Stock Returns and Economic, Non-Economic, and Financial indicators in the Healthcare Industry

Stock Returns and Economic, Non-Economic, and Financial indicators in the Healthcare Industry

I would investigate the relationship between stock returns and indicators by multifactor models. I would also explore the stock returns of the top ten companies in the healthcare industry by MGARCH models.

The problem to investigate is the asymmetry of stock returns or stock volatility and the effect of financial statements on stock volatility.