The Exploration of the Relationship between Stock's Price and Macro Economic Indicators for Taiwan's Semiconductor Industry
碩士 === 國立成功大學 === 企業管理學系專班 === 97 === The study is discussing the relationship between stock’s price and macroeconomic variables in Taiwan semiconductor industry. My motive is because I invest in semiconductor technology at present. I want to know the relationship fluctuation of the stock’s price an...
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ndltd-TW-097NCKU51210872016-05-04T04:26:28Z http://ndltd.ncl.edu.tw/handle/66803460461420443054 The Exploration of the Relationship between Stock's Price and Macro Economic Indicators for Taiwan's Semiconductor Industry 總體經濟變數與個股股價關聯之探討-以台灣上市半導體為例 Yi-Chiao Huang 黃奕喬 碩士 國立成功大學 企業管理學系專班 97 The study is discussing the relationship between stock’s price and macroeconomic variables in Taiwan semiconductor industry. My motive is because I invest in semiconductor technology at present. I want to know the relationship fluctuation of the stock’s price and macroeconomic variables. The regression analysis is used in this study. After preliminary regression model, we removed the insignificant variables by Multicollinearity、Nested Hypothesis and White Heteroskedasticity Test, then obtain the final rivised regression model. The final empirical results found that the consumer price index and the exchange rate N to the negative relation, the money supply (M1B) and the industrial production and the interest rate tend to be positively related. The export and import are not significant, only the consumer price index, the money supply (M1B) and the interest rate are significan. And the consumer price index, the interest rate and the money supply (M1B) have significan results. Then compared with the whole stock market, we also found the consumer price index and exchange rate are negative relation, the money supply and the industrial production and the interest rate are positively correlated. Shuang-Shii, Chuang 莊雙喜 2009 學位論文 ; thesis 70 zh-TW |
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碩士 === 國立成功大學 === 企業管理學系專班 === 97 === The study is discussing the relationship between stock’s price and macroeconomic variables in Taiwan semiconductor industry. My motive is because I invest in semiconductor technology at present. I want to know the relationship fluctuation of the stock’s price and macroeconomic variables.
The regression analysis is used in this study. After preliminary regression model, we removed the insignificant variables by Multicollinearity、Nested Hypothesis and White Heteroskedasticity Test, then obtain the final rivised regression model.
The final empirical results found that the consumer price index and the exchange rate N to the negative relation, the money supply (M1B) and the industrial production and the interest rate tend to be positively related. The export and import are not significant, only the consumer price index, the money supply (M1B) and the interest rate are significan. And the consumer price index, the interest rate and the money supply (M1B) have significan results.
Then compared with the whole stock market, we also found the consumer price index and exchange rate are negative relation, the money supply and the industrial production and the interest rate are positively correlated.
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author2 |
Shuang-Shii, Chuang |
author_facet |
Shuang-Shii, Chuang Yi-Chiao Huang 黃奕喬 |
author |
Yi-Chiao Huang 黃奕喬 |
spellingShingle |
Yi-Chiao Huang 黃奕喬 The Exploration of the Relationship between Stock's Price and Macro Economic Indicators for Taiwan's Semiconductor Industry |
author_sort |
Yi-Chiao Huang |
title |
The Exploration of the Relationship between Stock's Price and Macro Economic Indicators for Taiwan's Semiconductor Industry |
title_short |
The Exploration of the Relationship between Stock's Price and Macro Economic Indicators for Taiwan's Semiconductor Industry |
title_full |
The Exploration of the Relationship between Stock's Price and Macro Economic Indicators for Taiwan's Semiconductor Industry |
title_fullStr |
The Exploration of the Relationship between Stock's Price and Macro Economic Indicators for Taiwan's Semiconductor Industry |
title_full_unstemmed |
The Exploration of the Relationship between Stock's Price and Macro Economic Indicators for Taiwan's Semiconductor Industry |
title_sort |
exploration of the relationship between stock's price and macro economic indicators for taiwan's semiconductor industry |
publishDate |
2009 |
url |
http://ndltd.ncl.edu.tw/handle/66803460461420443054 |
work_keys_str_mv |
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