Macroeconomic determinants of stock market volatility: Evidence from post socialist countries
This paper aims to estimate macroeconomic determinants of stock market volatility (SMV) for post-socialist countries using unbalanced panel data from 1995 to 2020. We evaluated the impacts of the stock market and macroeconomic determinants on SMV using the Feasible Generalized Least Squares (FGLS) m...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Suvdaa Damiran [verfasserIn] Odbileg Dorjdagva [verfasserIn] Batbileg Sukhee [verfasserIn] Tsevelmaa Myagmarsuren [verfasserIn] |
|---|
| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2022 |
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| Schlagwörter: |
Stock Market Volatility (SMV), |
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| Übergeordnetes Werk: |
In: Journal of Eastern European and Central Asian Research - IEECA, 2014, 9(2022), 4 |
|---|---|
| Übergeordnetes Werk: |
volume:9 ; year:2022 ; number:4 |
| Links: |
Link aufrufen |
|---|
| DOI / URN: |
10.15549/jeecar.v9i4.966 |
|---|
| Katalog-ID: |
DOAJ078665922 |
|---|
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10.15549/jeecar.v9i4.966 doi (DE-627)DOAJ078665922 (DE-599)DOAJaed017bebcc14dc2851e0a73eef0205b DE-627 ger DE-627 rakwb eng HF5001-6182 Suvdaa Damiran verfasserin aut Macroeconomic determinants of stock market volatility: Evidence from post socialist countries 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper aims to estimate macroeconomic determinants of stock market volatility (SMV) for post-socialist countries using unbalanced panel data from 1995 to 2020. We evaluated the impacts of the stock market and macroeconomic determinants on SMV using the Feasible Generalized Least Squares (FGLS) model based on the data of selected eleven post-socialist countries in terms of two consecutive years. The findings reveal that economic freedom has a strong and good impact at any time; however, although the previous year's turnover ratio (TOR) had a positive impact, it has an unfavorable impact on SMV in the current year. Furthermore, the year's inflation rate, level of corruption, economic growth rate, and stock market value have all shown a negative impact. The study's findings serve as a useful reference for stock market practitioners and policymakers in these nations in making decisions. Stock Market Volatility (SMV), Turnover Ratio (TOR), Stock Market Capitalization (SMC) Economic freedom (EF) Macroeconomic indicators Business Odbileg Dorjdagva verfasserin aut Batbileg Sukhee verfasserin aut Tsevelmaa Myagmarsuren verfasserin aut In Journal of Eastern European and Central Asian Research IEECA, 2014 9(2022), 4 (DE-627)1760606340 23288280 nnns volume:9 year:2022 number:4 https://doi.org/10.15549/jeecar.v9i4.966 kostenfrei https://doaj.org/article/aed017bebcc14dc2851e0a73eef0205b kostenfrei https://ieeca.org/journal/index.php/JEECAR/article/view/966 kostenfrei https://doaj.org/toc/2328-8272 Journal toc kostenfrei https://doaj.org/toc/2328-8280 Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ SSG-OLC-PHA GBV_ILN_22 GBV_ILN_40 GBV_ILN_69 GBV_ILN_152 GBV_ILN_2009 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2129 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4126 AR 9 2022 4 |
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10.15549/jeecar.v9i4.966 doi (DE-627)DOAJ078665922 (DE-599)DOAJaed017bebcc14dc2851e0a73eef0205b DE-627 ger DE-627 rakwb eng HF5001-6182 Suvdaa Damiran verfasserin aut Macroeconomic determinants of stock market volatility: Evidence from post socialist countries 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper aims to estimate macroeconomic determinants of stock market volatility (SMV) for post-socialist countries using unbalanced panel data from 1995 to 2020. We evaluated the impacts of the stock market and macroeconomic determinants on SMV using the Feasible Generalized Least Squares (FGLS) model based on the data of selected eleven post-socialist countries in terms of two consecutive years. The findings reveal that economic freedom has a strong and good impact at any time; however, although the previous year's turnover ratio (TOR) had a positive impact, it has an unfavorable impact on SMV in the current year. Furthermore, the year's inflation rate, level of corruption, economic growth rate, and stock market value have all shown a negative impact. The study's findings serve as a useful reference for stock market practitioners and policymakers in these nations in making decisions. Stock Market Volatility (SMV), Turnover Ratio (TOR), Stock Market Capitalization (SMC) Economic freedom (EF) Macroeconomic indicators Business Odbileg Dorjdagva verfasserin aut Batbileg Sukhee verfasserin aut Tsevelmaa Myagmarsuren verfasserin aut In Journal of Eastern European and Central Asian Research IEECA, 2014 9(2022), 4 (DE-627)1760606340 23288280 nnns volume:9 year:2022 number:4 https://doi.org/10.15549/jeecar.v9i4.966 kostenfrei https://doaj.org/article/aed017bebcc14dc2851e0a73eef0205b kostenfrei https://ieeca.org/journal/index.php/JEECAR/article/view/966 kostenfrei https://doaj.org/toc/2328-8272 Journal toc kostenfrei https://doaj.org/toc/2328-8280 Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ SSG-OLC-PHA GBV_ILN_22 GBV_ILN_40 GBV_ILN_69 GBV_ILN_152 GBV_ILN_2009 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2129 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4126 AR 9 2022 4 |
