create a website

DECODING THE STOCK MARKET AND GDP RELATIONSHIP OVER THE LONG TERM: IMPLICATIONS FOR INDEX FUND INVESTMENTS. (2024). Bunjaku, Flamur.
In: Studies in Business and Economics.
RePEc:blg:journl:v:19:y:2024:i:2:p:49-59.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 12

References cited by this document

Cocites: 63

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Albu, L.L., Lupu, R. and Ca Lin, C. (2014). A nonlinear model to estimate the long-term correlation between market capitalization and GDP per capita in Eastern EU countries. Working Paper no. 141115. https://ideas.repec.org/p/rjr/wpiecf/141115.

  2. Duda, A. (2020). A study of interlinkage between the stock market and GDP growth. European Journal of Molecular & Clinical Medicine, 7(10), 3860-3866.
    Paper not yet in RePEc: Add citation now
  3. Goetzmann, N.V. and Massa, M. (2003). Index funds and stock market growth. Journal of Business, 76(1), 1-28.

  4. Halan, M. (2011). The link between GDP growth and the broad market index. Access online, Livemint.com.
    Paper not yet in RePEc: Add citation now
  5. https://www.researchgate.net/publication/240315492_Index_Tracking_by_Means_of_Optimi zed_Sampling Narwal, K.P., Sheera, V.P., Mittal, R. and Soryia. S. (2018). Risk-Return Relationship for Stock-Market Investments: A Study of the Implied Volatility Index of Japan (VXJ). South Asian Journal of Management, 25(1), 64-82.
    Paper not yet in RePEc: Add citation now
  6. https://www.sciencedirect.com/science/article/pii/S1062940813000739 Levine, R., and Zervos, S. (1996). Stock Market Development and Long-Run Growth. The World Bank Economic Review, 10(2), 323-339. https://www.jstor.org/stable/3990065 Linck, L. and Decourt, R.F. (2016). Stock returns, macroeconomic variables, and expectations: Evidence from Brazil. Pensamiento & Gestión, 40, 91-112. https://www.redalyc.org/journal/646/64646279004/html/ McMIllan, D.G. (2021). Predicting GDP growth with stock and bond markets: Do they contain different information”? International Journal of Finance & Economics, 26(3), 3651-3675. https://onlinelibrary.wiley.com/doi/abs/10.1002/ijfe.1980 Montfort, K., E. Visser and L.F. Van Draat (2008). Index tracking by means of optimized sampling. The Journal of Portfolio Management, 34, 143–152.
    Paper not yet in RePEc: Add citation now
  7. Hussain, M.M., Rehman, M.Z. and Rza, I. (2010). Relationship between Stock Market Development and Economic growth; a case study on Pakistani Stock Exchange. International Journal of Management and Innovation, 4 (2).
    Paper not yet in RePEc: Add citation now
  8. Klement, J. (2015). What growth got to do with it: Equity returns and economic growth. Journal of Investing, 24 (2), 74-78. DOI:10.3905/joi.2015.24.2.074 Lee, C.C., Chen. M.P. and Chang. H.C. (2013). Dynamic relationships between industry returns and stock market returns. The North American Journal of Economics and Finance, 26, 119-144.
    Paper not yet in RePEc: Add citation now
  9. Nicolescu, L. (2020). Macroeconomic Factors and Capital Markets. Selected Experiences in Central and Eastern Europe. Management Dynamics in the Knowledge Economy, 8(2), 159-173. https://www.ceeol.com/search/article-detail?id=943573 Tabani Mpofu, R. (2014). Stock markets vs GDP growth in South Africa. Corporate Ownership & Control, 12(1), 695-702.
    Paper not yet in RePEc: Add citation now
  10. Studies in Business and Economics no. 19(2)/2024 - 59 -Fama, F. E. (1990). Stock Returns, Expected Returns, and Real Activity. The Journal of Finance, 45(4), 1089-1108. https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1540-6261.1990.tb02428.x Gaivoronski, A.A., S. Krylov and Van Der Wijst, N. (2005). Optimal portfolio selection and dynamic benchmark tracking. European Journal of Operational Research, 163, 115–131. https://ideas.repec.org/a/eee/ejores/v163y2005i1p115-131.html Giri, A. K and Joshi, P. (2017). The impact of macroeconomic indicators on Indian stock prices: An empirical evidence. Studies in Business and Economics, 12(1), 61-78.
    Paper not yet in RePEc: Add citation now
  11. Tsaurai, K. (2018). What are the determinants of stock market development in emerging markets. Academy of Accounting and Financial Studies Journal, 22 (2), 1-11.
    Paper not yet in RePEc: Add citation now
  12. Vithalbhai, V.S. (2020). Analysis of the impact of Gross Domestic Products (GDP) on stock market movement in India. Global Journal of Management and Business Research & Economics and Commerce, 20(8). https://journalofbusiness.org/index.php/GJMBR/article/view/3189 Zalgiryte, L., Guzavicius, A. and Tamulis, V. (2014). Stock Market and Economic Growth in the U.S. & France: Evidence from Stock Market Sector Indices. Engineering Economics, 25(1), 47-53.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. DECODING THE STOCK MARKET AND GDP RELATIONSHIP OVER THE LONG TERM: IMPLICATIONS FOR INDEX FUND INVESTMENTS. (2024). Bunjaku, Flamur.
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:19:y:2024:i:2:p:49-59.

