Stock Market Response to Unexpected Macroeconomic News : The Australian Evidence /
This paper provides empirical evidence on the relationship between unexpected changes in macroeconomic variables and Australian stock returns over the period 1980-1991. The results suggest that stock returns are positively correlated with any surprise news in the current account deficit, the exchang...
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| Format: | Revue |
| Langue: | English |
| Publié: |
Washington, D.C. :
International Monetary Fund,
1992.
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| Collection: | IMF Working Papers; Working Paper ;
No. 1992/061 |
| Accès en ligne: | Full text available on IMF |