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Tekijä: | Lovatt, D. Parikh, A. |
Otsikko: | Stock returns and economic activity: the UK case |
Lehti: | The European Journal of Finance
2000 : SEP, VOL. 6:3, p. 280-297 |
Asiasana: | Stock returns United Kingdom Mathematical models Cointegration |
Kieli: | eng |
Tiivistelmä: | This paper investigates the relationships between real stock returns and a number of financial and economic variables for the UK economy for the period 1980 to 1994. We discuss a theoretical model proposed by Balvers et al. and then re-estimate for the UK what may be regarded as an application of that model by Fama applied to the US market. |
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