School of Business
Nathanael D. Peach
This study aims to answer whether the health of the United States equities market is a representation of the well-being of the macro-economy. There are two primary goals in this study. The first is to model the determinants of fluctuating stock prices in the short-run. For this reason, data is collected in monthly units intended to represent short-term fluctuations in the S&P price over time. The second is to model the expected impact of recessionary pressures on the performance of equities.
Freitag, Daniel, "Don’t Judge the S&P 500 by its Cover: When Expectations Meet Regression" (2013). Student Scholarship - College of Business. 3.