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10.15549/jeecar.v9i4.966 doi (DE-627)DOAJ078665922 (DE-599)DOAJaed017bebcc14dc2851e0a73eef0205b DE-627 ger DE-627 rakwb eng HF5001-6182 Suvdaa Damiran verfasserin aut Macroeconomic determinants of stock market volatility: Evidence from post socialist countries 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper aims to estimate macroeconomic determinants of stock market volatility (SMV) for post-socialist countries using unbalanced panel data from 1995 to 2020. We evaluated the impacts of the stock market and macroeconomic determinants on SMV using the Feasible Generalized Least Squares (FGLS) model based on the data of selected eleven post-socialist countries in terms of two consecutive years. The findings reveal that economic freedom has a strong and good impact at any time; however, although the previous year's turnover ratio (TOR) had a positive impact, it has an unfavorable impact on SMV in the current year. Furthermore, the year's inflation rate, level of corruption, economic growth rate, and stock market value have all shown a negative impact. The study's findings serve as a useful reference for stock market practitioners and policymakers in these nations in making decisions. Stock Market Volatility (SMV), Turnover Ratio (TOR), Stock Market Capitalization (SMC) Economic freedom (EF) Macroeconomic indicators Business Odbileg Dorjdagva verfasserin aut Batbileg Sukhee verfasserin aut Tsevelmaa Myagmarsuren verfasserin aut In Journal of Eastern European and Central Asian Research IEECA, 2014 9(2022), 4 (DE-627)1760606340 23288280 nnns volume:9 year:2022 number:4 https://doi.org/10.15549/jeecar.v9i4.966 kostenfrei https://doaj.org/article/aed017bebcc14dc2851e0a73eef0205b kostenfrei https://ieeca.org/journal/index.php/JEECAR/article/view/966 kostenfrei https://doaj.org/toc/2328-8272 Journal toc kostenfrei https://doaj.org/toc/2328-8280 Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ SSG-OLC-PHA GBV_ILN_22 GBV_ILN_40 GBV_ILN_69 GBV_ILN_152 GBV_ILN_2009 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2129 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4126 AR 9 2022 4 |
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10.15549/jeecar.v9i4.966 doi (DE-627)DOAJ078665922 (DE-599)DOAJaed017bebcc14dc2851e0a73eef0205b DE-627 ger DE-627 rakwb eng HF5001-6182 Suvdaa Damiran verfasserin aut Macroeconomic determinants of stock market volatility: Evidence from post socialist countries 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper aims to estimate macroeconomic determinants of stock market volatility (SMV) for post-socialist countries using unbalanced panel data from 1995 to 2020. We evaluated the impacts of the stock market and macroeconomic determinants on SMV using the Feasible Generalized Least Squares (FGLS) model based on the data of selected eleven post-socialist countries in terms of two consecutive years. The findings reveal that economic freedom has a strong and good impact at any time; however, although the previous year's turnover ratio (TOR) had a positive impact, it has an unfavorable impact on SMV in the current year. Furthermore, the year's inflation rate, level of corruption, economic growth rate, and stock market value have all shown a negative impact. The study's findings serve as a useful reference for stock market practitioners and policymakers in these nations in making decisions. Stock Market Volatility (SMV), Turnover Ratio (TOR), Stock Market Capitalization (SMC) Economic freedom (EF) Macroeconomic indicators Business Odbileg Dorjdagva verfasserin aut Batbileg Sukhee verfasserin aut Tsevelmaa Myagmarsuren verfasserin aut In Journal of Eastern European and Central Asian Research IEECA, 2014 9(2022), 4 (DE-627)1760606340 23288280 nnns volume:9 year:2022 number:4 https://doi.org/10.15549/jeecar.v9i4.966 kostenfrei https://doaj.org/article/aed017bebcc14dc2851e0a73eef0205b kostenfrei https://ieeca.org/journal/index.php/JEECAR/article/view/966 kostenfrei https://doaj.org/toc/2328-8272 Journal toc kostenfrei https://doaj.org/toc/2328-8280 Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ SSG-OLC-PHA GBV_ILN_22 GBV_ILN_40 GBV_ILN_69 GBV_ILN_152 GBV_ILN_2009 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2129 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4126 AR 9 2022 4 |
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10.15549/jeecar.v9i4.966 doi (DE-627)DOAJ078665922 (DE-599)DOAJaed017bebcc14dc2851e0a73eef0205b DE-627 ger DE-627 rakwb eng HF5001-6182 Suvdaa Damiran verfasserin aut Macroeconomic determinants of stock market volatility: Evidence from post socialist countries 2022 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper aims to estimate macroeconomic determinants of stock market volatility (SMV) for post-socialist countries using unbalanced panel data from 1995 to 2020. We evaluated the impacts of the stock market and macroeconomic determinants on SMV using the Feasible Generalized Least Squares (FGLS) model based on the data of selected eleven post-socialist countries in terms of two consecutive years. The findings reveal that economic freedom has a strong and good impact