How to cite this paper
Ghazo, A., Abu-Lila, Z & Ajlouni, S. (2021). The macroeconomic determinants of stock price fluctuations in Amman Stock Exchange.Accounting, 7(1), 23-32.
Refrences
Anichebe, A. S.(2019). Macroeconomic determinants of Stock Price in Nigeria. European Journal of Business and Management, 11(21), 96-103.
Azeez, B. A., & Obalade, A. A. (2018). Macroeconomic determinants of stock market development in Nigeria:(1981-2017). Acta Universitatis Danubius. Œconomica, 15(1).
Bekaert, G., Erb, C. B., Harvey, C. R., & Viskanta, T. E. (1998). Distributional characteristics of emerging market returns and asset allocation. Journal of Portfolio Management, 24(2), 102.
Chen, N. F., Roll, R., & Ross, S. A. (1986). Economic forces and the stock market. Journal of Business, 59(3), 383-403.
Chen, S. S. (2009). Predicting the bear stock market: Macroeconomic variables as leading indicators. Journal of Banking & Finance, 33(2), 211-223.
Demir, C. (2019). Macroeconomic determinants of stock market fluctuations: The case of bist-100. Economies, 7(1), 8.
Fama, E. F. (1981). Stock returns, real activity, inflation, and money. The American Economic Review, 71(4), 545-565.
Fama, E. F., & Schwert, G. W. (1977). Asset returns and inflation. Journal of Financial Economics, 5(2), 115-146.
Geske, R., & Roll, R. (1983). The fiscal and monetary linkage between stock returns and inflation. The Journal of Finance, 38(1), 1-33.
Gujarati, D. N. (2009). Basic econometrics. Tata McGraw-Hill Education.
Al-Hammouri, N. (1999). The relationship between stock returns volatility and macroeconomic variables volatility, empirical study. unpublished Dissertation, University of Jordan, Amman - Jordan, 1999.
Hamao, Y. (1987). An empirical investigation of the arbitrage pricing theory. Management International Review, 27(1), 13-22.
Huang, R. D., & Kracaw, W. A. (1984). Stock market returns and real activity: a note. The Journal of Finance, 39(1), 267-273.
Muradoglu, G., Taskin, F., & Bigan, I. (2000). Causality between stock returns and macroeconomic variables in emerging markets. Russian & East European Finance and Trade, 36(6), 33-53.
El-Nader, H. M., & Alraimony, A. D. (2013). The macroeconomic determinants of stock market development in Jordan. International Journal of Economics and Finance, 5(6), 91-103.
Nisha, N. (2016). Macroeconomic determinants of the behavior of Dhaka Stock Exchange (DSE). International Journal of Asian Business and Information Management (IJABIM), 7(1), 1-17.
Phillips, P. C., & Hansen, B. E. (1990). Statistical inference in instrumental variables regression with I (1) processes. The Review of Economic Studies, 57(1), 99-125.
AL-Rafai, M. (1999). The impact of economic variables on the stock prices and trading volume in Amman Financial Market (1978-1997). Unpublished thesis, AL- Aalbayt University, Almafraq - Jordan, 1999.
Ratanapakorn, O., & Sharma, S. C. (2007). Dynamic analysis between the US stock returns and the macroeconomic variables. Applied Financial Economics, 17(5), 369-377.
Ross, S. (1976). The arbitrage theory of capital asset pricing. Journal of Economic Theory, 13(3), 341-360.
Şükrüoğlu, D., & Nalin, H. T. (2014). The macroeconomic determinants of stock market development in selected European countries: Dynamic panel data analysis. International Journal of Economics and Finance, 6(3), 64-71.
Tachiwou, A. M. (2009). Causality tests between stock market development and economic growth in West African Monetary Union. Economia. Seria Management, 12(2), 14-27.
Nasseh, A., & Strauss, J. (2000). Stock prices and domestic and international macroeconomic activity: a cointegration approach. The Quarterly Review of Economics and Finance, 40(2), 229-245.
