Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Stock market sensitivity to macroeconomic factors: Evidence from China and India Subject The topic of the resource Composite index; Consumer price index; Exchange rate; Interest rate; Macroeconomic factors; Nifty; Quantile regression; Shanghai stock exchange; Stock market returns Description An account of the resource The purpose of this study is to analyse the impact of Chinese macroeconomic factors on Shanghai Stock Exchange (SSE) Composite returns and Indian macroeconomic factors on Nifty returns based on monthly data from January 1998 to December 2018. This study adopts quantile regression approach. The QR allows examining the conditional dependence of specific quantile of SSE and Nifty returns with respect to the conditioning factors. The authors present results for two sample periods that are pre-recession and recession period from 1998 to 2008 and the post-recession period from 2009 to 2018. This paper also documents quite interesting and useful results for the entire period. From the results, It is concluded that Chinese consumer price index significantly affects the SSE returns only for lower quantiles. However, Indian consumer price index has a significant and positive impact on the Nifty returns for the upper quantiles. Further, Chinese interest rates and Indian interest rates have no impact on the SSE and Nifty returns respectively across the different quantiles. Moreover, the Chinese exchange rate influence the SSE returns at the extreme dataset. However, the Indian exchange rate is insignificant. It is important to note that the dependence structure of China shows a negligible change during the post-recession period. Conversely, the dependence structure has changed significantly for India post-recession. The implication of this paper would guide stock market participants. 2020 AESS Publications. All Rights Reserved. Creator An entity primarily responsible for making the resource Chellaswamy K.P.; Natchimuthu N.; Faniband M. Source A related resource from which the described resource is derived Asian Economic and Financial Review, Vol-10, No. 2, pp. 146-159. Publisher An entity responsible for making the resource available Asian Economic and Social Society Date A point or period of time associated with an event in the lifecycle of the resource 2020-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.18488/journal.aefr.2020.102.146.159" target="_blank" rel="noreferrer noopener">https://doi.org/10.18488/journal.aefr.2020.102.146.159</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85081606611&amp;doi=10.18488%2Fjournal.aefr.2020.102.146.159&amp;partnerID=40&amp;md5=ee7f824d2aa94b71302fd68105728c16" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85081606611&amp;doi=10.18488%2fjournal.aefr.2020.102.146.159&amp;partnerID=40&amp;md5=ee7f824d2aa94b71302fd68105728c16</a> Rights Information about rights held in and over the resource All Open Access; Gold Open Access Relation A related resource ISSN: 23052147 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Chellaswamy K.P., Department of Commerce, CHRIST (Deemed to be University), Bengaluru, India; Natchimuthu N., Department of Commerce, CHRIST (Deemed to be University), Bengaluru, India; Faniband M., Department of Commerce, CHRIST (Deemed to be University), Bengaluru, India