    Full description at Econpapers || Download paper

  2. The Western Balkans Stock Exchanges Unification in Response to the Pandemic Crisis. (2021). Rusinov, Yavor ; Chupetlovski, Vilizar ; Chobanov, Peter.
    In: Economic Alternatives.
    RePEc:nwe:eajour:y:2021:i:3:p:372-388.

    Full description at Econpapers || Download paper

  3. The Shift from Active to Passive Investing : Potential Risks to Financial Stability?. (2020). Anadu, Kenechukwu ; McCabe, Patrick E ; Kruttli, Mathias S ; Osambela, Emilio ; Shin, Chaehee.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-60.

    Full description at Econpapers || Download paper

  4. The Shift from Active to Passive Investing: Potential Risks to Financial Stability?. (2018). Anadu, Kenechukwu ; McCabe, Patrick E ; Kruttli, Mathias S ; Osambela, Emilio ; Shin, Chaehee.
    In: Supervisory Research and Analysis Working Papers.
    RePEc:fip:fedbqu:rpa18-4.

    Full description at Econpapers || Download paper

  5. Equivalent volume and comovement. (2018). Sottile, Pedro ; Staer, Arsenio.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:143-157.

    Full description at Econpapers || Download paper

  6. Exchange traded funds and asset return correlations. (2018). Da, Zhi ; Shive, Sophie.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:1:p:136-168.

    Full description at Econpapers || Download paper

  7. Index trading and portfolio risk. (2017). Lindset, Snorre ; Kvamvold, Joakim .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:41:y:2017:i:1:d:10.1007_s12197-015-9334-6.

    Full description at Econpapers || Download paper

  8. Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction. (2017). Tianqiong, Wang ; Yang, Shu ; Saddique, Shamila .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-02-83.

    Full description at Econpapers || Download paper

  9. Mutual Fund Flows and Benchmark Portfolio Returns. (2017). Kvamvold, Joakim .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-02-32.

    Full description at Econpapers || Download paper

  10. Trends in the relation between regional convergence and economic growth in EU. (2016). Albu, Lucian.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa16p244.

    Full description at Econpapers || Download paper

  11. Trends in the relation between regional convergence and economic growth in EU. (2016). Albu, Lucian.
    In: Working Papers of Institute for Economic Forecasting.
    RePEc:rjr:wpiecf:161101.

    Full description at Econpapers || Download paper

  12. Modelling of the relation between financial market and growth in EU: convergence and behavioural regimes. (2016). Albu, Lucian.
    In: EcoMod2016.
    RePEc:ekd:009007:9694.

    Full description at Econpapers || Download paper

  13. A causality between fund performance and stock market. (2016). Kwon, Okyu ; Kim, Ho-Yong ; Oh, Gabjin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:443:y:2016:i:c:p:439-450.

    Full description at Econpapers || Download paper

  14. Asset allocation and monetary policy: Evidence from the eurozone. (2016). Hau, Harald ; Lai, Sandy.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:2:p:309-329.

    Full description at Econpapers || Download paper

  15. Stock Returns and Mutual Fund Flows in the Korean Financial Market: A System Approach. (2016). Kim, Jaebeom.
    In: Working Papers.
    RePEc:bok:wpaper:1603.

    Full description at Econpapers || Download paper

  16. Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach. (2015). Lupu, Radu ; Calin, Adrian Cantemir ; Albu, Lucian.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa15p685.

    Full description at Econpapers || Download paper

  17. A VOLATILITY ANALYSIS OF THE EURO CURRENCY AND THE BOND MARKET. (2015). Popovici, Oana.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:19:y:2015:i:1:p:67-79.

    Full description at Econpapers || Download paper

  18. CONNECTION OF EUROPEAN ECONOMIC GROWTH WITH THE DYNAMICS OF VOLATILITY OF STOCK MARKET RETURNS. (2015). Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:19:y:2015:i:1:p:53-66.

