haku: @author Lee, B. / yhteensä: 18
viite: 11 / 18
| Tekijä: | Kaneko, T. Lee, B. |
| Otsikko: | Relative importance of economic factors in the US and Japanese stock markets |
| Lehti: | Journal of the Japanese and International Economies
1995 : SEP, VOL. 9:3, p. 290-307 |
| Asiasana: | JAPAN USA STOCK MARKETS |
| Kieli: | eng |
| Tiivistelmä: | This paper investigates various economic state variables as systematic influences on US and Japanese stock market returns, and compares their influence on stock returns. For this purpose, the authors employed a VAR analysis. They found that economic news about risk premiums, term premiums and the growth rate in industrial production is most significant in US stock market returns. |
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