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Contribution Details
Type | Bachelor's Thesis |
Scope | Discipline-based scholarship |
Title | Macroeconomic Drivers of the Swiss Stock Market |
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Institution | University of Zurich |
Faculty | Faculty of Economics, Business Administration and Information Technology |
Number of Pages | 72 |
Date | 2015 |
Abstract Text | The aim of this thesis is to examine whether the information contained in macroeconomic variables can be used to predict stock market returns in Switzerland. On the one hand, the efficient market hypothesis states that currently available information should be fully reflected in current prices. Hence, no reliable forecasts should be possible. On the other hand, some studies have shown that certain macroeconomic variables are sufficiently persistent and correlated with stock market returns to make forecasts which are superior to random guesses. |
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