Consumer Confidence Index and the Performance of Taiwan Stock Market
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 99 === We examine whether consumer confidence affects expected stock returns of Taiwan. The samples are analyzed for the period of 1st quarter 1999 to 3rd quarter 2010. There are statistically significant relationships between consumer confidence and stock returns...
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ndltd-TW-099SHU053040152016-04-11T04:22:22Z http://ndltd.ncl.edu.tw/handle/60887651438016401315 Consumer Confidence Index and the Performance of Taiwan Stock Market 消費者信心指數與台灣股市及總體經濟指數之相關性研究 Meng-Chin Cho 卓孟瑾 碩士 世新大學 財務金融學研究所(含碩專班) 99 We examine whether consumer confidence affects expected stock returns of Taiwan. The samples are analyzed for the period of 1st quarter 1999 to 3rd quarter 2010. There are statistically significant relationships between consumer confidence and stock returns of Taiwan. The macroeconomic indicators include consumer price index, nominal GDP, money supply (M1B), rate spread and exchange rate. The research results indicate that previous variables are positive correlations between Taiwan stock market. In line with recent evidence for the Taiwan stock market, we find that present quarter of sentiment positively forecasts. next quarter of stock market returns. Jen-Hung Wang 王仁宏 2011 學位論文 ; thesis 32 zh-TW |
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碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 99 === We examine whether consumer confidence affects expected stock returns of Taiwan. The samples are analyzed for the period of 1st quarter 1999 to 3rd quarter 2010. There are statistically significant relationships between consumer confidence and stock returns of Taiwan. The macroeconomic indicators include consumer price index, nominal GDP, money supply (M1B), rate spread and exchange rate. The research results indicate that previous variables are positive correlations between Taiwan stock market. In line with recent evidence for the Taiwan stock market, we find that present quarter of sentiment positively forecasts. next quarter of stock market returns.
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author2 |
Jen-Hung Wang |
author_facet |
Jen-Hung Wang Meng-Chin Cho 卓孟瑾 |
author |
Meng-Chin Cho 卓孟瑾 |
spellingShingle |
Meng-Chin Cho 卓孟瑾 Consumer Confidence Index and the Performance of Taiwan Stock Market |
author_sort |
Meng-Chin Cho |
title |
Consumer Confidence Index and the Performance of Taiwan Stock Market |
title_short |
Consumer Confidence Index and the Performance of Taiwan Stock Market |
title_full |
Consumer Confidence Index and the Performance of Taiwan Stock Market |
title_fullStr |
Consumer Confidence Index and the Performance of Taiwan Stock Market |
title_full_unstemmed |
Consumer Confidence Index and the Performance of Taiwan Stock Market |
title_sort |
consumer confidence index and the performance of taiwan stock market |
publishDate |
2011 |
url |
http://ndltd.ncl.edu.tw/handle/60887651438016401315 |
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