The Determinants of the Variability of Stock Prices - Japanese Evidence

This study examines the ability of fundamental variables and macroeconomics variables data to explain future stock market returns of Japan companies by looking at how price-earnings (P/E) ratio, book-to-market (B/M) ratio, current ratio, return on assets (ROA), inflation, changes in interest rates a...

Full description

Bibliographic Details
Main Author:	Tarazi, Ramzi E. N.
Format:	Dissertation
Language:	English
Published:	2011
Subjects:	HG Finance
Online Access:	https://etd.uum.edu.my/2903/1/Ramzi_E._N._Tarazi.pdf https://etd.uum.edu.my/2903/
Abstract	Abstract here

Similar Items

The effect of macroeconomic variables towards Malaysia stock market price
by: Ahmad Sufian, Abdullah
Published: (2017)

The Interrelationship between Exchange Rates and Stock Prices: Evidence from China
by: Biao, Liu Dong
Published: (2009)

Malaysia stock price reaction to company's name change: analysis and evidence
by: Lavenyaa, Tharmamurthy
Published: (2021)

The effect of investment regulatory changes on stock prices and trading volumes: Evidence from Iraq Stock Exchange
by: Mohammed, Mohammed Ahmed
Published: (2014)

Determinants of stock price volatility in Jordanian industrial firms
by: Al-Shabbar, Osama Jehad Issa
Published: (2020)

Does relationship exist between exchange rates and stock prices: evidence from Malaysia?
by: Ng, Brendan Loi Phu
Published: (2011)

The Relationship Between Volatility of Malaysia Stock Price and the Volatility of Macroeconomic Variables for Five Asian Countries
by: Mai Syaheera, Miau Shaari
Published: (2011)

Bank stock returns and macroeconomic variables: Empirical evidence from selected ASEAN countries
by: Mohammed, Ahmed Jasim
Published: (2015)

Macroeconomic Variables and Stock Prices in Malaysia : An Empirical Analysis from the Pre-and Post July 1997 Period
by: Siti Nurazira, Mohd. Daud
Published: (2003)

The impact of dividend policy on stock price volatility based on "bird-in-hand" theory: evidence from Malaysia
by: Qamar, Rabia
Published: (2019)

The determinants of share prices performance of insurance companies listed in the Pakistan stock exchange (psx)
by: Khan, Ali Burhan
Published: (2020)

The impact of the Shariah announcement on the stock prices
by: Siti Hajar, Osman
Published: (2024)

Investigation into the impact of governance quality on stock price momentum in international stock markets
by: Imran, Zulfiqar Ali
Published: (2020)

Distress risk and stock returns : Malaysia evidence
by: Ahmad Harith Ashrofie, Hanafi
Published: (2023)

The interdependence of Indonesia stock market against the price volatility of G-20 countries’ stock market
by: Akwan, Itmamul
Published: (2020)

The Effects of Interest Rate Changes on Stock Prices of Banks in China
by: Xu, Shijia
Published: (2011)

Dividend Policy and Share Price Volatility: Malaysia Evidence
by: Nor Anis, Shafai
Published: (2012)

Intraday stock price and volume behaviour and their relationship in the Kuala Lumpur Stock Exchange / Lim Eng Kooi.
by: Lim, Eng Kooi
Published: (1996)

A review of corporate company fundamental indicator factory credibility evidences as the stock prices' factor
by: George, Anak Jabu
Published: (2013)

Is Technical Analysis Profitable and Capable for Stock Price Prediction in Bursa Malaysia?
by: Lee, Kelvin Yong Ming
Published: (2016)

Empirical study on the effect of financial performance on bank stock prices in Malaysia
by: Raisa, Carissa Aulia
Published: (2025)

Fintech and macroeconomi variables: Empirical evidence from panel data
by: Aini Azieta, Azizan
Published: (2019)

Sukuk and macroeconomic variables: empirical evidence from panel data
by: Sumarli, Dian Faqih
Published: (2016)

Testing for cointegration with threshold effect between stock prices and exchange rate in Malaysia
by: Evoon, Vivienne Voon
Published: (2011)

Relationship between stock return and financial ratios: evidence from Malaysia
by: Ang, Hui Mei
Published: (2015)

Bank lending and stock market performance: evidence from ASEAN banks
by: Hussein, Ahmed Abbas
Published: (2016)

The impact of Covid-19 on stock market performance: Evidence from Malaysia
by: Shahiran, Muhamad Fitri
Published: (2021)

Testing Fama and French Three-Factor Model and Earnings-to-Price on Stock Excess Return
by: Ramdy, Zulmi
Published: (2011)

The determinants of Malaysian stock market performance
by: Nur Sofina, Johan Shahain
Published: (2014)

Determinants of Chinese Stock Market Returns
by: Wang, Fei
Published: (2012)

The determinants of Malaysian stock market development
by: Norsyuhada, Zaharuddin
Published: (2017)

The Effect of General Election on Stock Volatility and its Determinants: Evidence from Malaysia
by: Racquel, Rowland
Published: (2025)

Determinants of M-REITS share price in Malaysia
by: Mohd Arif, Md Nasir
Published: (2021)

Effects of exchange rate volatility and interest rate variability on stock returns of commercial banks in Nigeria
by: Oboni, Onakpa Abel
Published: (2019)

Macroeconomic determinants of stock market performance in Malaysia
by: Hashim, Haslyza
Published: (2021)

A Comparative Study of Japanese and American FDI in Thailand
by: Jainta, Chomtoranin
Published: (2004)

A study on religious and secular holiday effect: evidence from Malaysian stock market
by: Loh, Hui San
Published: (2013)

The impact of macroeconomic factors on the emerging stock markets performance: evidence from selected countries
by: Hu, Sizhe
Published: (2018)

The impact of exchange rate regime and monetary variables on the stability of the capital market. An empirical analysis in the stock market
by: Sia, Yiik Jing
Published: (2016)

Stock market integration in the presence of the leading macroeconomic indicators: empirical evidence from 30 countries
by: Lim, Shu Ern
Published: (2021)