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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Bibliographic Details
Main Author: CHEN, ZHAOREN
Other Authors: Singh, Arvind
Language:en_US
Published: The University of Arizona. 2016
Online Access:http://hdl.handle.net/10150/612636
http://arizona.openrepository.com/arizona/handle/10150/612636

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