Quantitative analysis of large stock market crashes is popular PDF and ePub book, written by Victor Odour in 2014-02-05, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Quantitative analysis of large stock market crashes can be Read Online from any device for your convenience.
Quantitative analysis of large stock market crashes Book PDF Summary
Document from the year 2011 in the subject Business economics - Investment and Finance, grade: A, California State University, East Bay, language: English, abstract: The objective of this study is to structure a dependable model to forecast the timing of entry and exit from the stock markets by using multivariate linear regression analysis. The study uses major macroeconomic indicators such CPI, PPI, GDP, MEI as independent variables and the S&P 500 index value as the dependent variable. The sample consists of 30 years of monthly data. This study includes four different loss scenarios in the S&P 500 index value and analyzes the data to see if the losses can be absorbed or if further losses will occur. This report discusses the practical implications of using regression analysis and how it is used to predict the market movements. This paper concludes that our regression model can help an investor to anticipate market movements and thus make appropriate buy and sell decisions.
Detail Book of Quantitative analysis of large stock market crashes PDF
- Author : Victor Odour
- Release : 05 February 2014
- Publisher : GRIN Verlag
- ISBN : 9783656588153
- Genre : Business & Economics
- Total Page : 36 pages
- Language : English
- PDF File Size : 16,6 Mb
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