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The Impact of Macroeconomic Variables on Chemical and Petrochemical Companies Stock Return in the Framework of PVAR

The purpose of this paper is to investigate the effect of macroeconomic variables on stock returns of chemical and petrochemical companies. In this regard, the seasonal data related to stock returns of 18 active chemical and petrochemical companies in the stock market and some important macroeconomi...

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Bibliografische Detailangaben
Hauptverfasser: Reza Talebloo, Ali Faridzad, Hossein Sheikhi Habil
Format: Artigo
Sprache:Persa
Veröffentlicht: Semnan University 2017-06-01
Schriftenreihe:مدلسازی اقتصادسنجی
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Online-Zugang:https://jem.semnan.ac.ir/article_2968_aa6af2e5e53b6fbfdb6cd43ecdc0aabe.pdf
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