| Summary: | 碩士 === 大葉大學 === 管理學院碩士在職專班 === 106 === This study employs vector autoregression model(VAR) to explore correlations between footwear stocks in Taiwan and stock prices for global sportswear brands and covers 285-week data from October 15, 2012 to March 26, 2018.
The findings exhibit that Columbia’s stock price positively leads the stock price of Fulgent Sun Group by week. Moreover, the stock price of NIKE is indicative of the stock price volatility of Feng Tay Group and Pou Chen Group. In consequence, based on Columbia’s and Nike’s weekly stock performances, weekly forecasts for Fulgent Sun Group, Feng Tay Group, and Pou Chen Group could be released.
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