BJ Data Tech Solution

Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

Use Log(Stock Prices) or (Stock Returns)
Use Log(Stock Prices) or (Stock Returns)

I am running a regression model to find the impact of Federal Funds Rate(FFR) on Stock market.
I have monthly data over the period 2000-2014 and cross countries (Europe and America).

Why papers are always using stock returns and not log stock prices in Panel Data? is any econometric issue to believe that stock returns are more robust that log prices?
If I run:
Log(stock Prices) as Dependent not (Returns) is this an econometric issue ?

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