Forecasting the Capitalization of the Russian Securities Market

Student: Khoroshilova Irina

Educational Programme: Economics (Bachelor)

Year of Graduation: 2018

Forecasting stock market capitalization is an important question for assessing the development of the stock market. Stock market is an indicator of an economy financial health. It shows the mood of investors in the country. Stock market development is an important ingredient for economic growth. This paper examines the impact of different factors on capitalization. A time series econometric investigation is conducted over the period 2004 - 2017. In work was used regression model and hypotheses about the influence of various factors on the capitalization index. Data from the period from Q3 2014 to Q4 2017 allowed the most accurate prediction of the value of the RTS index for the 1st quarter of 2018.

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