CORRELATION AND CAUSALITY BETWEEN CONSUMER SENTIMENT AND STOCK MARKETS: EVIDENCE FROM SP 500

Tietueen suppeat tiedot
dc.contributor.authorLaaksoharju, Maarit
dc.contributor.facultyfi=Kauppatieteellinen tiedekunta|en=Faculty of Business Studies|
dc.contributor.organizationVaasan yliopisto
dc.date.accessioned2011-12-22
dc.date.accessioned2018-04-30T13:42:37Z
dc.date.accessioned2025-06-25T15:11:41Z
dc.date.available2012-01-23
dc.date.available2018-04-30T13:42:37Z
dc.date.issued2012
dc.description.abstractThe purpose of thesis is to investigate the relationship and causality between two im-portant consumer sentiment indices and the stock markets in United States. Used measures are monthly observations of Michigan Consumer sentiment MCSI and Con-ference board Consumer Confidence CCI. SP500 will represent the stock market and it will be divided in to 11 sector subsets to provide view in to the relationship among dif-ferent industries. Statistical methods used in this thesis are correlation and Granger cau-sality.
dc.description.notificationfi=Opinnäytetyö kokotekstinä PDF-muodossa.|en=Thesis fulltext in PDF format.|sv=Lärdomsprov tillgängligt som fulltext i PDF-format|
dc.format.bitstreamtrue
dc.format.extent72
dc.identifier.olddbid2355
dc.identifier.oldhandle10024/2307
dc.identifier.urihttps://osuva.uwasa.fi/handle/11111/5837
dc.language.isoeng
dc.rightsCC BY-NC-ND 4.0
dc.source.identifierhttps://osuva.uwasa.fi/handle/10024/2307
dc.subjectConsumer confidence
dc.subjectGranger causality
dc.subject.studyfi=Laskentatoimi ja rahoitus|en=Accounting and Finance|
dc.titleCORRELATION AND CAUSALITY BETWEEN CONSUMER SENTIMENT AND STOCK MARKETS: EVIDENCE FROM SP 500
dc.type.ontasotfi=Pro gradu - tutkielma |en=Master's thesis|sv=Pro gradu -avhandling|

Tiedostot

Näytetään 1 - 1 / 1
Name:
osuva_4642.pdf
Size:
3.6 MB
Format:
Adobe Portable Document Format
Lataa

Kokoelmat

Pro gradu -tutkielmat ja diplomityöt