Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Myth-Busting: The Economy Drives the Stock Market and more

In today’s briefing:

  • Myth-Busting: The Economy Drives the Stock Market

Myth-Busting: The Economy Drives the Stock Market

By Nicolas Rabener

  • US real GDP growth and US stock market returns were positively correlated since 1900
  • However, the correlation was not consistent and even turned negative
  • The evidence of this relationship from other countries is mixed

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