The Relationship between Consumption and Stock Return
碩士 === 朝陽科技大學 === 保險金融管理系 === 105 === This paper investigates the lead or lag relationship between consumption and market return. The sample period is covering about 44-year period from 1972 to 2015. The results of VAR model and Granger Causality test show that market return is to be a leading indic...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9xw5dz |