Essays about: "Baltic stock markets"

Showing result 1 - 5 of 6 essays containing the words Baltic stock markets.

1. 1. Predicting Stock Markets with Commodities - An Empirical Study on the Nordic Market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Sebastian Söderlund Tovi; John Kjellgren; [2017]
   Keywords : Commodities; stock returns; predictability; state-switching; trading strategy; Business and Economics;

   Abstract : This study examines if commodity indices can be used to predict stock index returns on the Nordic financial markets. With a forecast period between 2000 and 2016, the study is conducted with an Ordinary Least Squares method to predict both in-sample and out-of- sample. READ MORE

3. 2. The influence of macroeconomic factors on the stock markets in the Baltic countries and Western Europe - A comparison

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Andrius Markevicius; Lina Giniunaite; [2016]
   Keywords : Macroeconomic variables; Stock indices; Johansen cointegration test; VECM; Granger causality test; Business and Economics;

   Abstract : The relationship between the stock market and the condition of a country’s economy is a relevant topic in the recent economic and financial studies. Therefore, the purpose of our thesis is to investigate in finding long-term and short-term relationships between the stock market and macroeconomic variables in the three Baltic countries and compare the results with three more economically developed Western European countries such as Germany, Italy and UK. READ MORE

4. 3. How to beat the Baltic market : An investigation of the P/E effect and the small firm effect on the Baltic stock market between the years 2000-2014

   University essay from Umeå universitet/Företagsekonomi

   Author : Oscar Hallberg; Filip Arklid; [2015]
   Keywords : Efficient market hypothesis; behavioral finance; CAPM; anomalies; P E effect; small firm effect; abnormal return; significance test; regression analysis; emerging market; Baltic market;

   Abstract : The question many investors ask is whether or not it is possible to beat the market andearn money by being active on the stock market. In efficient markets this should not be possible, but several researches have come up with strategies that prove the opposite. READ MORE

5. 4. What's Wrong with the Baltics : The Rise and Fall of the Baltic Tigers

   University essay from IHH, Nationalekonomi

   Author : Albert Küller; [2009]
   Keywords : Estonia; Latvia; Mundell-Flemming; Current Account; Economic Crisis;

   Abstract : The purpose of this thesis was to from a Swedish perspective investigate the fantastic growth rates of Estonia and Latvia and why it became such a massive collapse when the world economy was slowing down. To build a theoretical foundation for the investigation several international macroeconomic theories such as the Mundell-Flemming model, the fundamental national income equilibrium, and international parity relations were used. READ MORE

6. 5. Dynamic linkages between Baltic and International stock markets

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Julija Moroza; [2008]
   Keywords : Unit Root; Baltic stock markets; Enger-Granger approach; Johansen cointegration test; causality; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : The fact is that high integration between different capital markets leads to reduced international diversification opportunities for investors as well as to a greater transmission of market volatility. This study discusses the behavior of the three Baltic stock markets on the international financial arena and examines how these markets react on different inflows of information and economical shocks. READ MORE