The Impact of Yield Slope on Stock Performance

Yu, Geungu, Phillip Fuller and Dal Didia. “The Impact of Yield Slope on Stock Performance” Southwestern Economic Review (Spring 2013) 40 (1): 1-10.

10 Pages Posted: 1 Jun 2017

See all articles by Geungu Yu

Geungu Yu

Jackson State University

Phillip Fuller

Jackson State University

Dal O. Didia

Jackson State University

Date Written: May 29, 2017

Abstract

This study investigated the linkage between the effects of yield slope and the performance of stocks for the period, 2006-2012. The paper found a significant link between the two variables. The sharp increase of yield slope positively affected stock market performance of small, mid and big cap stocks examined. When 12 month lagging effects were considered, the linkage was statistically significant at 2% level of 2-tailed test for all sample groups of stocks.

Keywords: yield curve, stock market

JEL Classification: E32, E43,G11, G12

Suggested Citation

Yu, Geungu and Fuller, Phillip and Didia, Dal O., The Impact of Yield Slope on Stock Performance (May 29, 2017). Yu, Geungu, Phillip Fuller and Dal Didia. “The Impact of Yield Slope on Stock Performance” Southwestern Economic Review (Spring 2013) 40 (1): 1-10., Available at SSRN: https://ssrn.com/abstract=2976822

Geungu Yu (Contact Author)

Jackson State University ( email )

1400 John R. Lynch St
Jackson, MS 39217
United States

Phillip Fuller

Jackson State University ( email )

1400 John R. Lynch St
Jackson, MS 39217
United States

Dal O. Didia

Jackson State University ( email )

1400 John R. Lynch St
Jackson, MS 39217
United States

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