Multi-factor model of banking industry stock returns: Kazakhstani market perspective

ISSN: 2616-731X

dc.contributor.author	Karatorgayeva, D.
dc.contributor.author	Kiyasheva, D.
dc.contributor.author	Smailova, A.
dc.contributor.author	Zhanadil, A.
dc.date.accessioned	2022-06-20T06:12:39Z
dc.date.available	2022-06-20T06:12:39Z
dc.date.issued	2022
dc.identifier.uri	http://repository.kazguu.kz/handle/123456789/1395
dc.description.abstract	The purpose of the provided research is to analyze the dependence of stock's profitability on certain macroeconomic and industry variables using a multifactorial model. We selected companies in the banking sector based on the availability of their data on the Kase Stock Exchange. These data were mainly taken with the maximum period from January 2017 up to December 2021 in order to capture as much time as possible. Further, to study this topic, the R programming language and several additional libraries for data cleaning were used. The results show that market returns account for variations in stock returns, but the inclusion of other economic variables increased the explanatory power of the model.	ru_RU
dc.language.iso	en	ru_RU
dc.publisher	International School of Economics KAZGUU, Nur-Sultan	ru_RU
dc.subject	stock market, stock returns, macroeconomic variables, banking industry, multifactorial model	ru_RU
dc.title	Multi-factor model of banking industry stock returns: Kazakhstani market perspective	ru_RU
dc.type	Диссертация (Thesis)	ru_RU