S&P 500 returns revisited

Details S&P 500 returns revisited S&P 500 returns revisited

2010-03-29

arxiv.org/abs/1004.0213v1

Economy

Quantitative Finance

Statistical Finance

18 pages, 12 figures

Scientific paper

The predictions of the S&P 500 returns made in 2007 have been tested and the underlying models amended. The period between 2003 and 2008 should be described by the dependence of the S&P 500 stock market index on real GDP because the population pyramid was highly inaccurate. The 2008 trough and 2009 rally are well predicted by the original model, however. The rally will end in March/April 2010 and the S&P 500 level will be decreasing into 2011. This prediction should validate the model.

Affiliated with

Also associated with

No associations

Rating

S&P 500 returns revisited does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with S&P 500 returns revisited, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and S&P 500 returns revisited will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-501464