Essays about: "Sebastian Nordenberg"

Found 1 essay containing the words Sebastian Nordenberg.

  1. 1. Macroeconomic Factors and Stock Returns: Evidence from the Swedish Stock Market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Sebastian Nordenberg; Sebastian Shaqiri Johansson; [2020-02-18]
    Keywords : ;

    Abstract : This study investigates the relationship between stock returns and macroeconomic factors in a small, open economy by utilizing a vector autoregression (VAR) approach on Swedish large-cap, mid-cap, and small-cap data from 2003 to 2019. To determine the relationship between the macroeconomic factors and stock market return, Granger causality tests are run on each of the markets. READ MORE