The Linear Relationship between Stock Returns and Interest Rates: Evidence from US Stock Markets

QR Code

The Linear Relationship between Stock Returns and Interest Rates: Evidence from US Stock Markets

The paper studies the linear relationship between stock returns and interest rates using a sample of US market from 2000 to 2008. The methodology of well tested Ordinary Least Square Model is applied. General results have showed a non-lagged significant positive and a one-day lagged significant nega...

Full description

Bibliographic Details
Main Author:	Zhou, Yuhong
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/22874/

Similar Items

Relationship between Interest Rate Movements and Common Stock Returns
by: Chen, Jun
Published: (2006)

Relationship between stock market returns and exchangerates in emerging stock markets
by: Arshad, M. N., et al.
Published: (2016)

The Impact of the Interest Rate Change on Bank Stock Returns
by: WANG, NIANXUAN
Published: (2012)

Liquidity and stock returns-evidence from UK stock market
by: Le, Dang Thuy Trang
Published: (2013)

Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market
by: Wang, Lin
Published: (2020)

The relationship between Idiosyncratic Risk and Stock Returns: Evidence from the UK market
by: YIN, ZEHUA
Published: (2013)

Return and volatility spillovers between the US, Japanese and Malaysian stock markets
by: Lida Nikmanesh,, et al.
Published: (2014)

The relationship between interest rate and stock market in Malaysia / Noorulasikin Mohd Noor
by: Mohd Noor, Noorulasikin
Published: (2013)

The relationship between the money market rates and the common stock returns: the Malaysian experience
by: Noor Azlan Ghazali,
Published: (1992)

Short interest and stock returns: evidence from the UK (Gregynog 2011).
by: Mohamad, Azhar
Published: (2011)

An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market
by: Ahmadi, Zahra
Published: (2009)

Are stock market returns driven by foreign exchange rate movements in frontier markets? Evidence from the Colombo Stock Exchange
by: Balapatabendi, Sanjana Devin
Published: (2020)

Are stock market returns driven by foreign exchange rate movements in frontier markets? Evidence from the Colombo Stock Exchange
by: Balapatabendi, Sanjana Devin
Published: (2021)

Stock Returns Predictability and Market Timing Trading : Evidence from Malaysian Stock Market
by: Nguyen, Thi Tuyet Nhung
Published: (2011)

Stock Return Volatility and the Determinants: An Empirical Study of the US Market
by: Hsu, Chia-Luan
Published: (2009)

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

Integration between the conventional and Islamic stock indices with the US stock market: evidence from cointegration analysis
by: Saiti, Buerhan
Published: (2014)

Liquidity and Stock Returns: Evidence from the UK Market
by: Tang, Zhiying
Published: (2009)

Liquidity and Stock Returns: Evidence from the UK Market
by: HUANG, SHAOHUA
Published: (2015)

Relationship between Stock Market and Exchange Rate Intervention: Evidence from China
by: Wang, Yi
Published: (2021)

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

Relationship between stock return and financial ratios: evidence from Malaysia
by: Ang, Hui Mei
Published: (2015)

The Effect of Credit Rating Changes on Common Stock Return-Evidence from the UK Market
by: Wang, Xueying
Published: (2019)

An examination of the Relationship Between Stock Return and Financial Ratios : Empirical Evidence From Tehran Stock Exchange
by: Kalhorpour, Elham
Published: (2010)

Illiquidity and stock returns: Evidence from UK stock market over 1993 to 2008
by: Wang, Shuyan
Published: (2009)

Size effect and the Common Variation in stock returns: Evidence from the Indian Stock Market
by: Zhang, Zhuoqi
Published: (2012)

Effect Of Sentiment On Stock Returns: Evidence From The Gulf Cooperation Council Stock Markets
by: Sharmin, Rashida
Published: (2019)

Does the US IT stock market dominate other IT stock markets : Evidence from multivariate GARCH model
by: Zhuo, Qiao, et al.
Published: (2007)

Open market repurchases and firm stock return variation: evidence in Malaysia stock market
by: Chee, Chong Meng, et al.
Published: (2017)

How do oil prices affect stock market returns in financial sectors：evidence from China and the U.S.
by: Huang, Chuyao
Published: (2018)

The dynamic relationship between exchange rate, interest rate and stock market; comparison between ASEAN5 and ASEAN5+3
by: Mahmoud Moustafa Radi, Shaimaa
Published: (2018)

Examining the Impact of the U.S. IT Stock Market on Other IT Stock Markets
by: Qiao, Zhuo, et al.
Published: (2010)

Volatility Forecasting in Bull and Bear Markets: Evidence from the US stock market
by: Sideris, Epameinondas
Published: (2016)

Causal relationship between stock market returns and macroeconomic variables in Nigeria
by: Ali, Umar Ahmad, et al.
Published: (2015)

The influence of interest rate and exchange rate to stock return and the effect of interest rate changes to the performance of STI / Hani Suryati Hassan Khalep
Published: (2008)

DETERMINANTS OF IPOS UNDERPRICING LEVEL: EVIDENCES FROM THE U.S. STOCK MARKET
by: Pan, Xiaoyuan
Published: (2010)

Ownership Concentration and IPO Underpricing: Evidence from the U.S. Stock Market
by: Jiang, Yanru
Published: (2012)

Effect of exchange rate toward U.S multinationals' stock return / Nur Darina Khalid
by: Khalid, Nur Darina
Published: (2008)

Behaviour of Stock Return Autocorrelation in the GCC Stock Markets
by: Chowdhury, H., et al.
Published: (2014)

Modelling The Impact Of Us Stock Market On Asean Countries Stock Markets.
by: Ismail, Mohd Tahir
Published: (2009)