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Macroeconomics news and the stock market: Evidence from Europe

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  • Wasserfallen, Walter

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  • Wasserfallen, Walter, 1989. "Macroeconomics news and the stock market: Evidence from Europe," Journal of Banking & Finance, Elsevier, vol. 13(4-5), pages 613-626, September.
    • Handle: RePEc:eee:jbfina:v:13:y:1989:i:4-5:p:613-626
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    Cited by:

    1. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
    2. Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2022. "Scheduled macroeconomic news announcements and intraday market sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    3. Mengyu Wang & Tiejun Ma, 2024. "MANA-Net: Mitigating Aggregated Sentiment Homogenization with News Weighting for Enhanced Market Prediction," Papers 2409.05698, arXiv.org.
    4. Francisco JAREÑO & Ana ESCRIBANO & Alberto CUENCA, 2019. "Macroeconomic Variables And Stock Markets: An International Study," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 19(1), pages 43-54.
    5. Omran, Mohammed & Pointon, John, 2001. "Does the inflation rate affect the performance of the stock market? The case of Egypt," Emerging Markets Review, Elsevier, vol. 2(3), pages 263-279, September.
    6. Mauro, Paolo, 2003. "Stock returns and output growth in emerging and advanced economies," Journal of Development Economics, Elsevier, vol. 71(1), pages 129-153, June.
    7. Marie Ligocká & Tomáš Pražák & Daniel Stavárek, 2016. "The Effect of Macroeconomic Factors on Stock Prices of Swiss Real Estate Companies," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 64(6), pages 2015-2024.
    8. M. Deetz & T. Poddig & I. Sidorovitch & A. Varmaz, 2009. "An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(3), pages 285-313, September.
    9. Wen-Hsiu Kuo & Hsinan Hsu & Min-Hsien Chiang, 2008. "Foreign investment, regulation, volatility spillovers between the futures and spot markets: evidence from Taiwan," Applied Financial Economics, Taylor & Francis Journals, vol. 18(5), pages 421-430.
    10. Peiró, Amado, 2016. "Stock prices and macroeconomic factors: Some European evidence," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 287-294.
    11. Endang Mahpudin, 2020. "The Effect of Macroeconomics on Stock Price Index in the Republic of China," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 228-236.
    12. Samy Ben Naceur & Narjess Boubakri & Samir Ghazouani, 2008. "Privatization and Financial Market Development: A Comparison Between MENA Countries and Other Regions," Working Papers 390, Economic Research Forum, revised 01 Jan 2008.
    13. Ferson, Wayne E. & Harvey, Campbell R., 1994. "Sources of risk and expected returns in global equity markets," Journal of Banking & Finance, Elsevier, vol. 18(4), pages 775-803, September.
    14. Uddin, Mohammad Riaz & Hasan, Mostafa Monzur & Abadi, Nour, 2022. "Do intangible assets provide corporate resilience? New evidence from infectious disease pandemics," Economic Modelling, Elsevier, vol. 110(C).
    15. Petros Messis & Achilleas Zapranis, 2014. "Herding behaviour and volatility in the Athens Stock Exchange," Journal of Risk Finance, Emerald Group Publishing, vol. 15(5), pages 572-590, November.
    16. Rapach, David E. & Wohar, Mark E. & Rangvid, Jesper, 2005. "Macro variables and international stock return predictability," International Journal of Forecasting, Elsevier, vol. 21(1), pages 137-166.
    17. Kavussanos, Manolis G. & Marcoulis, Stelios N., 2004. "4. Cross-Industry Comparisons Of The Behaviour Of Stock Returns In Shipping, Transportation And Other Industries," Research in Transportation Economics, Elsevier, vol. 12(1), pages 107-142, January.
    18. Shogbuyi, Abiodun & Steeley, James M., 2017. "The effect of quantitative easing on the variance and covariance of the UK and US equity markets," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 281-291.
    19. Ekinci, Cumhur & Akyildirim, Erdinc & Corbet, Shaen, 2019. "Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets," Finance Research Letters, Elsevier, vol. 31(C), pages 155-164.
    20. Javed Iqbal & Aziz Haider, 2005. "Arbitrage Pricing Theory: Evidence From An Emerging Stock Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 10(1), pages 123-139, Jan-Jun.
    21. Michel Albouy & Tania Morris, 2006. "Les rachats d’actions au Canada:motivations et impact de l’activité économique," Revue Finance Contrôle Stratégie, revues.org, vol. 9(4), pages 5-32, December.
    22. Numan Ülkü & Duminda Kuruppuarachchi, 2015. "Stock Market's Response to Real Output Shocks: Connection Restored but Delayed," International Review of Finance, International Review of Finance Ltd., vol. 15(4), pages 613-622, December.
    23. Laopodis, Nikiforos T., 2009. "Are fundamentals still relevant for European economies in the post-Euro period?," Economic Modelling, Elsevier, vol. 26(5), pages 835-850, September.
    24. Farid Irani & Salih Katircioglu & Korhan K. Gokmenoglu, 2021. "Effects of Business and Finance Conditions on Tourism Firms’ Financial Performances: Evidence From Major Tourist Destinations," SAGE Open, , vol. 11(3), pages 21582440211, August.

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