Can interest rate changes help predict future stock price movements? Evidence from the German market

Author: Siddiqui S.1

Source: Applied Economics Letters, Volume 10, Number 4, March 17, 2003 , pp. 209-211(3)

Publisher: Routledge, part of the Taylor & Francis Group

Key:
Free Content - Free Content
New Content - New Content
Subscribed Content - Subscribed Content
Free Trial Content - Free Trial Content

Abstract:

By applying a linear regression model to monthly time series data from the German equity and money markets, this paper challenges the conventional viewpoint that historical data do not possess any explanatory power for future stock market returns.

Document Type: Research article

Affiliations: 1: Humserstr. 17, D-60320 Frankfurt am Main, Germany e-mail: siddiqui@web.de

The full text electronic article is available for purchase. You will be able to download the full text electronic article after payment.

$30.49 plus tax

 

OR

Back to top

Key:
Free Content - Free Content
New Content - New Content
Subscribed Content - Subscribed Content
Free Trial Content - Free Trial Content
Page Help Click here for Page Help
Shopping cart
Tools
Sign in






Need to register?
Sign up here
Text size: A | A | A | A