Testing for Granger Causality Between Stock Return, Economic Fluctuations and Sentiment Indicators: Evidence from Poland
Abstract
Purpose of the article: This paper empirically investigates the interdependencies between stock return, economic fluctuations and sentiment indicators.
Research methods: The research used a bivariate VAR model and Granger causality tests are performed. Quarterly data covering the period from September 2001 to December 2018 are used.
Main findings: The empirical results indicated a one-way causality from economic fluctuations to sentiment indicators and from stock return to sentiment indicators. The tests did not confirm the causal relationship between economic fluctuations and stock return.
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DOI: http://dx.doi.org/10.17951/h.2019.53.4.129-139
Date of publication: 2019-12-31 08:37:25
Date of submission: 2019-05-14 16:20:50
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