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Impact Indicators For Stock Markets Return

Author

Listed:
  • Alina Kvietkauskienė

    (Faculty of Business Management, Vilnius Gediminas Technical University, Vilnius, Lithuania)

  • Modestas Plakys

    (Nordea Bank AB, Vilnius, Lithuania)

Abstract

The paper examines the influence of impact indicators on stock market returns. The authors analyse various theoretical and empirical studies in order to form a set of impact criteria for stock market selection. Th e different examinations aimed to identify the co-integrating relationship between stock market return and such impact indicators as money supply, exchange rate, short and long-term interest rates and others. It is often observed that stock prices tend to fluctuate with economic indicators that have positive and negative effects on stock market returns. A detailed analysis of the selected topic has shown that there is no unified or general method for the selection of the mentioned criteria; therefore, the authors propose a set of criteria that should be used for stock market selection in order to generate sustainable market return in the long term.

Suggested Citation

  • Alina Kvietkauskienė & Modestas Plakys, 2017. "Impact Indicators For Stock Markets Return," Poslovna izvrsnost/Business Excellence, Faculty of Economics and Business, University of Zagreb, vol. 11(2), pages 59-83.
    • Handle: RePEc:zag:busexc:v:11:y:2017:i:2:p:59-83
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