FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1520210052> ?p ?o ?g. }

• W1520210052 endingPage "101" @default.
• W1520210052 startingPage "89" @default.
• W1520210052 abstract "This paper identifies the systematic risk factors for the Australian stock market by applying the cointegration technique of Johansen. In conformity with the finance literature and investors’ common intuition, relevant a priori variables are chosen to proxy for Australian systematic risk factors. The results show that only a few systematic risk factors are dominant for Australian stock market price movements in the long-run while short-run dynamics are in place. It is observed that the linear combination of all a priori variables is cointegrated although not all variables are significantly influential. The findings show that bank interest rate, corporate profitability, dividend yield, industrial production and, to a lesser extent, global market movements are significantly influencing the Australian stock market returns in the long-run; while in the short-run it is being adjusted each quarter by its own performance, interest rate and global stock market movements of previous quarter." @default.
• W1520210052 created "2016-06-24" @default.
• W1520210052 creator A5086501214 @default.
• W1520210052 date "2008-01-01" @default.
• W1520210052 modified "2023-09-25" @default.
• W1520210052 title "Systematic risk factors for Australian stock market returns: a cointegration analysis" @default.
• W1520210052 cites W1481945423 @default.
• W1520210052 cites W1484159650 @default.
• W1520210052 cites W1496575647 @default.
• W1520210052 cites W1587141723 @default.
• W1520210052 cites W1980807475 @default.
• W1520210052 cites W1984536024 @default.
• W1520210052 cites W1993304958 @default.
• W1520210052 cites W1995834279 @default.
• W1520210052 cites W1996231321 @default.
• W1520210052 cites W2010681793 @default.
• W1520210052 cites W2014305517 @default.
• W1520210052 cites W2015800048 @default.
• W1520210052 cites W2034707435 @default.
• W1520210052 cites W2044503966 @default.
• W1520210052 cites W2065630570 @default.
• W1520210052 cites W2074158860 @default.
• W1520210052 cites W2078266326 @default.
• W1520210052 cites W2078977693 @default.
• W1520210052 cites W2094851966 @default.
• W1520210052 cites W2095364399 @default.
• W1520210052 cites W2097580026 @default.
• W1520210052 cites W2097997114 @default.
• W1520210052 cites W2110603299 @default.
• W1520210052 cites W2120087808 @default.
• W1520210052 cites W2139250112 @default.
• W1520210052 cites W2142635246 @default.
• W1520210052 cites W2168175751 @default.
• W1520210052 cites W2178225550 @default.
• W1520210052 cites W2319351748 @default.
• W1520210052 cites W3124105306 @default.
• W1520210052 cites W3141830910 @default.
• W1520210052 cites W3146166473 @default.
• W1520210052 cites W2995871652 @default.
• W1520210052 doi "https://doi.org/10.14453/aabfj.v2i4.6" @default.
• W1520210052 hasPublicationYear "2008" @default.
• W1520210052 type Work @default.
• W1520210052 sameAs 1520210052 @default.
• W1520210052 citedByCount "5" @default.
• W1520210052 countsByYear W15202100522014 @default.
• W1520210052 countsByYear W15202100522015 @default.
• W1520210052 countsByYear W15202100522017 @default.
• W1520210052 crossrefType "journal-article" @default.
• W1520210052 hasAuthorship W1520210052A5086501214 @default.
• W1520210052 hasBestOaLocation W15202100521 @default.
• W1520210052 hasConcept C106159729 @default.
• W1520210052 hasConcept C127413603 @default.
• W1520210052 hasConcept C12747933 @default.
• W1520210052 hasConcept C145162277 @default.
• W1520210052 hasConcept C149782125 @default.
• W1520210052 hasConcept C151730666 @default.
• W1520210052 hasConcept C162324750 @default.
• W1520210052 hasConcept C175025494 @default.
• W1520210052 hasConcept C204036174 @default.
• W1520210052 hasConcept C2780299701 @default.
• W1520210052 hasConcept C2780762169 @default.
• W1520210052 hasConcept C556758197 @default.
• W1520210052 hasConcept C78519656 @default.
• W1520210052 hasConcept C80212096 @default.
• W1520210052 hasConcept C86803240 @default.
• W1520210052 hasConceptScore W1520210052C106159729 @default.
• W1520210052 hasConceptScore W1520210052C127413603 @default.
• W1520210052 hasConceptScore W1520210052C12747933 @default.
• W1520210052 hasConceptScore W1520210052C145162277 @default.
• W1520210052 hasConceptScore W1520210052C149782125 @default.
• W1520210052 hasConceptScore W1520210052C151730666 @default.
• W1520210052 hasConceptScore W1520210052C162324750 @default.
• W1520210052 hasConceptScore W1520210052C175025494 @default.
• W1520210052 hasConceptScore W1520210052C204036174 @default.
• W1520210052 hasConceptScore W1520210052C2780299701 @default.
• W1520210052 hasConceptScore W1520210052C2780762169 @default.
• W1520210052 hasConceptScore W1520210052C556758197 @default.
• W1520210052 hasConceptScore W1520210052C78519656 @default.
• W1520210052 hasConceptScore W1520210052C80212096 @default.
• W1520210052 hasConceptScore W1520210052C86803240 @default.
• W1520210052 hasIssue "4" @default.
• W1520210052 hasLocation W15202100521 @default.
• W1520210052 hasOpenAccess W1520210052 @default.
• W1520210052 hasPrimaryLocation W15202100521 @default.
• W1520210052 hasRelatedWork W1480456836 @default.
• W1520210052 hasRelatedWork W1565197661 @default.
• W1520210052 hasRelatedWork W1831411715 @default.
• W1520210052 hasRelatedWork W195997170 @default.
• W1520210052 hasRelatedWork W2014123071 @default.
• W1520210052 hasRelatedWork W2014183750 @default.
• W1520210052 hasRelatedWork W2014506347 @default.
• W1520210052 hasRelatedWork W2071512668 @default.
• W1520210052 hasRelatedWork W2170604232 @default.
• W1520210052 hasRelatedWork W2187715477 @default.
• W1520210052 hasRelatedWork W2188480454 @default.
• W1520210052 hasRelatedWork W2297340114 @default.
• W1520210052 hasRelatedWork W2740738019 @default.
• W1520210052 hasRelatedWork W2992030932 @default.

• next