Emerging Roles of Phospholipase D in Pathophysiological Signaling

Lee, Chang Sup; Ghim, Jaewang; Jang, Jin-Wook; Jeon, Hyeona; Suh, Pann‐Ghill; Ryu, Sung Ho

doi:10.1007/978-1-4939-0464-8_22

Cited by 1 publication

(2 citation statements)

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“…As an investor, it is important to understand the characteristics of the stock data properly before making any decision. Studies have shown that the volatility in macroeconomic factors is likely to affect stock price either in a positive or negative direction [2][3]. ______________________________ * Corresponding author: behwl@utar.edu.my Over the past few years, researchers have employed cointegration analysis and causality analysis in studying the relationship between stock markets and macroeconomic factors.…”

Section: Introductionmentioning

confidence: 99%

“…It then extended to non-linear Autoregressive Distributed Lag (NARDL) which assumes asymmetric adjustment between variables of interest [9]. Problems may arise if the nonlinearity is not considered when modeling the relationship between macroeconomic effects and stock returns [3,10]. The majority of economic and financial variables exhibit a non-linear and asymmetric interaction over time [11].…”

Section: Introductionmentioning

confidence: 99%

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The asymmetric responses of stock prices in US market

Beh

Yew

2021

ITM Web Conf.

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Machine learning and data analytics are so popular in making trading much more efficient by helping the investors to identify opportunities and reduce trading costs. Before applying suitable predictive modelling algorithms, it is crucial for investors or policymaker to understand the nature of the stock data properly. This paper investigates the dependency of macroeconomic factors against the stock markets in the United States using the nonlinear Autoregressive Distributed Lag (NARDL) approach. The analysis considered the Dow Jones Industrial Average Index, NASDAQ Composite Index, and S&P 500 Index. Macroeconomic factors in this country such as consumer price index, export, interest rates, money supply, real effective exchange rates, total reserves, and gold price are considered in this study. In the findings, the NARDL approach shows that the Dow Jones Industrial Average Index and S&P500 Index are having bi-directional positive asymmetric effects to each other in the short run. In short-run, increasing the consumer price index is found to have a negative effect on Dow Jones Industrial Average Index but with a positive effect on S&P500 Index. In conclusion, this study aids investors and other market participants in making a more efficient investment decision.

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Section: Introductionmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%