Analysis of the causal relationship between international stock market by multiple regression model

• Main Authors: LI-CHEN,YEH, 葉禮振
• Other Authors: Shui-Chuan Chen
• Format: Others
• Language: zh-TW
• Published: 2015
• Online Access: http://ndltd.ncl.edu.tw/handle/42200936108449473439

碩士 === 國立勤益科技大學 === 工業工程與管理系 === 103 === In recent years, changed in Chinese stock markets for the world's financial environment influence, attracted attention of Chinese growth, cooperated with the gradual opening of cross-strait financial, and appear many financial products. Forecasting the stock has been the hottest topic for investors, but high return is also accompanied by high risk, and how to accurately predict future changes in stock prices has been the concern to investor's target. Therefore, this study examines global stock market rank each country's the best-performing and worst-performing with stock price rise-and-fall for the impact of the Shanghai and Shenzhen Stock, and Yuanta/P-shares Taiwan Top 50 of daily stock price rise-and-fall for this study's topic. The daily data found out the variable of higher relationship to develop more immediate relevance judgments rising. For each country's the best-performing and worst-performing with stock price rise-and-fall, and Taiwan 50 with stock price rise-and-fall of historical data, to forecast short-term future of the Shanghai and Shenzhen Stock by SPSS multiple regression model. The main results indicate that the global stock market rank each country's the best-performing and worst-performing with stock price rise-and-fall, and Yuanta/P-shares Taiwan Top 50 of daily stock price rise-and-fall significant impact of the Shanghai and Shenzhen Stock. This study result of forecasting future stock price rise-and-fall will provide reference to investors. Then to develop investment strategies, it means that investors can invest Shanghai and Shenzhen Stock through the global international financial information to get return.