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Metal prices and stock market performance: is there an empirical link?
Högskolan Kristianstad, Sektionen för hälsa och samhälle, Avdelningen för Ekonomi och arbetsliv.ORCID-id: 0000-0003-0447-9349
2017 (engelsk)Inngår i: Resources policy, ISSN 0301-4207, E-ISSN 1873-7641, Vol. 52, s. 389-392Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

Most studies have focused on the role of oil and gold prices in the link between commodity prices and stock prices. This paper investigates the causal linkage between metal prices and share values for 10 European countries over the period of January 2011 to September 2016. On the basis of the bootstrap panel granger causality approach, the results show that the metal price index and stock price index are not causally related. The policy implication of this empirical finding is that the financial markets are informationally efficient in the sample countries' equity markets. Thus, the information contained in the metal price index cannot be used to predict the future values of the equity indexes.

sted, utgiver, år, opplag, sider
2017. Vol. 52, s. 389-392
Emneord [en]
Stock price; Metal prices; European countries; Efficient market hypothesis
HSV kategori
Identifikatorer
URN: urn:nbn:se:hkr:diva-16787DOI: 10.1016/j.resourpol.2017.05.001ISI: 000404305800043OAI: oai:DiVA.org:hkr-16787DiVA, id: diva2:1097944
Tilgjengelig fra: 2017-05-23 Laget: 2017-05-23 Sist oppdatert: 2018-01-30bibliografisk kontrollert

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