Essays about: "Durbin-Watson"

Found 3 essays containing the word Durbin-Watson.

  1. 1. Assessing Macroeconomic factors' influence on the Swedish real estate company stock market - A multiple linear regression analysis

    University essay from KTH/Matematisk statistik

    Author : Axel Löfman; Kay Jia; [2022]
    Keywords : multiple linear regression; regression analysis; applied mathematics; real estate; real estate stocks; economics; macroeconomics; multicollinearity; Durbin Watson; Cochrane Orcutt; multipel linjär regression; regressionsanalys; tillämpad matematik; fastighet; fastighetsaktier; fastighetsbolag; ekonomi; makroekonomi; multikollinearitet; Durbin Watson; Cochrane Orcutt;

    Abstract : Investing in public real estate stocks can diversify a stock portfolio due to the nature of these companies. The industry is generally less sensitive to economic downturns and spikes in inflation are offset by increased real estate property and rent prices. READ MORE

  3. 2. Market efficiency and the financial crisis : A study based on the market efficiency in the Nordic countries

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Albin Henriksson; [2021]
    Keywords : Efficient market hypothesis; random walk; autocorrelation; Durbin-Watson; Ljung-Box; OMX; OSEBX; Nordic stock market; financial crisis;

    Abstract : The efficient market hypothesis states that stock prices fully reflect availablei nformation and that stocks thereby always are priced correctly. Hence, it should be impossible to predict future prices in the stock market, and investors will gain no benefits from engaging themselves into historical analyzes. READ MORE

  4. 3. The market efficiency during and after the financial crisis : A study based on the efficiency of the Nordic countries

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Sosan Trakhili; [2021]
    Keywords : ;

    Abstract : The efficient market hypothesis is about if available information are reflected in the stock price and that it should be impossible to predict the market and make abnormal returns. This is a quantitative study which aim to investigate if there is any difference in market efficiency on Nordic stock markets during and after the financial crisis of 2008. READ MORE