EQUITY INVESTMENTS PORTFOLIO RISK IN DIFFERENT STAGES OF BUSINESS CYCLE

Ričardas Mileris
2014 Apskaitos ir finansų mokslas ir studijos: problemos ir perspektyvos  
This paper analyzes the stock market dynamics in current business cycle of Lithuania. The research has affirmed that macroeconomic environment has the very strong impact on the share prices of Lithuanian listed companies. The early warning patterns of possible sudden OMXV index decrease were suggested analyzing the changes of companies financial condition and the relative stock market and macroeconomic indicators. The factorial regression model was developed for the support of investments
more » ... f investments decision making.
doi:10.15544/ssaf.2014.18 fatcat:ki2hshekzzh2nnxp7sccfudj4m