IMPACT OF MACROECONOMIC VARIABLES ON STOCK MARKETS EVIDENCE FROM FRONTIER MARKETS LIKE PAKISTAN STOCK EXCHANGE PSX

http://dx.doi.org/10.31703/gssr.2018(III-III).35      10.31703/gssr.2018(III-III).35      Published : Sep 3
Authored by : MuhammadNadeemIqbal , MuhammadZiaur Rehman , KashifSaleem

35 Pages : 595-610

References

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  • Abdullah, D. A., & Hayworth, S. C. (1993). Macroeconometrics of stock price fluctuations. Quarterly Journal of Business and Economics, 50-67.
  • Adam, A. M., & Tweneboah, G. (2009). Foreign direct investment and stock market development: Ghana's evidence. International Research Journal of Finance and Economics, 26, 178-185.
  • Ahmad, A., Zhao, Y., Shahbaz, M., Bano, S., Zhang, Z., Wang, S., & Liu, Y. (2016). Carbon emissions, energy consumption and economic growth: An aggregate and disaggregate analysis of the Indian economy. Energy Policy, 96, 131-143
  • Baraka, V., & Kweka, E. J. (2016). The threat of Zika virus in sub-Saharan Africa- the need to remain vigilant. Frontiers in public health, 4, 110
  • Bekhet, H. A. & M. I. Mugableh (2012). Investigating equilibrium relationship between macroeconomic variables and Malaysian stock market index through bounds tests approach. International Journal of Economics and finance, 4(10): 69- 81.
  • Buyuksalvarci, A. (2010). The effects of macroeconomics variables on stock returns: Evidence from Turkey. European Journal of Social Sciences, 14(3): 404- 416.
  • Chamberlain, G. and M. Rothschild (1982). Arbitrage, factor structure, and meanvariance analysis on large asset markets, National Bureau of Economic Research.
  • Chaudhuri, K. and S. Smiles (2004).
  • Chauque, D. F. F. and P. A. Rayappan (2018).
  • Chen, N.-F., et al. (1986).
  • Cheung, Y.-W. and L. K. Ng (1998).
  • Darrat, A. and R. Dickens (1999).
  • Dasgupta, R. (2012).
  • Fama, E. F. (1981).
  • Fama, E. F. (1981).
  • Fama, E. F. (1990).
  • Fama, E. F. and K. R. French (1992).
  • Farhi, E., et al. (2014).
  • Ferson, W. E. and C. R. Harvey (1991).
  • Gee-Jung, K. and E. Kwon (2009).
  • Gunasekarage, A., et al. (2004).
  • Hamao, Y. (1988).
  • Harrington, D. R. (1987). Modern portfolio theory, the capital asset pricing model, and arbitrage pricing theory: A user's guide, Prentice Hall.
  • Hasan, A. and M. T. Javed (2009).
  • Hsing, Y. (2011).
  • Huberman, G. (1982).
  • Ibrahim, M. and A. Musah (2014).
  • Izedonmi, P. F. and I. B. Abdullahi (2011).
  • Johansen, S. (1991).
  • Kyereboah‐Coleman, A. and K. F. Agyire‐Tettey (2008).
  • Linter, J. (1965). The Valuation of Risk Assets and The Selection of Risk Investements, Review of.
  • Lintner, J. (1965).
  • Maghayereh, A. (2003). Equity markets integration in the Middle East region. Allied Academies International Conference. Academy of Accounting and Financial Studies. Proceedings, Jordan Whitney Enterprises, Inc.
  • Markowitz, H. (1952).
  • Maysami, R. C., et al. (2004).
  • Mookerjee, R. and Q. Yu (1997).
  • Mossin, J. (1966).
  • Mpofu, R. T. (2011).
  • Muradoglu, G., et al. (2000).
  • Mustafa, K. and M. Nishat (2007).
  • Pal, K. and R. Mittal (2011).
  • Rahman, M. (2008).
  • Sharpe, W. F. (1964).
  • Shubita, M. F. and A. A. Al-Sharkas (2010).
  • Sohail, N. and Z. Hussain (2011).
  • Tangjitprom, N. (2012).
  • Thornton, J. (1998).
  • Wongbangpo, P. and S. C. Sharma (2002).

Cite this article

    APA : Iqbal, M. N., Rehman, M. Z. u., & Saleem, K. (2018). Impact of Macroeconomic Variables on Stock Markets: Evidence from Frontier Markets like Pakistan Stock Exchange (PSX). Global Social Sciences Review, III(III), 595-610. https://doi.org/10.31703/gssr.2018(III-III).35
    CHICAGO : Iqbal, Muhammad Nadeem, Muhammad Zia ur Rehman, and Kashif Saleem. 2018. "Impact of Macroeconomic Variables on Stock Markets: Evidence from Frontier Markets like Pakistan Stock Exchange (PSX)." Global Social Sciences Review, III (III): 595-610 doi: 10.31703/gssr.2018(III-III).35
    HARVARD : IQBAL, M. N., REHMAN, M. Z. U. & SALEEM, K. 2018. Impact of Macroeconomic Variables on Stock Markets: Evidence from Frontier Markets like Pakistan Stock Exchange (PSX). Global Social Sciences Review, III, 595-610.
    MHRA : Iqbal, Muhammad Nadeem, Muhammad Zia ur Rehman, and Kashif Saleem. 2018. "Impact of Macroeconomic Variables on Stock Markets: Evidence from Frontier Markets like Pakistan Stock Exchange (PSX)." Global Social Sciences Review, III: 595-610
    MLA : Iqbal, Muhammad Nadeem, Muhammad Zia ur Rehman, and Kashif Saleem. "Impact of Macroeconomic Variables on Stock Markets: Evidence from Frontier Markets like Pakistan Stock Exchange (PSX)." Global Social Sciences Review, III.III (2018): 595-610 Print.
    OXFORD : Iqbal, Muhammad Nadeem, Rehman, Muhammad Zia ur, and Saleem, Kashif (2018), "Impact of Macroeconomic Variables on Stock Markets: Evidence from Frontier Markets like Pakistan Stock Exchange (PSX)", Global Social Sciences Review, III (III), 595-610
    TURABIAN : Iqbal, Muhammad Nadeem, Muhammad Zia ur Rehman, and Kashif Saleem. "Impact of Macroeconomic Variables on Stock Markets: Evidence from Frontier Markets like Pakistan Stock Exchange (PSX)." Global Social Sciences Review III, no. III (2018): 595-610. https://doi.org/10.31703/gssr.2018(III-III).35