at any time; however, although the previous year's turnover ratio (TOR) had a positive impact, it has an unfavorable impact on SMV in the current year. Furthermore, the year's inflation rate, level of corruption, economic growth rate, and stock market value have all shown a negative impact. The study's findings serve as a useful reference for stock market practitioners and policymakers in these nations in making decisions. Stock Market Volatility (SMV), Turnover Ratio (TOR), Stock Market Capitalization (SMC) Economic freedom (EF) Macroeconomic indicators Business Odbileg Dorjdagva verfasserin aut Batbileg Sukhee verfasserin aut Tsevelmaa Myagmarsuren verfasserin aut In Journal of Eastern European and Central Asian Research IEECA, 2014 9(2022), 4 (DE-627)1760606340 23288280 nnns volume:9 year:2022 number:4 https://doi.org/10.15549/jeecar.v9i4.966 kostenfrei https://doaj.org/article/aed017bebcc14dc2851e0a73eef0205b kostenfrei https://ieeca.org/journal/index.php/JEECAR/article/view/966 kostenfrei https://doaj.org/toc/2328-8272 Journal toc kostenfrei https://doaj.org/toc/2328-8280 Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ SSG-OLC-PHA GBV_ILN_22 GBV_ILN_40 GBV_ILN_69 GBV_ILN_152 GBV_ILN_2009 GBV_ILN_2034 GBV_ILN_2055 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2129 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4126 AR 9 2022 4 |
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HF5001-6182 Macroeconomic determinants of stock market volatility: Evidence from post socialist countries Stock Market Volatility (SMV) Turnover Ratio (TOR) Stock Market Capitalization (SMC) Economic freedom (EF) Macroeconomic indicators |
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Macroeconomic determinants of stock market volatility: Evidence from post socialist countries |
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Macroeconomic determinants of stock market volatility: Evidence from post socialist countries |
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macroeconomic determinants of stock market volatility: evidence from post socialist countries |
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Macroeconomic determinants of stock market volatility: Evidence from post socialist countries |
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This paper aims to estimate macroeconomic determinants of stock market volatility (SMV) for post-socialist countries using unbalanced panel data from 1995 to 2020. We evaluated the impacts of the stock market and macroeconomic determinants on SMV using the Feasible Generalized Least Squares (FGLS) model based on the data of selected eleven post-socialist countries in terms of two consecutive years. The findings reveal that economic freedom has a strong and good impact at any time; however, although the previous year's turnover ratio (TOR) had a positive impact, it has an unfavorable impact on SMV in the current year. Furthermore, the year's inflation rate, level of corruption, economic growth rate, and stock market value have all shown a negative impact. The study's findings serve as a useful reference for stock market practitioners and policymakers in these nations in making decisions. |
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This paper aims to estimate macroeconomic determinants of stock market volatility (SMV) for post-socialist countries using unbalanced panel data from 1995 to 2020. We evaluated the impacts of the stock market and macroeconomic determinants on SMV using the Feasible Generalized Least Squares (FGLS) model based on the data of selected eleven post-socialist countries in terms of two consecutive years. The findings reveal that economic freedom has a strong and good impact at any time; however, although the previous year's turnover ratio (TOR) had a positive impact, it has an unfavorable impact on SMV in the current year. Furthermore, the year's inflation rate, level of corruption, economic growth rate, and stock market value have all shown a negative impact. The study's findings serve as a useful reference for stock market practitioners and policymakers in these nations in making decisions. |
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This paper aims to estimate macroeconomic determinants of stock market volatility (SMV) for post-socialist countries using unbalanced panel data from 1995 to 2020. We evaluated the impacts of the stock market and macroeconomic determinants on SMV using the Feasible Generalized Least Squares (FGLS) model based on the data of selected eleven post-socialist countries in terms of two consecutive years. The findings reveal that economic freedom has a strong and good impact at any time; however, although the previous year's turnover ratio (TOR) had a positive impact, it has an unfavorable impact on SMV in the current year. Furthermore, the year's inflation rate, level of corruption, economic growth rate, and stock market value have all shown a negative impact. The study's findings serve as a useful reference for stock market practitioners and policymakers in these nations in making decisions. |
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Macroeconomic determinants of stock market volatility: Evidence from post socialist countries |
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