The Macroeconomic Forces Behind Stock Market Return
This paper deals with the forces behind stock market return in the U.S. In order to test the relationship, 10 variables are chosen and then applied to the APT model. The data is divided into three periods and then a linear regression is performed on each period. Throughout the three periods and thus...
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| Format: | Others |
| Language: | English |
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Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Nationalekonomi
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19308 |