Stock Market Behavior around Business Cycle Peaks

1980 ◽  
Vol 36 (4) ◽  
pp. 55-57 ◽  
Author(s):  
Raymond Piccini
Keyword(s):  
Stock Market ◽  
Business Cycle ◽  
Market Behavior

scholarly journals By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior

1999 ◽  
Vol 107 (2) ◽  
pp. 205-251 ◽  
Author(s):  
John Y. Campbell ◽  
John H. Cochrane
Keyword(s):  
Stock Market ◽  
Market Behavior

From Main Street to Wall Street

2021 ◽  
Author(s):  
Jesper Rangvid
Keyword(s):  
Economic Growth ◽  
Stock Market ◽  
Business Cycle ◽  
Financial Markets ◽  
Stock Returns ◽  
Economic Activity ◽  
Wall Street ◽  
Business Cycle Fluctuations ◽  
Main Street ◽  
Long Run

From Main Street to Wall Street examines the relation between the economy and the stock market. It discusses the academic theories and empirical facts, and guides readers through the fascinating interaction between economic activity and financial markets. Itexamines what causes long-run economic growth and shorter-term business-cycle fluctuations and analyses their impact on stock markets. From Main Street to Wall Street also discusses how investors can use knowledge of economic activity and financial markets to formulate expectations to future stock returns. The book relies on data, and figures and tables illustrate arguments and theories in intuitive ways.In the end, From Main Street to Wall Street helps academic scholars and practitioners navigate financial markets by understanding the economy.

Business cycle asymmetry and the stock market

1999 ◽  
Vol 9 (1) ◽  
pp. 109-115 ◽  
Author(s):  
PARAMSOTHY SILVAPULLE, MERVYN JOSEP SILVAPULLE
Keyword(s):  
Stock Market ◽  
Business Cycle ◽  
Cycle Asymmetry

Value, size, sector, and momentum stocks

2021 ◽  
pp. 187-198
Author(s):  
Jesper Rangvid
Keyword(s):  
Stock Market ◽  
Business Cycle ◽  
Stock Returns ◽  
The Business Cycle ◽  
Better Than ◽  
Do So

This chapter studies the characteristics of the most important and well-known factors. Factor portfolios are portfolios of stocks based on certain characteristics, such as the size of the company, the price of the stock in relation to, e.g., the earnings of the company, the sector within which the firm operates, etc.Factors that perform better than the overall stock market tend to suffer more during recessions. To compensate investors for their underperformance during recessions, returns on these factors during expansions are so high that average stock returns over the full business cycle end out being high. Conversely, those factors that provide lower average returns than the overall stock market do so because they perform relatively better during recessions. The business cycle again plays an important role for understanding stock-market patterns.

scholarly journals Securities Transaction Tax and Stock Market Behavior in an Agent-based Financial Market Model

2013 ◽  
Vol 18 ◽  
pp. 1764-1773 ◽  
Author(s):  
Hongquan Li ◽  
Mengyun Tang ◽  
Wei Shang ◽  
Shouyang Wang
Keyword(s):  
Stock Market ◽  
Financial Market ◽  
Market Model ◽  
Market Behavior ◽  
Agent Based ◽  
Securities Transaction Tax ◽  
Transaction Tax
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