Do macroeconomic variables explain stock market returns: Some evidence using a semi-parametric approach

Mishra, Sagarika and SIngh, Harminder 2009, Do macroeconomic variables explain stock market returns: Some evidence using a semi-parametric approach, in "Value Creation and Management : Vision for 2010" : The 17th Annual Conference on PBFEAM and The 3rd International Conference on Business in Asia (iCBA), School of Business, UTCC, Bangkok, Thailand.

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Title Do macroeconomic variables explain stock market returns: Some evidence using a semi-parametric approach
Author(s) Mishra, SagarikaORCID iD for Mishra, Sagarika orcid.org/0000-0003-0590-225X
SIngh, HarminderORCID iD for SIngh, Harminder orcid.org/0000-0003-2249-2387
Conference name Pacific Basin Finance, Economics, Accounting and Management. Conference (17th : 2009 : Bangkok, Thailand)
Conference location Bangkok, Thailand
Conference dates 1-2 Jul. 2009
Title of proceedings "Value Creation and Management : Vision for 2010" : The 17th Annual Conference on PBFEAM and The 3rd International Conference on Business in Asia (iCBA)
Editor(s) [Unknown]
Publication date 2009
Conference series Pacific Basin Finance, Economics, Accounting and Management Conference
Publisher School of Business, UTCC
Place of publication Bangkok, Thailand
Language eng
Field of Research 150202 Financial Econometrics
Socio Economic Objective 910199 Macroeconomics not elsewhere classified
HERDC Research category E1 Full written paper - refereed
Persistent URL http://hdl.handle.net/10536/DRO/DU:30025484

Document type: Conference Paper
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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