    Full description at Econpapers || Download paper

  19. The Impact of Trade Announcements on Financial Markets. An Event Study Analysis. (2015). Calin, Adrian Cantemir.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2015:i:2:p:81-91.

    Full description at Econpapers || Download paper

  20. Informational Content of Open-to-Close Stock Returns. (2015). Kudryavtsev, Andrey.
    In: European Financial and Accounting Journal.
    RePEc:prg:jnlefa:v:2015:y:2015:i:1:id:134.

    Full description at Econpapers || Download paper

  21. Trading behavior and stock returns in Japan. (2015). Hung, Weifeng ; Huang, Sheng-Tang ; Liu, Nathan ; Lu, Chia-Chi.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:58:y:2015:i:c:p:200-212.

    Full description at Econpapers || Download paper

  22. A SHORT-RUN RELATIONSHIP BETWEEN 1-YEAR BONDS YIELD AND THE DOMESTIC CONSUMPTION IN ROMANIA. (2015). Belingher, Daniel.
    In: Annals - Economy Series.
    RePEc:cbu:jrnlec:y:2015:v:2:p:28-36.

    Full description at Econpapers || Download paper

  23. Indexing and Stock Price Efficiency. (2015). Singal, Vijay ; Qin, Nan.
    In: Financial Management.
    RePEc:bla:finmgt:v:44:y:2015:i:4:p:875-904.

    Full description at Econpapers || Download paper

  24. A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE. (2014). Lupu, Radu ; Calin, Adrian Cantemir.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:18:y:2014:i:2:p:69-79.

    Full description at Econpapers || Download paper

  25. Investor behavior in the mutual fund industry: evidence from gross flows. (2014). Villupuram, Sriram ; Cashman, George ; Nardari, Federico ; Deli, Daniel.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:4:p:541-567.

    Full description at Econpapers || Download paper

  26. An Empirical Evidence of Dynamic Interaction between institutional fund flows and Stock Market Returns. (2014). Naik, Pramod ; Padhi, Puja.
    In: MPRA Paper.
    RePEc:pra:mprapa:57723.

    Full description at Econpapers || Download paper

  27. Asset Allocation and Monetary Policy: Evidence from the Eurozone. (2014). Hau, Harald ; Lai, Sandy.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5005.

    Full description at Econpapers || Download paper

  28. Mutual fund risk and market share-adjusted fund flows. (2013). zhang, hong ; Spiegel, Matthew.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:2:p:506-528.

    Full description at Econpapers || Download paper

  29. Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique. (2013). Alexakis, Christos ; Grose, Chris ; Dasilas, Apostolos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:28:y:2013:i:c:p:1-8.

    Full description at Econpapers || Download paper

  30. Asset Allocation and Monetary Policy: Evidence from the Eurozone. (2013). Hau, Harald ; Lai, Sandy.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9581.

    Full description at Econpapers || Download paper

  31. Measuring investor sentiment with mutual fund flows. (2012). Kandel, Shmuel ; Ben-Rephael, Azi ; Wohl, Avi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:363-382.

    Full description at Econpapers || Download paper

  32. The relationship between aggregate managed fund flows and share market returns in Australia. (2012). Wickramanayake, Jayasinghe ; Watson, John.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:3:p:451-472.

    Full description at Econpapers || Download paper

  33. Mutual fund flows, expected returns, and the real economy. (2011). Jank, Stephan.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1104.

    Full description at Econpapers || Download paper

  34. Stock returns and aggregate mutual fund flows: a system approach. (2010). Kim, Jaebeom ; Cha, Heung-Joo .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:20:y:2010:i:19:p:1493-1498.

    Full description at Econpapers || Download paper

  35. Index funds should be expected to underperform the index. (2010). Hanke, Michael ; Schredelseker, Klaus.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:10:p:991-994.

    Full description at Econpapers || Download paper

  36. Does Mutual Fund Flow Reflect Investor Sentiment?. (2010). Indro, Daniel C..
    In: Chapters.
    RePEc:elg:eechap:13629_10.

    Full description at Econpapers || Download paper

  37. Who incentivizes the mutual fund manager, new or old shareholders?. (2010). Johnson, Woodrow.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:19:y:2010:i:2:p:143-168.

    Full description at Econpapers || Download paper

  38. Mutual fund portfolio trading and investor flow. (2010). Dubofsky, David A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:4:p:802-812.

