Forecasting the stock composite index is a challenge on account of the abundant noise-
induced high degree of non-linearity and non-stationarity. Numerous predictive models …

This paper gives a comprehensive review of the literature on the interaction between real
stock returns, inflation, and money growth, with a special emphasis on the role of monetary …

This paper examines the relationship among consumer price index, industrial production,
stock market and oil prices in Greece. Initially we use a unified statistical framework …

While the literature concerned with the predictability of stock returns is huge, surprisingly
little is known when it comes to role of the choice of estimator of the predictive regression …

This study aimed to examine the relationship between macroeconomic and non-
macroeconomic variables and hotel stock returns using hotel companies listed on the …

This paper studies the correlation between output growth and lagged stock returns in a
panel of emerging market economies and advanced economies. It finds that the proportion …

The relationship between stock market returns and economic activity is investigated using
signal decomposition techniques based on wavelet analysis. After the application of the …

Previous research has established (i) that a country's financial sector influence future
economic growth and (ii) that stock market index returns affect future economic growth. We …

In an integrated world capital market, the same pricing kernel is applicable to all securities.
We apply this idea to the stock returns of different countries. We investigate the underlying …

We examine quarterly stock returns of 21 developed and 19 developing economies from
1999 to 2013. Over this period, mean quarterly stock returns of 1.188% in developed …