{"id":"https://openalex.org/W2962932617","doi":"https://doi.org/10.1080/17520843.2019.1641533","title":"The dynamics of macroeconomic variables in Indian stock market: a Bai\u2013Perron approach","display_name":"The dynamics of macroeconomic variables in Indian stock market: a Bai\u2013Perron approach","publication_year":2019,"publication_date":"2019-07-18","ids":{"openalex":"https://openalex.org/W2962932617","doi":"https://doi.org/10.1080/17520843.2019.1641533","mag":"2962932617"},"language":"en","primary_location":{"id":"doi:10.1080/17520843.2019.1641533","doi":"https://doi.org/10.1080/17520843.2019.1641533","is_oa":false,"landing_page_url":"https://doi.org/10.1080/17520843.2019.1641533","pdf_url":null,"source":{"id":"https://openalex.org/S46803900","display_name":"Macroeconomics and Finance in Emerging Market Economies","issn_l":"1752-0843","issn":["1752-0843","1752-0851"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","cwts-core","jufo-1","poland-20","russia-white-list-3"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Macroeconomics and Finance in Emerging Market Economies","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5067266575","display_name":"Narayan Parab","orcid":"https://orcid.org/0000-0002-8570-3965","observed_orcids":["https://orcid.org/0000-0002-8570-3965"]},"institutions":[{"id":"https://openalex.org/I140887281","display_name":"Goa University","ror":"https://ror.org/030reqw53","country_code":"IN","type":"education","lineage":["https://openalex.org/I140887281"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Narayan Parab","raw_affiliation_strings":["Goa Business School, Goa University, Taleigao, India"],"raw_orcid":"https://orcid.org/0000-0002-8570-3965","affiliations":[{"raw_affiliation_string":"Goa Business School, Goa University, Taleigao, India","institution_ids":["https://openalex.org/I140887281"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5005719472","display_name":"Y.V. Reddy","orcid":"https://orcid.org/0000-0002-0805-6637","observed_orcids":["https://orcid.org/0000-0002-0805-6637"]},"institutions":[{"id":"https://openalex.org/I140887281","display_name":"Goa University","ror":"https://ror.org/030reqw53","country_code":"IN","type":"education","lineage":["https://openalex.org/I140887281"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Y. V. Reddy","raw_affiliation_strings":["Goa Business School, Goa University, Taleigao, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Goa Business School, Goa University, Taleigao, India","institution_ids":["https://openalex.org/I140887281"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5067266575"],"corresponding_institution_ids":["https://openalex.org/I140887281"],"apc_list":null,"apc_paid":null,"fwci":6.0608,"has_fulltext":false,"cited_by_count":40,"citation_normalized_percentile":{"value":0.96231511,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":95,"max":99},"biblio":{"volume":"13","issue":"1","first_page":"89","last_page":"113"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.8438000082969666,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.8438000082969666,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.13339999318122864,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0071000000461936,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/macroeconomic-factors","display_name":"macroeconomic factors","score":0.8629999756813049},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.9430000185966492},{"id":"https://openalex.org/keywords/structural-breaks","display_name":"structural breaks","score":0.9259999990463257},{"id":"https://openalex.org/keywords/bai-perron-test","display_name":"Bai-Perron test","score":0.9269999861717224},{"id":"https://openalex.org/keywords/causality","display_name":"causality","score":0.5189999938011169},{"id":"https://openalex.org/keywords/indian-stock-market","display_name":"Indian stock market","score":0.9390000104904175},{"id":"https://openalex.org/keywords/structural-change","display_name":"structural change","score":0.3109999895095825},{"id":"https://openalex.org/keywords/macro-financial-linkages","display_name":"macro-financial