Microsoft Word lina 's topic


Download 264.94 Kb.
Pdf ko'rish
bet24/24
Sana21.04.2023
Hajmi264.94 Kb.
#1372297
1   ...   16   17   18   19   20   21   22   23   24
Services Research 5, 61–76. 
Lajeri, F. and Dermine, J., (1999). Unexpected inflation and bank stock returns: The 
case of France 1977-1991. Journal of Banking & Finance 23, 939-953. 


61 
Lee, B.S., (2010). Stock returns and inflation revisited: An evaluation of the inflation 
illusion hypothesis. Journal of Banking & Finance 34, 1257-1273. 
Liu, M.H., Shrestha, K.M.,(2008). Analysis of the long-term relationship between 
macroeconomic variables and the Chinese stock market using heteroscedastic 
cointegration. Managerial Finance Vol.34 No. 11, 744-755. 
Maysami, R. C., Howe, L. C. & Hamzah, M. A., (2004). Relationship between 
Macroeconomic Variables and Stock Market Indices: Cointegration Evidence 
from Stock Exchange of Singapore’s All-S Sector Indices. Journal 
Pengurusan 24: 47-77. 
Md. Mahmudul Alam (2009). Relationship between Interest Rate and Stock Price: 
Empirical Evidence from Developed and Developing Countries. International 
Journal of Business and Management, Vol.4, No.3 
Menike L.M.C.S.(2006). The Effect of Macroeconomic Variables on Stock Prices in
Emerging Sri Lankan Stock Market. Sabaragamuwa University Journal
50-67. 
Mishra, Alok Kumar, Swain, Niranjan and Malhotra, D.K., (2007). Volatility 
Spillover between stock and foreign exchange market: Indian Evidence. 
International Journal of Business 12(3), 343-359. 
Muradoglu G, Metin, K. (1996). Efficiency of the Turkish Stock Exchange with 
respect to monetary variables: A cointegration analysis. European Journal of 
Operational Research, 90(3), 566-576. 


62 
Modigliani, Franco and Richard (1979). Inflation, rational valuation, and the market. 
Financial Analysts’ Journal. 67-88. 
Mohammad I, Orouba W(2006). Interest Rate Sensitivity, Market Risk, Inflation and 
Bank Stock Returns. Journal of Accounting – Business & Management ,13, 
25-38. 
N. Bulent Gultekin (1983). Stock Market Returns and Inflation Forecasts.  the 
Journal of Finance, Vol. 38, No. 3. 663-673. 
Ozbay, Emrah (2009). The Relationship Between Stock Returns and Macroeconomic 
Factors: Evidence from Turkey. Msc. Dissertation.
Pan, Ming-Shiun, Fok, Robert Chi-Wing and Liu, Y. Angela, (2007). Dynamic 
linkages between exchange rates and stock prices: Evidence from East Asian 
markets. International Review of Economics and Finance 16, 503-520. 
Patra, T. And Poshakwale, S., (2006). Economic variables and stock market returns:
evidence from the Athens stock exchange. Applied Financial Economics,16, 
993-1005. 
Saadet Kasman, Gülin Vardar and Gökçe Tunç (2011). The impact of interest rate and 
exchange rate volatility on banks' stock returns and volatility: Evidence from 
Turkey. Economic Modeling, 28, 1328-1334. 
Rebel A. Cole a, Moshirian F., Wu Q.B.(2007). Bank stock returns and economic 
growth. Journal of Banking & Finance 32, 995–1007. 


63 
Seddighi, H. R., and Nian, W. (2004).The Chinese stock exchange market: operations 
and efficiency. Applied Financial Economics, vol. 14, 785-797.
Seyed M.H, Zamri M. and Lai W.L (2011). The Role of Macroeconomic Variables on 
Stock Market Index in China and India. International Journal of Economics 
and Finance Vol. 3.345-387. 
Shubite, M. and Al-Sharkas, A., (2010), Causal relations among different sizes of 
stock returns, interest rates, real activity, and inflation. Banking and Finance 
Review. 
Shujie Yao & Dan Luo & Stephen Morgan. Shanghai Stock Exchange Composite 
Index and Bank Stock Prices in China: A Causality Analysis,"Discussion 
Papers 08/25, University of Nottingham, GEP. 
Tan Y. and Floros C. (2012). Bank profitability and inflation: the case of China. 
Journal of Economic Studies, Vol.39, 675-696. 
Thorbecke W., (1997). On Stock Market Returns and Monetary Policy. the Journal of 
Finance, Vol LII, No 2, 635-654. 
Vaz J.J., Ariff M. and Brooks R.D. (2008). The effect of interest rate changes on bank 
stock returns. Investment Management and Financial Innovations, Volume 
5.67-88. 
Wang, X.F., (2010).The Relationship between Stock Market Volatility and 
Macroeconnomic Volatility:Evidence from China. International Research 
Journal of Finance and Economics, ISSN 1450-2887 Issue 49. 


64 
Wang, L. (2010). Empirical Analysis of Macroeconomic Factors Affecting Stock 
Prices. Orient Academic Forum, 132-133. 
Yau, Hwey-Yun and Nieh, Chien-Chung, (2006). Interrelationships among stock 
prices of Taiwan and Japan and NTD/Yen exchange rate. Journal of Asian 
Economics 17, 535-552. 
Yildirtan, D. C. (2007). Effects of Macroeconomic Variables on Istanbul Stock 
Exchange Indexes, the case of Turkish Stock Exchange Market. 
Yourougou,P. (1990). Interest-rate risk and the pricing of depository financial 
intermediary common stock. Journal of Banking and Finance, Vol. 14,
803-20. 
Zatul E. Badarudin, Ahmed M. Khalid, and Mohamed Ariff, (2009) . Money Supply 
Behaviour in Emerging Economies: A Comparative Analysis. Journal of the 
Asia Pacific Economy, 14.4: 331-350. 
Zhu, J.Z., Hassan, M. and Li, W.L., (2007). Bank size and interest-rate sensitivity of 
bank stock returns. International Journal of Business, Accounting, and 
Finance Volume 1, Number 1, 567-588. 

Document Outline

  • 1 LINA 'S TOPIC
  • 2 ABSTRACT
  • 3 ACKNOWLEDGEMENTS
  • 4 lina CONTENT
  • 5 LIST OF TABLES
  • 6 LIST OF FIGURE
  • 7 new LINA

Download 264.94 Kb.

Do'stlaringiz bilan baham:
1   ...   16   17   18   19   20   21   22   23   24




Ma'lumotlar bazasi mualliflik huquqi bilan himoyalangan ©fayllar.org 2024
ma'muriyatiga murojaat qiling