    Full description at Econpapers || Download paper

  39. Stock returns and investment trust flows in the Japanese financial market: A system approach. (2010). Kim, Jaebeom ; Cha, Heung-Joo .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:21:y:2010:i:4:p:327-332.

    Full description at Econpapers || Download paper

  40. Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate. (2009). Marcato, Gianluca ; Ling, David ; McAllister, Pat.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:39:y:2009:i:3:p:359-383.

    Full description at Econpapers || Download paper

  41. Systematic noise. (2009). zhu, ning ; Odean, Terrance ; Barber, Brad.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:4:p:547-569.

    Full description at Econpapers || Download paper

  42. Investor flows and stock market returns. (2009). Zheng, Lu ; Boyer, Brian.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:1:p:87-100.

    Full description at Econpapers || Download paper

  43. Institutional flows and equity style diversification. (2008). Swanson, Peggy ; Gallo, John ; Phengpis, Chanwit.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:18:p:1441-1450.

    Full description at Econpapers || Download paper

  44. The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate. (2008). Marcato, Gianluca ; Ling, David ; McAllister, Patrick.
    In: Real Estate & Planning Working Papers.
    RePEc:rdg:repxwp:rep-wp2008-11.

    Full description at Econpapers || Download paper

  45. Sex or gender? Expanding the sex-based view by introducing masculinity and femininity as predictors of financial risk taking. (2008). Penz, Elfriede.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:29:y:2008:i:2:p:180-196.

    Full description at Econpapers || Download paper

  46. Sources of Predictability of European Stock Markets for High-technology Firms. (2007). Schertler, Andrea ; Pierdzioch, Christian.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:13:y:2007:i:1:p:1-27.

    Full description at Econpapers || Download paper

  47. Determinants of Equity Style. (2007). Swanson, Peggy ; Gallo, John ; Phengpis, Chanwit.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:31:y:2007:i:1:p:33-51.

    Full description at Econpapers || Download paper

  48. On the behavioral differences between professional and amateur investors after the weekend. (2007). Shapira, Zur ; Venezia, Itzhak.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:5:p:1417-1426.

    Full description at Econpapers || Download paper

  49. Relations between mutual fund flows and stock market returns in Korea. (2007). Parwada, Jerry ; Oh, Natalie Y..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:2:p:140-151.

    Full description at Econpapers || Download paper

  50. A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change. (2007). Hau, Harald.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6094.

    Full description at Econpapers || Download paper

  51. Bubble Investors: What Were They Thinking?. (2006). Goetzmann, William ; Dhar, Ravi.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm446.

    Full description at Econpapers || Download paper

  52. Dedicated REIT Mutual Fund Flows and REIT Performance. (2006). Ling, David ; Naranjo, Andy.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:32:y:2006:i:4:p:409-433.

    Full description at Econpapers || Download paper

  53. Comovement. (2005). Wurgler, Jeffrey ; Shleifer, Andrei ; Barberis, Nicholas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:75:y:2005:i:2:p:283-317.

    Full description at Econpapers || Download paper

  54. Price and volume effects of changes in MSCI indices - nature and causes. (2005). Huang, Wei ; Chakrabarti, Rajesh ; Jayaraman, Narayanan ; Lee, Jin Soo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:5:p:1237-1264.

    Full description at Econpapers || Download paper

  55. The (Bad?) Timing of Mutual Fund Investors. (2005). Kandel, Shmuel ; Braverman, Oded ; Wohl, Avi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5243.

    Full description at Econpapers || Download paper

  56. Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change. (2005). peress, joel ; Hau, Harald ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4862.

    Full description at Econpapers || Download paper

  57. Limits of Arbitrage and Corporate Financial Policy. (2005). Peyer, Urs ; Tong, Zhenxu ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4829.

    Full description at Econpapers || Download paper

  58. Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets. (2004). Richards, Anthony.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2004-05.

    Full description at Econpapers || Download paper

  59. Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias. (2003). Goetzmann, William ; Massa, Massimo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9499.

    Full description at Econpapers || Download paper

  60. Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows. (2003). Watanabe, Masahiro ; Goetzmann, William ; Brown, Stephen ; Hiraki, Takato ; Shirishi, Noriyoshi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9470.

    Full description at Econpapers || Download paper

  61. Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry. (2002). Watanabe, Masahiro.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2636.

    Full description at Econpapers || Download paper

  62. Comovement. (2002). Wurgler, Jeffrey ; Shleifer, Andrei ; Barberis, Nicholas.
    In: Harvard Institute of Economic Research Working Papers.
    RePEc:fth:harver:1953.

    Full description at Econpapers || Download paper

  63. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-04 05:11:25 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.