Essays about: "economic variables stock market"

Showing result 1 - 5 of 59 essays containing the words economic variables stock market.

  1. 1. The Construction of an Investor Sentiment Index for Sweden and its Impact on the Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Xuming Zhang; Wenlu Zhang; [2023]
    Keywords : Investor sentiment; principal component analysis; Swedish stock market; Business and Economics;

    Abstract : Investor sentiment is an important research object in behavioral finance, and its analysis has been one of the hot topics in stock market research recently. As an abstract concept, investor sentiment needs to be visualized by the construction of the investor sentiment index. READ MORE

  3. 2. An Inquiry Into The Determinants of Research Sector Productivity

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nicolas Jendi; [2023]
    Keywords : Innovation; Endogenous Growth; R D; Romer model; Business and Economics;

    Abstract : This paper constitutes an inquiry into the determinants of research sector productivity. Three variables thought to be relevant in determining the productivity of the research sector of an economy are proposed and examined on the basis of Paul Romer’s (1990) model of endogenous economic growth. READ MORE

  4. 3. Forecasting gold returns using principal component analysis from a large number of predictors

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Fredrik Allgén; [2023]
    Keywords : Forecasting; PCA; Gold; ARMA; Business and Economics;

    Abstract : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. READ MORE

  5. 4. How Differences in Forecasted and Actual Values of Macroeconomic Indicators Influences the Stock Market.

    University essay from

    Author : Jacob Hasselmark; Filip Sköld; [2022-07-01]
    Keywords : Macroeconomic variables; Macroeconomic news; S P 500; Survey forecasts;

    Abstract : The objective of this thesis is to analyse if macroeconomic announcements have a significant influence on the stock prices on the S&P 500 index. It is investigated by various correlation tests, descriptive statistics tables and multiple OLS-regressions containing variables about economic activity, inflation and unemployment rates. READ MORE

  6. 5. Empirical investigation on the performance of a feed-forward artificial neural network on the Nordic stock markets

    University essay from Göteborgs universitet/Graduate School

    Author : Niklas Fjordstrand; Nikolaos Voutos; [2022-06-29]
    Keywords : ;

    Abstract : In this paper, the authors have made an empirical investigation on the performance of a feed-forward artificial neural network (ANN) on the four main Nordic stock markets, Sweden, Norway, Denmark, and Finland. First, a benchmark OLS regression model is compared against an ANN model to see which model performs best in terms of predictive accuracy and has the least amount of error. READ MORE