2004 Student Research Conference:
17th Annual Student Research Conference

Business & Accountancy

Statistical Analysis of Trends in the Major Stock Market Indices
Austin B. George
Dr. Andrew C. Mun, Faculty Mentor

The goal of this project is to examine a time series trend of the three most important stock market indices in the United States over the past twenty-five years. The Dow Jones, S&P 500, and NASDAQ appear to follow similar trends in the direction of their movements but at times display significant differences in the amount moved. Through exploring this period, one will notice several major events that may be large contributing factors to the movement of these indices. The information presented about past movements will exemplify types of events that cause volatility in the market. It is probable that past events will be useful as leading indicators for future prices, but one must remember there is not any certainty in predictions.

Keywords: indices, dow jones, nasdaq, prediction, trend, events, factors, volatility

Topic(s):Business Administration

Presentation Type: Oral Paper

Session: 27-5
Location: OP 2113
Time: 3:15

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