Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Business Intelligence
News Versus Market Sentiments, Jazib Ansari, Danish Ahmed Siddiqui Dr
News Versus Market Sentiments, Jazib Ansari, Danish Ahmed Siddiqui Dr
The Journal of Entrepreneurial Finance
This paper investigates the impact of monetary policy announcements on the performance of the stock market in twenty countries (10 Developed and 10 developing). Exchange rate changes and changes in bond yield were taken as control. Daily basis Panel data was used with daily frequency for five (5) years (2014 – 2018). An impact of these selected independent variables on the stock market index is estimated using the regression model and Panel Least Square model. Monetary policy data has been run in three different lags i.e. lag (0), lag (-1, -2, -3, -4), and lag (1, 2, 3, 4) in …