總體經濟變數對市場指數之影響－以美國、日本及中國市場為例

南華大學機構典藏系統 > 管理學院 > 企業管理學系(管理科學碩/博士班,非營利事業管理碩士班) > 博碩士論文-管理科學碩博士班 > Item 987654321/24408

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题名:	總體經濟變數對市場指數之影響－以美國、日本及中國市場為例
其它题名:	How do Macroeconomic Variables Impact on Market Index Price--Evidence on USA, Japan and China
作者:	古妍娜 Turmunkh, Nomin-Erdene
貢獻者:	企業管理學系管理科學碩博士班袁淑芳 Shu-Fang Yuan
关键词:	Macroeconomic Variables;Market Price Index;Multiple Regressions
日期:	2016
上传时间:	2016-10-25 16:08:27 (UTC+8)
摘要:	The movements of macroeconomic variables are highly sensitive to the changes on a stock price return and to the changes in expectations about future anticipations. Accordingly, this study aims to demonstrate how some major macroeconomic variables which are viewed as the indicator can best explain the movement of stock price for stock investing profit impact on the market price return of the USA, Japan and China. The monthly data have been used for the empirical result during the period of 2005-2015. Also, their impact of the selected macroeconomic variables on the market price index that says CPI, GDP, PMI, money supply and the unemployment rate are examined by the single and multiple regression analysis in this study. We found GDP will significantly positively impact on the stock price of all sample markets. Secondly, the market price of China, that says is Shanghai stock market, is positively affected by all the selected five macroeconomic variables. Furthermore, it found that the explanatory ability of multiple regressions model is significantly better than single regression.
显示于类别:	[企業管理學系(管理科學碩/博士班,非營利事業管理碩士班)] 博碩士論文-管理科學碩博士班

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