Essays about: "Granger Causality Test and Efficient Market Hypothesis"

Found 4 essays containing the words Granger Causality Test and Efficient Market Hypothesis.

1. 1. Unveiling the Predictive Power

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Alex Lundvall; Gabriel Ahonen; [2023]
   Keywords : Stock market returns; Macroeconomic indicators; Vector Autoregression model; Granger Causality test; Business and Economics;

   Abstract : To obtain excessive returns on the stock market, investors should be able to effectively forecast what drives the fluctuations of the stock market. The usage of macroeconomic factors as indicators for stock market performances has been utilized more profoundly in recent times. READ MORE

3. 2. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Kasra Shariati; [2022]
   Keywords : Bitcoin; Gold; Investor Attention; Market Performance; Virtual Currency Development; Investments; Correlation;

   Abstract : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. READ MORE

4. 3. The Impact of Overseas Stock Markets on Chinese Stock Markets at the Background of Financial Crises : From the Perspective of Price Index

   University essay from Företagsekonomi

   Author : Xiaofang Hou; Weirui Xu; [2013]
   Keywords : Financial globalization; financial crisis; Chinese stock markets; European stock markets; US stock markets; efficient market hypothesis; co-integration; ADF test; Johansen test; VAR model and Granger causality test;

   Abstract : .... READ MORE

5. 4. The stock market and government debt : the impact of government debt changes on the stock market

   University essay from Internationella Handelshögskolan

   Author : Wendela Gerleman; [2012]
   Keywords : Stock Market; Government Debt; Granger Causality Test and Efficient Market Hypothesis;

   Abstract : This thesis investigates whether or not changes in a country’s government debt could affect its domestic stock market performance. The relationship is investigated by examining three different European countries, Germany, Portugal and Sweden, on the basis of two variables; (1) quarterly government debt changes as a percentage of gross domestic product and (2) the quarterly stock market changes over the time period2000:Q2 – 2011:Q2. READ MORE