create a website

Equity Fund Performance and Sector Diversification. (2020). Anelinovi, Mihovil ; Valenti, Livija ; Pavkovi, Ana.
In: International Journal of Economic Sciences.
RePEc:sek:jijoes:v:9:y:2020:i:1:p:25-43.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 24

References cited by this document

Cocites: 27

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. How Much Can the Monetary Policies of Small Open Economies Neighbouring the Eurozone Be Independent?. (2022). Boena, Kadeabkova ; Ondej, Bedna.
    In: European Journal of Interdisciplinary Studies.
    RePEc:jis:ejistu:y:2022:i:02:id:504.

    Full description at Econpapers || Download paper

  2. The Effects of Homeownership on Wealth Distribution. (2022). Toma, Krulick ; Eduard, Hromada ; Aguiar, Filho Eduardo ; Klara, Ermakova.
    In: European Journal of Interdisciplinary Studies.
    RePEc:jis:ejistu:y:2022:i:01:id:482.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adam, A. M. & Tweneboach, G. (2008) Do macroeconomic variables play any role in the stock market movement in Ghana? MPRA Paper 9301, University Library of Munich, Germany. https://doi.org/10.2139/ssrn.1152970 Alshogeathri, M. A. M. (2011) Macroeconomic determinants of the stock market movements: Empirical evidence from the Saudi stock market, An abstract of a dissertation, Kansas State University.

  2. Al-Sharkas, A. (2004) The Dynamic Relationship between Macroeconomic Factors and the Jordanian stock market. International Journal of Applied Econometrics and Quantitative Studies, 1 (1), pp. 97- 114.

  3. Al-Zararee, A. N. & Ananzeh, I. E. N. (2014) The Relationship between Macroeconomic Variables and Stock Market Returns: A Case of Jordan for the Period 1993-2013. International Journal of Business and Social Science, 5 (5), pp. 186-194.
    Paper not yet in RePEc: Add citation now
  4. Arellano, M. & Bond, S. (1991) Some Tests of Specification for Panel Data, Monte Carlo Evidence and Application to Employment Equations. Review of Economic Studies, 58 (2), pp. 277-297. https://doi.org/10.2307/2297968 Bams, D., Otten, R. & Ramezanifar, E. (2016) Investment Style Misclassification and Mutual Fund Performance. Maastricht: School of Business and Economics, Maastricht University.

  5. Benaković, D. & Posedel, P. (2010) Do Macroeconomic Factors Matter for Stock Returns? Evidence from Estimating a Multifactor Model on the Croatian Market. Business Systems Research, 1 (1/2), pp. 39-46.

  6. Bernanke, B. S. (2003) Monetary Policy and the Stock Market: Some Empirical Results, Remarks by The governor at the Fall 2003 Banking and Finance Lecture, Widener University. https://doi.org/10.2478/v10305-012-0023-z Bond, S. R. (2002) Dynamic Panel Data Models: A Guide to Micro Data Methods and Practice. Portuguese Economic Journal, 1 (2), pp. 141-162. https://doi.org/10.1007/s10258-002-0009-9 Chen, N.F., Roll, R. & Ross, S.A. (1986) Economic Forces and the Stock Market. The Journal of Business, 59 (3), pp. 383-403. https://doi.org/10.1086/296344 Çiftçi, S. (2014) The influence of macroeconomic variables on stock performance, Master thesis, University of Twente, Business Administration, Twente.

  7. Dorofti, C. & Jakubik, P. (2015) Insurance Sector Profitability and the Macroeconomic Environment. EIOPA Financial Stability Report, May 2015, pp. 56-71.

  8. Fama, E. F. (1981) Stock Returns, Real Activity, Inflation, and Money. American Economic Review, 71 (4), pp. 545-565.

  9. Fama, E. F. (1990) Stock Returns, Expected Returns, and Real Activity. The Journal of Finance, 45 (4), pp. 1089-1108. https://doi.org/10.1111/j.1540-6261.1990.tb02428.x International Journal of Economic Sciences Vol. IX, No. 1 / 2020 Copyright 2020, MIHOVIL ANĐELINOVIĆ et al., mandelinovic@efzg.hr Fama, E. F. & French, K. R. (1989) Business Conditions and Expected Returns on Stocks and Bonds.

