Essays about: "Sebastian Nordenberg"
Found 1 essay containing the words Sebastian Nordenberg.
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1. Macroeconomic Factors and Stock Returns: Evidence from the Swedish Stock Market
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : 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
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