Essays about: "Jens Ewert"

Found 1 essay containing the words Jens Ewert.

  1. 1. The Impact of Oil Price Fluctuations on Stock Prices: Evidence from three Asian Countries

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ellinor Hult; Jens Ewert; [2006]
    Keywords : Oil Prices; Return Predictability; Asian Stock Markets; Market Efficiency; Underreaction;

    Abstract : This paper examines the relationship between oil price changes and the stock market and tests whether changes in the oil price can forecast stock returns. In order to investigate this query a regression-based approach is employed using the stock indices of three Asian emerging markets, namely Indonesia, India and China for the period January 1993 – April 2006. READ MORE