Reviewing the Relationships between Stock Exchange Price Indices and Their Determinants

Author(s): Mohamed Ibrahim Mugableh

Full Text: PDF

Published: 2020-06-16


This paper reviews studies that examined the relationships between stock market indices and their determinants in different countries using time-series models like vector autoregressive, vector error correction, and generalized autoregressive conditional heteroscedastic models. The results showed that the stock exchange price indices were significantly influenced by their determinants like macroeconomic variables.


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