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Stock returns and real activity: is there still a connection?

Citations

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Cited by:

  1. Mohsen Mehrara, 2007. "The Relationship between Stock Market and Macroeconomic Variables: a Case Study for Iran," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 12(1), pages 51-62, winter.
  2. Assaf, Rima & Gupta, Deeksha & Kumar, Rahul, 2023. "The price of war: Effect of the Russia-Ukraine war on the global financial market," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
  3. Pandey, Dharen Kumar & Lucey, Brian M. & Kumar, Satish, 2023. "Border disputes, conflicts, war, and financial markets research: A systematic review," Research in International Business and Finance, Elsevier, vol. 65(C).
  4. Kateřina Krchnivá, 2016. "Do Stock Markets Have Any Impact on Real Economic Activity?," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 64(1), pages 283-290.
  5. McMillan, David G., 2021. "When and why do stock and bond markets predict US economic growth?," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 331-343.
  6. Everett, Craig R. & K., John, 2013. "Private Businesses Predict Limited Growth for 2013," MPRA Paper 55528, University Library of Munich, Germany.
  7. Croux, Christophe & Reusens, Peter, 2013. "Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 93-103.
  8. Lyócsa, Štefan, 2014. "Growth-returns nexus: Evidence from three Central and Eastern European countries," Economic Modelling, Elsevier, vol. 42(C), pages 343-355.
  9. repec:eut:journl:v:11:y:2006:i:3:p:137 is not listed on IDEAS
  10. Phillip Anthony O'Hara, 2003. "Deep Recession and Financial Instability or a New Long Wave of Economic Growth for U.S. Capitalism? A Regulation School Approach," Review of Radical Political Economics, Union for Radical Political Economics, vol. 35(1), pages 18-43, March.
  11. Montes, Gabriel Caldas & Tiberto, Bruno Pires, 2012. "Macroeconomic environment, country risk and stock market performance: Evidence for Brazil," Economic Modelling, Elsevier, vol. 29(5), pages 1666-1678.
  12. Andreas Behr, 2007. "A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment," Applied Financial Economics, Taylor & Francis Journals, vol. 17(18), pages 1479-1487.
  13. Chatelais, Nicolas & Stalla-Bourdillon, Arthur & Chinn, Menzie D., 2023. "Forecasting real activity using cross-sectoral stock market information," Journal of International Money and Finance, Elsevier, vol. 131(C).
  14. Nicholas Apergis & Panagiotis G. Artikis, 2016. "Foreign Exchange Risk, Equity Risk Factors and Economic Growth," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(4), pages 425-445, December.
  15. Dai, Meixing & Spyromitros, Eleftherios, 2012. "A Note On Monetary Policy, Asset Prices, And Model Uncertainty," Macroeconomic Dynamics, Cambridge University Press, vol. 16(5), pages 777-790, November.
  16. Qureshi, Fiza & Khan, Habib Hussain & Rehman, Ijaz Ur & Ghafoor, Abdul & Qureshi, Saba, 2019. "Mutual fund flows and investors’ expectations in BRICS economies: Implications for international diversification," Economic Systems, Elsevier, vol. 43(1), pages 130-150.
  17. Abdulnasser Hatemi-J, 2020. "Bear Markets and Recessions versus Bull Markets and Expansions," Papers 2009.01343, arXiv.org, revised Nov 2020.
  18. Tsouma, Ekaterini, 2009. "Stock returns and economic activity in mature and emerging markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 668-685, May.
  19. Lyócsa, Štefan & Výrost, Tomáš & Plíhal, Tomáš, 2021. "A tale of tails : New evidence on the growth-return nexus," Finance Research Letters, Elsevier, vol. 38(C).
  20. Nicolas Chatelais & Menzie Chinn & Arthur Stalla-Bourdillon, 2022. "Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section," Working papers 903, Banque de France.
  21. Muhammad Ahad & Ijaz ur Rehman & Fiza Qureshi & Waqas Hanif & Zaheer Anwer, 2018. "Modelling Asymmetric Impact of Home Country Macroeconomic Variables on American Depository Receipts: Evidence from Eurozone," Annals of Economics and Finance, Society for AEF, vol. 19(2), pages 703-727, November.
  22. Kwame Mireku & Kwaku Sarkodie & Kwasi Poku, 2013. "Effect of Macroeconomic Factors on Stock Prices in Ghana: A Vector Error Correction Model Approach," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 3(2), pages 32-43, April.
  23. Zhu, Sheng & Gao, Jun & Sherman, Meadhbh, 2020. "The role of future economic conditions in the cross-section of stock returns: Evidence from the US and UK," Research in International Business and Finance, Elsevier, vol. 52(C).
  24. Ólan T. Henry & Nilss Olekalns & Jonathan Thong, 2004. "Do stock market returns predict changes to output? Evidence from a nonlinear panel data model," Empirical Economics, Springer, vol. 29(3), pages 527-540, September.
  25. Qureshi, Fiza & Kutan, Ali M. & Ismail, Izlin & Gee, Chan Sok, 2017. "Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 176-192.
  26. Robert Sollis, 2006. "Testing for bubbles: an application of tests for change in persistence," Applied Financial Economics, Taylor & Francis Journals, vol. 16(6), pages 491-498.
  27. Michael D. McKenzie & William H. Janeway, 2011. "Venture capital funds and the public equity market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(3), pages 764-786, September.
  28. Qureshi, Fiza & Kutan, Ali M. & Ghafoor, Abdul & Hussain Khan, Habib & Qureshi, Zeeshan, 2019. "Dynamics of mutual funds and stock markets in Asian developing economies," Journal of Asian Economics, Elsevier, vol. 65(C).
  29. Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2012. "Stock returns and real activity: the dynamic conditional lagged correlation approach," MPRA Paper 43307, University Library of Munich, Germany.
  30. Veli Yilanci & Onder Ozgur & Muhammed Sehid Gorus, 2021. "Stock prices and economic activity nexus in OECD countries: new evidence from an asymmetric panel Granger causality test in the frequency domain," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-22, December.
  31. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012. "Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries," MPRA Paper 43306, University Library of Munich, Germany.
  32. Oyetayo Oluwatosin J & Adeyeye Patrick Olufemi, 2017. "A Robust Application of the Arbitrage Pricing Theory: Evidence from Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 9(1), pages 141-151.
  33. 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.
  34. Klara Zalesakova, 2022. "Stock market development as a leading indicator of future economic growth in the BRICS countries," MENDELU Working Papers in Business and Economics 2022-82, Mendel University in Brno, Faculty of Business and Economics.
  35. David G. McMillan, 2021. "Predicting GDP growth with stock and bond markets: Do they contain different information?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3651-3675, July.
  36. Ciner, Cetin, 2020. "Causality dynamics from equities to economic growth," Finance Research Letters, Elsevier, vol. 34(C).
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