Macroeconomics and hotel stock returns: a VAR model
碩士 === 國立中正大學 === 財務金融所 === 96 === This study investigates the linkage between macroeconomic explanatory factors and hotel stock returns in Japan. In addition to macroeconomic variables commonly used in previous studies, such as changes in discount rate (DSCHG), growth rates of money supply, changes...
Main Authors: | Hsin-Jung Lu, 呂欣蓉 |
---|---|
Other Authors: | Ming-Hsiang Chen |
Format: | Others |
Language: | en_US |
Online Access: | http://ndltd.ncl.edu.tw/handle/20181549172848866059 |
Similar Items
-
Investor Sentiment , Macroeconomic Factors and Stock Return
by: Pei-Jung Yu, et al.
Published: (2008) -
Macroeconomic Variables, Leverage, Stock Returns and Stock Return Volatility
by: Godfrey Marozva, et al.
Published: (2017-08-01) -
The Stock Return and Macroeconomic Forces in Japan
by: Wei-tai Huang, et al.
Published: (2007) -
The effects of macroeconomic factors to stock returns
by: WANG, LI-MEI, et al.
Published: (1992) -
The effects of macroeconomic factors to stock returns
by: Wang, Li-Mei, et al.