  10. Fry, R. (2016) Low Interest Rates Are Hurting Growth. Forbes [online]. Available at: https://www.forbes.com/sites/realspin/2016/10/04/low-interest-rates-are-hurting- growth/#6cdcb5afb605 [3 November 2017] Goetzmann, W.N. & Massa, M. (1998) Index funds and stock market growth. Journal of Business, University of Chicago Press, 76 (1), pp. 1-28. https://doi.org/10.1086/344111 Humphery-Jenner, M. (2011) Diversification in Private Equity Funds: On knowledge-sharing, risk-aversion and limited-attention. European Banking Center Discussion Paper, No. 2011-010. https://doi.org/10.2139/ssrn.1809698 Gjerde, O. & Saetem, F. (1999) Causal relations among stock returns and macroeconomic variables in a small, open economy, Journal of international financial markets, Institutions and Money, 9 (1), pp. 61-74.

  11. https://doi.org/10.1016/S1042-4431(98)00036-5 Humpe, A. & Macmillan, P. (2007) Can macroeconomic variables explain long term stock movements? A comparison of the US and Japan. Center of Macroeconomic analysis working paper series. https://doi.org/10.2139/ssrn.1026219 Hsing, Y. (2011) Macroeconomic Variables and the Stock Market: The Case of Croatia. Economic Research, 24 (4), pp. 41-50. https://doi.org/10.1080/1331677X.2011.11517479 Indjikian, R. & Siegel, S.D. (2003) The Impact of Investment in IT on Economic Performance: Implications for Developing Countries, Rensselaer, Working Papers in Economics, No. 0414 Jakšić, S. (2009) Analiza utjecaja odabranih makroekonomskih varijabli na CROBEX. Master thesis. Zagreb: Ekonomski fakultet.

  12. International Journal of Economic Sciences Vol. IX, No. 1 / 2020 Copyright 2020, MIHOVIL ANĐELINOVIĆ et al., mandelinovic@efzg.hr Maysami, R. C., Howe, L. C., Hamzah, L.A. (2004) Relationship between Macroeconomic Variables and Stock Market Indices: Cointegration Evidence from Stock Exchange of Singapore’s All-S Sector Indices, Jurnal Pengurusan, 24, pp. 47-77. https://doi.org/10.17576/pengurusan-2005-24-03 Morales, L. & Andreosso-O’Callaghan, B. (2010) The Global Financial Crisis: World Market or Regional Contagion effects?, Working Paper, Dublin Institute of Technology.
    Paper not yet in RePEc: Add citation now
  13. Journal of Financial Economics, 25 (1), pp. 23-49. https://doi.org/10.1016/0304-405X(89)90095-0 Erjavec, N. & Cota, B. (2007) Modeling Stock Market Volatility in Croatia. Economic Research, 20 (1), pp. 1-7.
    Paper not yet in RePEc: Add citation now
  14. Kaperczyk, M., Sialm, C. & Zheng, L. (2005) On the Industry Concentration of Actively Managed Equity Funds. The Journal of Finance, 60 (4), pp. 1983-2011. https://doi.org/10.1111/j.15406261. 2005.00785.x Kripfganz, S. & Schwarz, C. (2015) Estimation of linear dynamic panel data models with time-invariant regressors. ECB Working Paper, 1838, 1-53. Frankfurt: European Central Bank.

  15. Mansor, F., Bahatti, I. & Khan, H., (2012) Islamic Mutual Fund Performance: Panel Analysis. In: Noor, M.M., Rahman, M.M., Ismail, J., ur., 2nd Malaysian Postgraduate Conference.
    Paper not yet in RePEc: Add citation now
  16. Maysami, R. C. & Sim H. H. (2001a) An empirical investigation of the dynamic relations between macroeconomics variable and the stock markets of Malaysia and Thailand. Jurnal Pengurusan, 20, pp. 1-20. https://doi.org/10.17576/pengurusan-2001-20-01 Maysami, R. C. & Sim H. H. (2001b) Macroeconomic forces and stock returns: a general-to-specific ECM analysis of the Japanese and South Korean markets. International Quarterly Journal of Finance, 1 (1), pp. 83-99.
    Paper not yet in RePEc: Add citation now
  17. Maysami, R. C. & Sim, H. H. (2002) Macroeconomics variables and their relationship with stock returns: error correction evidence from Hong Kong and Singapore. The Asian Economic Review, 44 (1), pp. 6985.
    Paper not yet in RePEc: Add citation now
  18. Naik, P. K. & Padhi, P. (2012) The Impact of Macroeconomic Fundamentals on Stock Prices Revisited: Evidence from Indian Data, Eurasian Journal of Business and Economics, 5 (10), pp. 25-44. https://doi.org/10.2139/ssrn.2150208 Nishat, M. & Shaheen, R. (2004) Macroeconomic Factors and Pakistani Equity Market. The Pakistan Development Review, 43 (4), pp. 619-637.

