Conventional wisdom implies that the Nasdaq is more sensitive to interest rates than the
Dow is due to the presence of larger firms in the Dow. However, the recent view of an …

The federal funds rate is an indicator of monetary policy that investors in the stock market
scrutinize very closely. This paper determines the relationship between changes in the …

In this paper, we provide empirical evidence on the interest rate sensitivity of the stock
returns of the twenty largest US bank holding companies. The main contribution of the paper …

The interest rate increases by the United States Federal Reserve might have some impacts
on the technology industry. This paper intends to find out how the stock prices under the …

Abstract Changes in interest rates affect stock prices negatively. However, stocks are not
responding equally. Some stocks are more sensitive to changes in the interest rate than …

When Federal Reserve Chair Janet Yellen said recently that the economy had grown strong
enough for the Fed to raise interest rates, stocks jumped. Though they sagged later in the …

The purpose of this study was to analyze the significance of the effect of micro and macro
variables on stock returns of multinational companies listed on the Indonesia Stock …

This paper examines the impact of interest rate changes on the Nigerian stock market-two
very key aspects of the economy of a country. It studies the behavior of the Nigerian Stock …

In this paper the interest rate sensitivity of common stock returns of financial firms is re‐
examined. Considered here are (1) current, anticipated, and unanticipated changes in …

Abstract Knowledge of the interest rate sensitivity of stocks is important in many areas of
investment and finance. This paper makes three contributions to the existing literature:(a) it …