Essays about: "relationship of macroeconomic variables and stock market"
Showing result 1 - 5 of 30 essays containing the words relationship of macroeconomic variables and stock market.
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1. Unveiling the Predictive Power
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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2. How Does the Three-factor Model Perform and What Explains its Performance? Empirical tests on Swedish stock portfolios
University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionenAbstract : In this study the three-factor model of Fama and French (1992; 1993) is evaluated on portfolios of Swedish stocks. Both a cross-section and time series approach are used to evaluate the model. The results show that beta, size, and book-to-market are significant variables in explaining excess returns of Swedish stock portfolios. READ MORE
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3. A time series analysis of the impact of the COVID-19 pandemic on container shipping freight rates: An application to the Asia-Europe trade route
University essay from Göteborgs universitet/Graduate SchoolAbstract : The outbreak of the COVID-19 pandemic caused a sudden disruption to the shipping industry. However, for container shipping, freight rates have reached record highs during the pandemic. Shipping companies realise that understanding the impact of exogenous shocks on freight rate fluctuations to forecast freight rates is critical. READ MORE
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4. The impact of macroeconomic variables on the Swedish stock market
University essay from Karlstads universitetAbstract : The main objective of this thesis is to find information of how, or if, the selected macroeconomic variables consumer price index, interest rate, exchange rate, industrial production, oil price and money supply have affected the Swedish stock market (OMXafgx) during the time-period 1973-2017. Findings in this research proves that all variables are co-integrated with the Swedish stock market, but only one of the variables selected, industrial production, have a short- and a longrun relationship affecting the Swedish stock market. READ MORE
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5. The Intertwining of Sectoral Stock Market Volatility and Macroeconomic Fundamentals - A study of Sweden's sectoral indices
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The stock market has come to play a larger role in many people's lives as years pass and its accessibility has come to be exponentially easier for many. Investment in publicly listed companies has become a foundation of saving and a way of managing wealth for the general public. READ MORE