  19. Samitas, A. G. & Kenourgios, D. F. (2007) Macroeconomic Factors' Influence on 'New' European Countries' Stock Returns: The Case of Four Transition Economies. International Journal of Financial Services Management, 2 (1/2), pp. 34-49. https://doi.org/10.1504/IJFSM.2007.011670 Zagreb Stock Exchange (2012) 2012 Trading Summary. Zagreb: Zagreb Stock Exchange.

  20. Zagreb Stock Exchange (2013) 2013 Trading Summary. Zagreb: Zagreb Stock Exchange.
    Paper not yet in RePEc: Add citation now
  21. Zagreb Stock Exchange (2014) 2014 Trading Summary. Zagreb: Zagreb Stock Exchange.
    Paper not yet in RePEc: Add citation now
  22. Zagreb Stock Exchange (2015) 2015 Trading Summary. Zagreb: Zagreb Stock Exchange.
    Paper not yet in RePEc: Add citation now
  23. Zagreb Stock Exchange (2016) 2016 Trading Summary. Zagreb: Zagreb Stock Exchange.
    Paper not yet in RePEc: Add citation now
  24. Zagreb Stock Exchange (2017) Trading in the first half of 2017. Zagreb: Zagreb Stock Exchange.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Analyzing the Relationship between Oil Prices and Gold Prices before and after COVID-19. (2023). Huseynli, Nigar.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-02-42.

    Full description at Econpapers || Download paper

  2. Re-Study on Dynamic Connectedness between Macroeconomic Indicators and the Stock Market in China. (2022). Hung, Ngo Thai.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2022:i:2:p:104-124.

    Full description at Econpapers || Download paper

  3. Assessing the long-run and short-run effect of monetary variables on stock market in the presence of structural breaks: evidence from liberalised India. (2022). Das, Joy ; Bhattacharjee, Animesh.
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:14:y:2022:i:2:p:121-131.

    Full description at Econpapers || Download paper

  4. Effect of Interest Rate on Stock Prices in Ghana. (2021). Arhenful, Peter ; Adjei, Kofi Sarfo ; Yeboah, Augustine Kwadwo.
    In: Journal of Social and Development Sciences.
    RePEc:rnd:arjsds:v:12:y:2021:i:1:p:1-7.

    Full description at Econpapers || Download paper

  5. Asymmetric Macroeconomic Shocks and Asset Price Behaviors in Selected African Countries. (2021). Olanrewaju, Saliu Mojeed ; Oladipo, Ogunleye Edward.
    In: Business and Economic Research.
    RePEc:mth:ber888:v:11:y:2021:i:2:p:90-122.

    Full description at Econpapers || Download paper

  6. Equity Fund Performance and Sector Diversification. (2020). Anelinovi, Mihovil ; Valenti, Livija ; Pavkovi, Ana.
    In: International Journal of Economic Sciences.
    RePEc:sek:jijoes:v:9:y:2020:i:1:p:25-43.

    Full description at Econpapers || Download paper

  7. Dynamic Nexuses between Macroeconomic Variables and Sectoral Stock Indices: Reflection from Indian Manufacturing Industry. (2020). Laha, Arindam ; Maji, Sumit Kumar ; Sur, Debasish.
    In: Management and Labour Studies.
    RePEc:sae:manlab:v:45:y:2020:i:3:p:239-269.

    Full description at Econpapers || Download paper

  8. Identifying the Dynamic Connectedness between Propane and Oil Prices: Evidence from Wavelet Analysis. (2020). Hung, Ngo Thai.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2020-05-37.

    Full description at Econpapers || Download paper

  9. EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN MACROECONOMIC FACTORS AND STOCK RETURNS IN NIGERIA. (2019). Umoru, David ; Dabor, Alexander Olawumi.
    In: Management Strategies Journal.
    RePEc:brc:journl:v:43:y:2019:i:1:p:38-46.

    Full description at Econpapers || Download paper

  10. The impact of macroeconomic variables on stock prices in Tanzania. (2018). Epaphra, Manamba ; Salema, Evidence.
    In: Journal of Economics Library.
    RePEc:ksp:journ5:v:5:y:2018:i:1:p:12-41.

    Full description at Econpapers || Download paper

  11. Panelowa weryfikacja wplywu zmiennych makroekonomicznych na indeksy gieldowe. (2017). Wisniewski, Hubert.
    In: Problemy Zarzadzania.
    RePEc:sgm:pzwzuw:v:15:i:66:y:2017:p:162-177.

