ANALYSIS OF EQUITY MARKETS: A SPEARMAN RANK CORRELATION COEFFICIENT APPROACH
In this honors thesis, I attempted to develop an investment strategy to analyze the U.S. stock market by studying the correlations between nine sectors defined by the Select Sector Standard & Poor’s Depository Receipts (SPDR). These funds are a group of exchange-traded funds (ETFs) which are tra...
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The University of Arizona.
2016
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ndltd-arizona.edu-oai-arizona.openrepository.com-10150-6126362016-06-12T03:01:00Z ANALYSIS OF EQUITY MARKETS: A SPEARMAN RANK CORRELATION COEFFICIENT APPROACH CHEN, ZHAOREN Singh, Arvind In this honors thesis, I attempted to develop an investment strategy to analyze the U.S. stock market by studying the correlations between nine sectors defined by the Select Sector Standard & Poor’s Depository Receipts (SPDR). These funds are a group of exchange-traded funds (ETFs) which are traded worldwide and can adequately represent the performance of the sectors. Through my method, I hope to identify the sector trends in the future by evaluating the sector ETF’s most recent short-term period data. This analysis will provide an alternate investment method for investors to avoid short-term investment risk as well as explanations of why I think the approach may not be valid. 2016 text Electronic Thesis http://hdl.handle.net/10150/612636 http://arizona.openrepository.com/arizona/handle/10150/612636 en_US Copyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction or presentation (such as public display or performance) of protected items is prohibited except with permission of the author. The University of Arizona. |
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NDLTD |
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en_US |
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NDLTD |
| description |
In this honors thesis, I attempted to develop an investment strategy to analyze the U.S. stock market by studying the correlations between nine sectors defined by the Select Sector Standard & Poor’s Depository Receipts (SPDR). These funds are a group of exchange-traded funds (ETFs) which are traded worldwide and can adequately represent the performance of the sectors. Through my method, I hope to identify the sector trends in the future by evaluating the sector ETF’s most recent short-term period data. This analysis will provide an alternate investment method for investors to avoid short-term investment risk as well as explanations of why I think the approach may not be valid. |
| author2 |
Singh, Arvind |
| author_facet |
Singh, Arvind CHEN, ZHAOREN |
| author |
CHEN, ZHAOREN |
| spellingShingle |
CHEN, ZHAOREN ANALYSIS OF EQUITY MARKETS: A SPEARMAN RANK CORRELATION COEFFICIENT APPROACH |
| author_sort |
CHEN, ZHAOREN |
| title |
ANALYSIS OF EQUITY MARKETS: A SPEARMAN RANK CORRELATION COEFFICIENT APPROACH |
| title_short |
ANALYSIS OF EQUITY MARKETS: A SPEARMAN RANK CORRELATION COEFFICIENT APPROACH |
| title_full |
ANALYSIS OF EQUITY MARKETS: A SPEARMAN RANK CORRELATION COEFFICIENT APPROACH |
| title_fullStr |
ANALYSIS OF EQUITY MARKETS: A SPEARMAN RANK CORRELATION COEFFICIENT APPROACH |
| title_full_unstemmed |
ANALYSIS OF EQUITY MARKETS: A SPEARMAN RANK CORRELATION COEFFICIENT APPROACH |
| title_sort |
analysis of equity markets: a spearman rank correlation coefficient approach |
| publisher |
The University of Arizona. |
| publishDate |
2016 |
| url |
http://hdl.handle.net/10150/612636 http://arizona.openrepository.com/arizona/handle/10150/612636 |
| work_keys_str_mv |
AT chenzhaoren analysisofequitymarketsaspearmanrankcorrelationcoefficientapproach |
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1718302486061645824 |