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...

Full description

Bibliographic Details
Main Authors: Meng-Chin Cho, 卓孟瑾
Other Authors: Jen-Hung Wang
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/60887651438016401315
id ndltd-TW-099SHU05304015
record_format oai_dc
spelling 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
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 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.
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
work_keys_str_mv AT mengchincho consumerconfidenceindexandtheperformanceoftaiwanstockmarket
AT zhuōmèngjǐn consumerconfidenceindexandtheperformanceoftaiwanstockmarket
AT mengchincho xiāofèizhěxìnxīnzhǐshùyǔtáiwāngǔshìjízǒngtǐjīngjìzhǐshùzhīxiāngguānxìngyánjiū
AT zhuōmèngjǐn xiāofèizhěxìnxīnzhǐshùyǔtáiwāngǔshìjízǒngtǐjīngjìzhǐshùzhīxiāngguānxìngyánjiū
_version_ 1718220594898534400