Causal relationship between stock market returns and macroeconomic variables in Nigeria

QR Code

Causal relationship between stock market returns and macroeconomic variables in Nigeria

In Nigeria, the fundamental problems associated with the stock exchange market are associated with changes in macroeconomic variables as a result of macroeconomic shocks. Accordingly, this thesis provides an empirical investigation of the causal relationship between stock market returns and macroeco...

Full description

Bibliographic Details
Main Authors:	Ali, Umar Ahmad, Abdullah, Adam, Sulong, Zunaidah, Ahmad, Tijjani Abdullahi
Format:	Article
Language:	English
Published:	IOSR 2015
Subjects:	HB Economic Theory
Online Access:	http://irep.iium.edu.my/44681/ http://irep.iium.edu.my/44681/1/Umar%2C_15-05%2C_IOSR-JHSS.pdf

Similar Items

An autoregressive distributive lag for the analysis of macroeconomic variables on stock market returns in Nigeria
by: Ali, Umar Ahmad, et al.
Published: (2015)

The review of stock returns and macroeconomic variables
by: Ali, Umar Ahmad, et al.
Published: (2015)

Stock market returns and macroeconomic variables in nigeria: testing for dynamic linkages with a structural break
by: Ali, Umar Ahmad, et al.
Published: (2015)

The Relationship between Macroeconomic Variables and Stock Market Performance in Thailand
by: Lee, Yeow Keat, et al.
Published: (2017)

Causal relationship between the volatility of stock market and selected macroeconomic variables: case of Malaysia
by: Lida Nikmanesh,, et al.
Published: (2014)

Macroeconomic determinants of the stock market return : the case in Malaysia
by: Heng, Lee Ting, et al.
Published: (2012)

Dynamic Causal Analysis between the Stock Market and Macroeconomic Variables in the USA
by: Chung, Rhys
Published: (2021)

Macroeconomic Variables Influence on Stock Market Performance
by: Norazidah, Shamsudin, et al.
Published: (2021)

The impact of macroeconomics variables on bank's stock return : evidence from Malaysia
by: Lim, Kee Foong, et al.
Published: (2012)

Macroeconomic Variables and Stock Returns: Empirical Evidence from Nigerian Stock Market
by: Adenike, Azeez Aminat
Published: (2009)

Causal Relations Between Macroeconomic Factors and Vietnamese Stock Market Returns: A Johansen Cointegration Test
by: Nguyen, The Huy
Published: (2018)

The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)

The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)

The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)

The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)

The Effects of Macroeconomic Variables on Stock Market Returns in Developing Markets: The Case of Indonesia
by: Sunarso, Nydia Angelina
Published: (2015)

Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
by: Selamat, Zarehan
Published: (2001)

Granger Causality Between The Stock Market Index and Macroeconomic Variables. A Study of Malaysia and Singapore
by: Sircar, Shadee Mosaddek
Published: (2009)

Macroeconomic Variables on Indonesia Stock Market Return: Quantile Regression Approach
by: Lavi, Evan Wiranata
Published: (2017)

The Impact of Macroeconomic Variables on Overall and Segmented Stock Market Returns in China
by: HU, YING
Published: (2020)

Returns and volatility in the Malaysian stock market : a sectoral study on day-of-the-week effects and causal relationship / by Foo May Wand.
by: Foo, May Wand
Published: (2002)

An Investigation Of The Oil Price Risk Factor And Macroeconomics Variables In The Asean Stock Market
by: Ansarifar, Alireza
Published: (2009)

Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
by: Zafrin, Syazwani Ezzaty
Published: (2015)

Relationship between stock market volatility and macroeconomic variables volatility in Malaysia
by: Chia, Mong Yin, et al.
Published: (2013)

The relationship between macroeconomic variables and stock prices
by: Goh, Lee Hua, et al.
Published: (2013)

Macroeconomic Variables Influence On Stock Return: Evidence From China
by: Lei, Huang
Published: (2009)

Scrutinising the asymmetric impact of macroeconomic variables to stock return in Malaysia
by: Siah, Boon Kiat, et al.
Published: (2014)

Influences Of Macroeconomic Variables On The Malaysian Stock Market
by: Mei, Cheng Mei
Published: (2005)

Macroeconomics Variables and the Stock Market : The Case of Russia
by: Yelyubayev, Talgat
Published: (2011)

The impact of macroeconomic variables on the Indonesian stock market volatility: conventional vis-a-vis Islamic stock market
by: Surur, Miftaskhus, et al.
Published: (2012)

Long-run relationship between Islamic stocks returns and macroeconomic variables: An application of the autoregressive distributed lag model
by: Abd Majid, M. Shabri, et al.
Published: (2009)

The effect of macroeconomic variables on stock return during both non-covid and covid periods in the Chinese market
by: Wan, Yuxiao
Published: (2022)

The Relationship Between Stock Return and Macroeconomic Factors: evidence from UK
by: Liu, Yuxin
Published: (2012)

The response of sectoral returns to macroeconomic shocks in the Malaysian stock market
by: Law, Siong Hook, et al.
Published: (2014)

Macroeconomic and bank specific determinants of bank stock return: a case study in Malaysia
by: Khor, Yong Xin, et al.
Published: (2022)

Revisiting relationship between Malaysian Stock Market Index and selected macroeconomic variables using asymmetric cointegration
by: Hakimah Nur Ahmad Hamidi,, et al.
Published: (2018)

The impact of macroeconomic variables on the stock market performance in Japan
by: Yip, Jia Shen, et al.
Published: (2014)

The Relationship Between High Education Unemployment and Macroeconomic Variables in Malaysia.
by: Lee, Ru Yah, et al.
Published: (2016)

Stock market and macroeconomic integration : an asymmetric evidence on selected five countries
by: Bar, Seow Poh, et al.
Published: (2012)

Determinants of macroeconomic variables effect stock market return: empirical evidence from Malaysia and Singapore / Amirah Jamiahan
by: JAMIAHAN, AMIRAH
Published: (2017)