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[{"key": "dc.contributor.advisor", "value": "Junttila, Juha", "language": null, "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Lahtinen, Johannes", "language": null, "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2016-06-19T06:23:42Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2016-06-19T06:23:42Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2016", "language": null, "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.other", "value": "oai:jykdok.linneanet.fi:1545062", "language": null, "element": "identifier", "qualifier": "other", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/50433", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "T\u00e4ss\u00e4 Pro gradu-tutkielmassa selvitettiin, pystyt\u00e4\u00e4nk\u00f6 osinkotuotolla ja makroriskitekij\u00f6ill\u00e4 ennustamaan Helsinki OMX -indeksin osaketuottoa. Samalla kartoitettiin osaketuoton, osinkotuoton ja makroriskitekij\u00f6iden vaikutussuhteita Suomessa. Makroriskitekij\u00f6in\u00e4 tutkimuksessa k\u00e4ytettiin inflaation, korkoeron ja teollisuustuotannon muutoksia. Tutkimusaineisto sis\u00e4lt\u00e4\u00e4 nelj\u00e4nnesvuosittaiset havainnot tarkasteltavista muuttujista aikav\u00e4lilt\u00e4 1992 - 2015. Muuttujien ennustekyky\u00e4 analysoitiin my\u00f6s vuosiaineistossa.\nOsakemarkkinoiden ja makrotalouden yhteytt\u00e4 tutkittiin Granger- kausaalisuustestill\u00e4. Kausaalisuustestin perusteella luotiin viisi erilaista ennustemallia, joiden ennustekyky\u00e4 arvioitiin otoksen sis\u00e4isill\u00e4 sek\u00e4 otoksen ulkopuolisilla ennusteilla. Testeiss\u00e4 pyrittiin ottamaan huomioon finanssikriisin vaikutus osaketuoton ennustettavuuteen, tekem\u00e4ll\u00e4 ennusteita vuodesta 2008 eteenp\u00e4in.\nOsinkotuoton ei havaittu ennustavan tulevia osakehintoja. Sen sijaan Granger- kausaalisuustestin perusteella osinkotuotolla huomattiin olevan yhteys tuleviin osinkoihin. Makroriskitekij\u00f6it\u00e4 sis\u00e4lt\u00e4vien mallien ennusteet olivat kaikilla tarkastelluilla aikav\u00e4leill\u00e4 parempia, kuin pelk\u00e4n osinkotuoton tai osaketuoton viiveen sis\u00e4lt\u00e4vien ennustemallien. Inflaatiolla katsottiin olevan selkein yhteys tulevaan osaketuottoon, etenkin vuositasolla ennustettaessa.\nTutkimustulosten perusteella makroriskitekij\u00f6iden p\u00e4\u00e4tell\u00e4\u00e4n sis\u00e4lt\u00e4v\u00e4n hy\u00f6dyllist\u00e4 informaatiota tulevista osakehinnoista. Saadut tulokset luovat vahvistusta osakemarkkinoiden ja makrotalouden yhteydelle Suomessa. My\u00f6s osakemarkkinoiden havaittiin mahdollisesti vaikuttavan makrotalouden tuleviin muutoksiin.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted using Plone Publishing form by Johannes Lahtinen (laujohla) on 2016-06-19 06:23:41.817498. Form: Pro gradu -lomake (https://kirjasto.jyu.fi/julkaisut/julkaisulomakkeet/pro-gradu-lomake). JyX data: [jyx_publishing-allowed (fi) =True]", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by jyx lomake-julkaisija (jyx-julkaisija.group@korppi.jyu.fi) on 2016-06-19T06:23:42Z\nNo. of bitstreams: 2\nURN:NBN:fi:jyu-201606193205.pdf: 2232991 bytes, checksum: 3516f0273a394cd6808f852f5d01e3b1 (MD5)\nlicense.html: 4837 bytes, checksum: 1abbd495a8deba7e99e8031aac022f27 (MD5)", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2016-06-19T06:23:42Z (GMT). No. of bitstreams: 2\nURN:NBN:fi:jyu-201606193205.pdf: 2232991 bytes, checksum: 3516f0273a394cd6808f852f5d01e3b1 (MD5)\nlicense.html: 4837 bytes, checksum: 1abbd495a8deba7e99e8031aac022f27 (MD5)\n Previous issue date: 2016", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "1 verkkoaineisto (62 sivua)", "language": null, "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.format.mimetype", "value": "application/pdf", "language": null, "element": "format", "qualifier": "mimetype", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "osakemarkkinat", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "osaketuotto", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "osinkotuotto", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "makrotalous", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Osinkotuoton ja makroriskitekij\u00f6iden kyky ennustaa osaketuottoa Suomessa", "language": null, "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-201606193205", "language": null, "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": 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