linkages","score":0.6159999966621399}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7879033088684082},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.7598766088485718},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5796274542808533},{"id":"https://openalex.org/C186008389","wikidata":"https://www.wikidata.org/wiki/Q7625010","display_name":"Structural break","level":2,"score":0.5382684469223022},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5288031101226807},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.426618754863739},{"id":"https://openalex.org/C12747933","wikidata":"https://www.wikidata.org/wiki/Q13405082","display_name":"Stock market bubble","level":4,"score":0.41054511070251465},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3264699876308441},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/17520843.2019.1641533","doi":"https://doi.org/10.1080/17520843.2019.1641533","is_oa":false,"landing_page_url":"https://doi.org/10.1080/17520843.2019.1641533","pdf_url":null,"source":{"id":"https://openalex.org/S46803900","display_name":"Macroeconomics and Finance in Emerging Market Economies","issn_l":"1752-0843","issn":["1752-0843","1752-0851"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","cwts-core","jufo-1","poland-20","russia-white-list-3"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Macroeconomics and Finance in Emerging Market Economies","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:taf:macfem:v:13:y:2020:i:1:p:89-113","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1080/17520843.2019.1641533","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.6452000141143799}],"sustainable_development_goals_aurora":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.4000000059604645}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W120239347","https://openalex.org/W287601393","https://openalex.org/W1562498759","https://openalex.org/W1576192722","https://openalex.org/W1596348951","https://openalex.org/W1823143440","https://openalex.org/W1864058205","https://openalex.org/W1918248777","https://openalex.org/W1956968481","https://openalex.org/W2066878864","https://openalex.org/W2111741025","https://openalex.org/W2132671964","https://openalex.org/W2138750985","https://openalex.org/W2166014406","https://openalex.org/W2179087553","https://openalex.org/W2201671294","https://openalex.org/W3094392984","https://openalex.org/W3122113287","https://openalex.org/W3122945269","https://openalex.org/W3123891982","https://openalex.org/W3124368942","https://openalex.org/W3124646415","https://openalex.org/W3124791446","https://openalex.org/W3125307709","https://openalex.org/W3142060555","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W7166064736","https://openalex.org/W4400099735","https://openalex.org/W4327499382","https://openalex.org/W3179441854","https://openalex.org/W1982441346","https://openalex.org/W2734958664","https://openalex.org/W2143403633","https://openalex.org/W1799043872","https://openalex.org/W4411000538","https://openalex.org/W4311960684"],"abstract_inverted_index":{"The":[0,26,53,77],"stock":[1,44,63,97],"market":[2,45,64,89],"is":[3],"dynamic,":[4],"so":[5],"also":[6],"the":[7,24,32,37,50],"economic":[8],"conditions.":[9],"Structural":[10],"breaks":[11],"are":[12,79],"unexpected":[13],"shifts":[14],"which":[15,21],"occur":[16],"in":[17,94],"a":[18,56],"time-series":[19],"data":[20],"may":[22],"deteriorate":[23],"results.":[25],"study":[27,54],"deals":[28],"this":[29],"situation":[30],"using":[31],"Bai\u2013Perron":[33],"test":[34],"and":[35,47,66,87,91],"examines":[36],"impact":[38,58,68],"of":[39,59],"select":[40],"macroeconomic":[41,60],"variables":[42,61],"on":[43,62],"returns":[46],"thereafter":[48],"investigates":[49],"causal":[51],"relations.":[52],"evidenced":[55],"significant":[57],"returns,":[65],"such":[67],"was":[69],"found":[70],"to":[71,81,84],"be":[72],"varying":[73],"across":[74],"structural":[75],"periods.":[76],"results":[78],"aimed":[80],"contribute":[82],"significantly":[83],"finance":[85],"literature":[86],"assist":[88],"participants":[90],"research":[92],"analysts":[93],"evaluating":[95],"Indian":[96],"market.":[98]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":7},{"year":2022,"cited_by_count":9},{"year":2021,"cited_by_count":8},{"year":2020,"cited_by_count":3}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2019-07-30T00:00:00"}
