Essays about: "Effects of inflation on Stock"

Showing result 11 - 15 of 15 essays containing the words Effects of inflation on Stock.

  1. 11. The economic importance of earnings manipulation

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Pourya Hashemi; Anton Jonsson; [2017]
    Keywords : Earnings manipulation; Fundamental value; Bankruptcy risk prediction;

    Abstract : Although studies have analyzed the effects of earnings manipulation on stock prices and the cost of capital, the measurements have been prone to error and little emphasis has been put on the fundamental effects. Therefore, the main purpose of this study has been to describe the economic importance of earnings manipulation. READ MORE

  2. 12. The effects of macroeconomic variables on Asian stock market volatility: A GARCH MIDAS approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Duc Hong Hoang; [2015]
    Keywords : China; South Korea; Japan; volatility; GARCH MIDAS; inflation; industrial production; oil price shocks; Business and Economics;

    Abstract : This paper aims to investigate the effects of macroeconomic variables on stock market volatility in three Asian countries by applying GARCH MIDAS model. The study covers the period from 01/2003 to 06/2014. The GARCH MIDAS framework allows to incorporate macro variables directly in the model and obtain long-term and short-term volatility separately. READ MORE

  3. 13. How do macroeconomic factors affect capital structure? The case of Swedish firms

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Aris Taoulaou; Giorgi Burchuladze; [2014]
    Keywords : Capital Structure; Leverage; Macroeconomic Factors; Random Effects Model; Panel Data; Business and Economics;

    Abstract : Using unbalanced panel data for the sample period 2002-2012, this study investigates the relation between macroeconomic factors and the capital structure of 233 Swedish companies. Using the Random Effects model, this paper identifies the macroeconomic determinants that affect the capital structure of Swedish firms. READ MORE

  4. 14. Macroeconomic effects on securitized real estate markets - A comparative study of Sweden and Switzerland

    University essay from KTH/Fastigheter och byggande

    Author : Robin Rodenholm; Dominique De Bernardi; [2013]
    Keywords : Real estate market; Macroeconomic factors; Real estate stocks; Sweden; Switzerland;

    Abstract : This thesis investigates to what extent macroeconomic factors influence real estate stock prices before and after the outbreak of the financial crisis in 2007. This is carried out by examining the securitized real estate markets in Sweden and Switzerland by using descriptive statistics. READ MORE

  5. 15. The Macroeconomic Factors and The Returns of Stock

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Yan Li; [2011]
    Keywords : Stock Return; Fama-French three-factor model; Macroeconomic factor model; Inflation rate; Short-term interest rate; Business and Economics;

    Abstract : This paper uses three different models Fama-French three-factor model, a Macroeconomic factor model and a combined model to examine the efficiency of the macroeconomic factors in estimating expected returns. The inflation rate and short-term interest rate are chosen as macroeconomic factors. READ MORE