    Full description at Econpapers || Download paper

  12. Micro and Macroeconomic Determinants of Stock Prices: The Case of Turkish Banking Sector. (2017). Rjoub, Husam ; Civcir, İrfan ; Resatoglu, Nil Gunsel.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2017:i:1:p:150-166.

    Full description at Econpapers || Download paper

  13. Solving Stock Price-Gross Domestic Product Puzzle: Evidence from Sri Lanka. (2017). Inoue, Tohru ; Jahfer, Athambawa.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-05-55.

    Full description at Econpapers || Download paper

  14. Shareholders Value of Saudi Commercial Banks: A Comparative Evaluation between Islamic and Conventional Banks using CAMEL Parameters. (2017). Muhamad, Peshraw Majid .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-01-15.

    Full description at Econpapers || Download paper

  15. Macroeconomic Variables and Stock Price Volatility in Ghana. (2016). Prempeh, kwadwo.
    In: MPRA Paper.
    RePEc:pra:mprapa:70545.

    Full description at Econpapers || Download paper

  16. A copula-TGARCH approach of conditional dependence between oil price and stock market index: the case of Mexico. (2016). Vazquez, Rocio Duran ; Fraire, Leticia Armenta ; Valdes, Arturo Lorenzo.
    In: Estudios Económicos.
    RePEc:emx:esteco:v:31:y:2016:i:1:p:47-63.

    Full description at Econpapers || Download paper

  17. Impact of Economic Growth, Foreign Direct Investment and Financial Development on Stock Prices in China: Empirical Evidence from Time Series Analysis. (2016). Türsoy, Turgut ; FAISAL, Faisal ; Muhamad, Peshraw Majid .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-04-91.

    Full description at Econpapers || Download paper

  18. Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand. (2014). Forson, Joseph ; Janrattanagul, Jakkaphong .
    In: Contemporary Economics.
    RePEc:wyz:journl:id:340.

    Full description at Econpapers || Download paper

  19. Equity Risk Premium, Macro-Economic Variables and Co-Integration: Evidence from Nigeria. (2014). Maxwell, Onyemachi .
    In: International Journal of Empirical Finance.
    RePEc:rss:jnljef:v2i2p4.

    Full description at Econpapers || Download paper

  20. Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand. (2014). Forson, Joseph ; Janrattanagul, Jakkaphong .
    In: MPRA Paper.
    RePEc:pra:mprapa:57582.

    Full description at Econpapers || Download paper

  21. Macroeconomic Determinants of Stock Market Capitalization in Pakistan:Fresh Evidence from Cointegration with unknown Structural breaks. (2013). Shahbaz, Muhammad ; Zainudin, Rozaimah ; Rehman, Ijaz Ur .
    In: MPRA Paper.
    RePEc:pra:mprapa:52490.

    Full description at Econpapers || Download paper

  22. Factors Affecting Stock Returns of Firms Quoted in ISE Market: A Dynamic Panel Data Approach. (2012). Assistant, Phd Research ; Er, Ebnem ; Author-Workplace, Beng Vuran.
    In: International Journal of Business and Social Research.
    RePEc:mir:mirbus:v:2:y:2012:i:1:p:108-121.

    Full description at Econpapers || Download paper

  23. Factors Affecting Stock Returns of Firms Quoted in ISE Market: A Dynamic Panel Data Approach. (2012). Assistant, Phd Research ; Er, Ebnem ; Author-Workplace, Beng Vuran.
    In: International Journal of Business and Social Research.
    RePEc:lrc:larijb:v:2:y:2012:i:1:p:108-121.

    Full description at Econpapers || Download paper

  24. IMPACT OF FINANCIAL CRISIS ON STOCK RETURNS: EVIDENCE FROM SINGAPORE. (2012). Alam, Nafis ; Chain, TAN Ee ; Nafis, ALAM .
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:7:y:2012:i:2:p:5-19.

    Full description at Econpapers || Download paper

  25. Macroeconomic Effects on Emerging Market Sector Indices. (2010). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:9:y:2010:i:2:p:131-169.

    Full description at Econpapers || Download paper

  26. Determinants of stock market performance in Nigeria: long-run analysis. (2010). Maku, Olukayode ; Atanda, Akinwande.
    In: MPRA Paper.
    RePEc:pra:mprapa:35838.

    Full description at Econpapers || Download paper

  27. Does Macroeconomic Indicators exert shock on the Nigerian Capital Market?. (2009). Maku, Olukayode ; Atanda, Akinwande.
    In: MPRA Paper.
    RePEc:pra:mprapa:17917.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-06 07:46:13 || 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.