Seasonal variations in the U.S. Stock Market returns: 1927?1984

1994 ◽  
Vol 4 (4) ◽  
pp. 321-337 ◽  
Author(s):  
M. M. Chaudhury
Keyword(s):  
Stock Market ◽  
Seasonal Variations ◽  
Market Returns ◽  
Stock Market Returns ◽  
The U.S

scholarly journals Testing the volatility spillover between crude oil price and the U.S. stock market returns

2019 ◽  
pp. 1221-1230 ◽  
Author(s):  
Mehmet Kondoz ◽  
Ilhan Bora ◽  
Dervis Kirikkaleli ◽  
Seyed Alireza Athari
Keyword(s):  
Stock Market ◽  
Crude Oil ◽  
Oil Price ◽  
Volatility Spillover ◽  
Crude Oil Price ◽  
Market Returns ◽  
Stock Market Returns ◽  
The U.S

scholarly journals Optimism in Financial Markets: Stock Market Returns and Investor Sentiments

2019 ◽  
Vol 12 (2) ◽  
pp. 85 ◽  
Author(s):  
Chiara Limongi Concetto ◽  
Francesco Ravazzolo
Keyword(s):  
Stock Market ◽  
Financial Markets ◽  
Spillover Effect ◽  
Investor Sentiment ◽  
European Market ◽  
Market Returns ◽  
Stock Market Returns ◽  
Investor Sentiments ◽  
The U.S

This paper investigates how investor sentiment affects stock market returns and evaluates the predictability power of sentiment indices on U.S. and EU stock market returns. As regards the American example, evidence shows that investor sentiment indices have an economic and statistical predictability power on stock market returns. Concerning the European market instead, investigation provides weak results. Moreover, comparing the two markets, where investor sentiment of U.S. market tries to predict the European stock market returns, and vice versa, the analyses indicate a spillover effect from the U.S. to Europe.

Relationship between Foreign Portfolio Investments (FPI), Domestic Institutional Investors, and Stock Market Returns in India

GIS Business ◽  
2017 ◽  
Vol 12 (6) ◽  
pp. 1-9
Author(s):  
Dhananjaya Kadanda ◽  
Krishna Raj
Keyword(s):  
Stock Market ◽  
Institutional Investors ◽  
Negative Relationship ◽  
Trading Strategies ◽  
Market Returns ◽  
Stock Market Returns ◽  
Foreign Portfolio Investment ◽  
Stock Market Return ◽  
Indian Stock Market ◽  
Feedback Trading

The present article attempts to understand the relationship between foreign portfolio investment (FPI), domestic institutional investors (DIIs), and stock market returns in India using high frequency data. The study analyses the trading strategies of FPIs, DIIs and its impact on the stock market return. We found that the trading strategies of FIIs and DIIs differ in Indian stock market. While FIIs follow positive feedback trading strategy, DIIs pursue the strategy of negative feedback trading which was more pronounced during the crisis. Further, there is negative relationship between FPI flows and DII flows. The results indicate the importance of developing strong domestic institutional investors to counteract the destabilising nature FIIs, particularly during turbulent times.

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