The Relevance of Investor Sentiment, Macroeconomic Variables And The Returns of Taiwan Stock Market.

碩士 === 國立暨南國際大學 === 國際企業學系 === 102 === We construct a VAR model to investigate the relationship of investor sentiment, macroeconomic variables (industrial production index, consumer price index, money supply, exchange rate, unemployment rate, interest rate ), and the returns of Taiwan stock market a...

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Bibliographic Details
Main Authors: Wang Jian Yi, 王健一
Other Authors: Chen Pei Fen
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/67927929394928660359