan:v:28:y:1973:i:3:p:695-705
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    Citations

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    Cited by:

    1. Robert S. Pindyck & Julio J. Rotemberg, 1990. "Do Stock Prices Move Together Too Much?," NBER Working Papers 3324, National Bureau of Economic Research, Inc.
    2. Marcelo, José Luis Miralles & Quirós, José Luis Miralles & Martins, José Luís, 2013. "The role of country and industry factors during volatile times," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 273-290.
    3. Wei Liu & James W. Kolari, 2022. "Multifactor Market Indexes," JRFM, MDPI, vol. 15(4), pages 1-26, March.
    4. Julia Koralun-Bereźnicka, 2011. "Country and industry factors as determinants of corporate financial liquidity in the European Union countries," Bank i Kredyt, Narodowy Bank Polski, vol. 42(1), pages 19-48.
    5. J. David Spiceland & Jerry E. Trapnell, 1983. "The Effect Of Market Conditions And Risk Classifications On Market Model Parameters," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(3), pages 217-222, September.
    6. Dusan Isakov & Frédéric Sonney, 2004. "Are Practitioners Right? On the Relative Importance of Industrial Factors in International Stock Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 355-379, September.
    7. Plachel, Lukas, 2019. "A unified model for regularized and robust portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
    8. Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022. "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, vol. 109(C).
    9. Smith, L. Vanessa & Yamagata, Takashi, 2011. "Firm level return–volatility analysis using dynamic panels," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 847-867.
    10. L. Vanessa Smith & Takashi Yamagata, 2008. "Firm Level Volatility-Return Analysis using Dynamic Panels," Discussion Papers 08/09, Department of Economics, University of York.
    11. Chewning, Eugene Jr. & Coller, Maribeth & Tuttle, Brad, 2004. "Do market prices reveal the decision models of sophisticated investors?: Evidence from the laboratory," Accounting, Organizations and Society, Elsevier, vol. 29(8), pages 739-758, November.
    12. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2022. "The impact and role of COVID-19 uncertainty: A global industry analysis," International Review of Financial Analysis, Elsevier, vol. 80(C).
    13. Patricia M. Fairfield & Sundaresh Ramnath & Teri Lombardi Yohn, 2009. "Do Industry‐Level Analyses Improve Forecasts of Financial Performance?," Journal of Accounting Research, Wiley Blackwell, vol. 47(1), pages 147-178, March.
    14. N. A. Sinclair, 1984. "Aspects of the Factor Structure Implicit in the Australian Industrial Equity Market: February 1958 to August 1977," Australian Journal of Management, Australian School of Business, vol. 9(1), pages 23-36, June.
    15. Yasser Alhenawi & Martha L. Stilwell, 2019. "Toward a complete definition of relatedness in merger and acquisition transactions," Review of Quantitative Finance and Accounting, Springer, vol. 53(2), pages 351-396, August.
    16. Jaroslav Bukovina, 2015. "The Impact of Economic Agents Perceptions on Stock Price Volatility," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 63(4), pages 1229-1234.
    17. Rik Hafer, 1985. "Further evidence on stock price response to changes in weekly money and the discount rate," Working Papers 1985-015, Federal Reserve Bank of St. Louis.
    18. Augustine C. Arize & Ioannis N. Kallianotis & Scott Liu & John Malindretos & Brian L. Maruffi, 2014. "The Preponderance of Stock Picking Techniques: The Practice of Applied Money Managers," Accounting and Finance Research, Sciedu Press, vol. 3(2), pages 1-87, May.
    19. Kallberg, Jarl & Pasquariello, Paolo, 2008. "Time-series and cross-sectional excess comovement in stock indexes," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 481-502, June.
    20. Marie Brière & Ariane Szafarz, 2021. "When it rains, it pours: Multifactor asset management in good and bad times," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 641-669, September.
    21. Andrew J. Senchack Jr. & William L. Beedles, 1979. "Price Behavior In A Regional Over-The-Counter Securities Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 2(2), pages 119-131, September.
    22. Bu, Hui & Tang, Wenjin & Wu, Junjie, 2019. "Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method," Economic Modelling, Elsevier, vol. 81(C), pages 181-204.

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