Comparison of the Composition of Factors Affecting the Prices of Russian, American and Chinese Stocks

Student: Iuliia Lapteva

Educational Programme: Financial Engineering (Master)

Final Grade: 8

Year of Graduation: 2024

This graduate work is related to the analysis of the impact of macroeconomic factors on the stock markets of the US, Russia and China. The article studies peculiarities and differences of these markets, influence of geopolitical events, economic policy and regulation on share prices. The aim of the study is to identify the relationships between the factors and dynamics of share prices, as well as to create a factor strategy for investment. The scientific novelty of the work consists in the use of a wide selection of factors and their complex analysis. The results will help investors make informed decisions about the portfolio. The structure of work includes an introduction, three chapters (theoretical rationale, market benchmarking and implementation), a conclusion and a list of literature.

Full text (added May 15, 2024)

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