Zhou, J., Zhao, H., Belinga, T., & Gahe, Z. S. Y. (2015). Macroeconomic determinants of stock market development in Cameroon. International Journal of Scientific and Research Publications, 5(1), 1-11.
Azeez, B. A., & Obalade, A. A. (2018). Macroeconomic determinants of stock market development in Nigeria:(1981-2017). Acta Universitatis Danubius. Œconomica, 15(1).
Bekaert, G., Erb, C. B., Harvey, C. R., & Viskanta, T. E. (1998). Distributional characteristics of emerging market returns and asset allocation. Journal of Portfolio Management, 24(2), 102.
Chen, N. F., Roll, R., & Ross, S. A. (1986). Economic forces and the stock market. Journal of Business, 59(3), 383-403.
Chen, S. S. (2009). Predicting the bear stock market: Macroeconomic variables as leading indicators. Journal of Banking & Finance, 33(2), 211-223.
Demir, C. (2019). Macroeconomic determinants of stock market fluctuations: The case of bist-100. Economies, 7(1), 8.
Fama, E. F. (1981). Stock returns, real activity, inflation, and money. The American Economic Review, 71(4), 545-565.
Fama, E. F., & Schwert, G. W. (1977). Asset returns and inflation. Journal of Financial Economics, 5(2), 115-146.
Geske, R., & Roll, R. (1983). The fiscal and monetary linkage between stock returns and inflation. The Journal of Finance, 38(1), 1-33.
Gujarati, D. N. (2009). Basic econometrics. Tata McGraw-Hill Education.
Al-Hammouri, N. (1999). The relationship between stock returns volatility and macroeconomic variables volatility, empirical study. unpublished Dissertation, University of Jordan, Amman - Jordan, 1999.
Hamao, Y. (1987). An empirical investigation of the arbitrage pricing theory. Management International Review, 27(1), 13-22.
Huang, R. D., & Kracaw, W. A. (1984). Stock market returns and real activity: a note. The Journal of Finance, 39(1), 267-273.
Muradoglu, G., Taskin, F., & Bigan, I. (2000). Causality between stock returns and macroeconomic variables in emerging markets. Russian & East European Finance and Trade, 36(6), 33-53.
El-Nader, H. M., & Alraimony, A. D. (2013). The macroeconomic determinants of stock market development in Jordan. International Journal of Economics and Finance, 5(6), 91-103.
Nisha, N. (2016). Macroeconomic determinants of the behavior of Dhaka Stock Exchange (DSE). International Journal of Asian Business and Information Management (IJABIM), 7(1), 1-17.
Phillips, P. C., & Hansen, B. E. (1990). Statistical inference in instrumental variables regression with I (1) processes. The Review of Economic Studies, 57(1), 99-125.
AL-Rafai, M. (1999). The impact of economic variables on the stock prices and trading volume in Amman Financial Market (1978-1997). Unpublished thesis, AL- Aalbayt University, Almafraq - Jordan, 1999.
Ratanapakorn, O., & Sharma, S. C. (2007). Dynamic analysis between the US stock returns and the macroeconomic variables. Applied Financial Economics, 17(5), 369-377.
Ross, S. (1976). The arbitrage theory of capital asset pricing. Journal of Economic Theory, 13(3), 341-360.
Şükrüoğlu, D., & Nalin, H. T. (2014). The macroeconomic determinants of stock market development in selected European countries: Dynamic panel data analysis. International Journal of Economics and Finance, 6(3), 64-71.
Tachiwou, A. M. (2009). Causality tests between stock market development and economic growth in West African Monetary Union. Economia. Seria Management, 12(2), 14-27.
Nasseh, A., & Strauss, J. (2000). Stock prices and domestic and international macroeconomic activity: a cointegration approach. The Quarterly Review of Economics and Finance, 40(2), 229-245.
Zhou, J., Zhao, H., Belinga, T., & Gahe, Z. S. Y. (2015). Macroeconomic determinants of stock market development in Cameroon. International Journal of Scientific and Research Publications, 5(1), 1-11.