MACROECONOMIC IMPACT ON STOCK PRICE VOLATILITY: EVIDENCE FROM UK AND US

The objective of the study is to investigate the relationship between macroeconomic variables and the stock market index for UK and US in London Stock Exchange (LSE) and New York Stock Exchange (NYSE) by carrying out the Ordinary Least Square (OLS) multiple regression for the period of eleven years...

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Bibliographic Details
Main Author: Yu, Qing
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2012
Online Access:http://eprints.nottingham.ac.uk/25606/
http://eprints.nottingham.ac.uk/25606/1/dissertation.pdf