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A study of the peculiarities of signals affecting the behavior of the stock market in a global environment

Abstract

The country’s economy is strongly influenced by investment, so it is important to identify the factors that determine investors’ choices to invest in certain areas, which means it is important to anticipate how to create favorable economic, social, legal and other investment conditions to attract investment. The situation of stock markets during COVID-19 has only once again shown the important role that stock markets play for national economies. Numerous scientific sources describe how stock markets work in relation to the global economy, but do not make enough suggestions or conduct sufficient research to decide how to successfully forecast stock markets in the face of increasing globalization. After the analysis of the scientific literature and the correlation analysis, the aim will be to identify the peculiarities of the signals affecting the behavior of the stock market, and what importance they may have in proper investment management. The study will use global annual growth rates for the healthcare and technology sectors and the annual return funds: SEB Medical Fund and SEB Technology Fund. The correlation analysis will use 5-year data to determine whether growth in different sectors can be signals in stock market forecasting and will be used in planned further research using artificial intelligence techniques.


Article in Lithuanian.


Akcijų rinkos elgseną veikiančių signalų ypatumų globalioje aplinkoje tyrimas


Santrauka


Šalies ekonomikai didelę įtaką daro investicijos, todėl labai svarbu identifikuoti, kokie veiksniai lemia investuotojų pasirinkimus investuoti į tam tikras sritis, o tai reiškia, kad svarbu numatyti, kaip sukurti palankias investavimo sąlygas, susijusias su ekonominiais, socialiniais, teisiniais ir kitais aspektais, siekiant pritraukti investicijų. Akcijų rinkų situacija COVID-19 metu tik dar kartą parodė, kokį svarbų vaidmenį valstybių ekonomikoms atlieka akcijų rinkos. Daugybėje mokslinių šaltinių aprašoma, kaip veikia akcijų rinkos, kaip susijusios su globalia ekonomika, tačiau nėra pateikiama pakankamai pasiūlymų, ar atlikta tiek tyrimų, kad būtų galima nuspręsti, kaip sėkmingai prognozuoti akcijų rinkas susiduriant su vis plačiau pasireiškiančiais globalizacijos procesais. Po atliktos mokslinės literatūros analizės ir koreliacinės analizės bus siekiama identifikuoti akcijų rinkos elgseną veikiančių signalų ypatumus, kokią svarbą jie gali turėti tinkamai valdant investicijas. Atliekant tyrimą bus remiamasi globaliais metiniais sveikatos apsaugos sektorių ir technologijų sektoriaus bei metinės grąžos fondų: ,,SEB Medical Fund“ ir ,,SEB Technology Fund“ – augimo tempais. Atliekant koreliacinę analizę, naudojami 5 metų duomenys siekiant nustatyti, ar skirtingų sektorių augimas gali būti signalas atliekant akcijų rinkų prognozes. Duomenys naudojami planuojamuose tolesniuose tyrimuose taikant dirbtinio intelekto metodus.


Reikšminiai žodžiai: akcijų rinkos, investiciniai sprendimai, akcijų rinkų svyravimai, ekonomika, signalai.

Keyword : stock markets, investment decisions, stock market fluctuations, economics, signals

How to Cite
Kiškienė, K., & Vasiliauskaitė, A. (2022). A study of the peculiarities of signals affecting the behavior of the stock market in a global environment. Mokslas – Lietuvos Ateitis / Science – Future of Lithuania, 14. https://doi.org/10.3846/mla.2022.15872
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May 4, 2022
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