碩士 / 國立雲林科技大學 / 財務金融系碩士班 / 100 / This financial tsunami led the high volatility of these stock markets, and further caused investors lack of confidence. There are a lot of factors influencing the volatility of stock prices. Not only big news and political issues but also macroeconomic factors would lead stock prices more violent. Among many methodologies, the public adopts macroeconomic factors when evaluating the performance of investment instruments because of their characteristics of quantification and understandability. Thus, this research further tries to find out the factors that affect stock prices. This paper uses Tobit Model to discuss the correlation between the recovery days of stock prices for various countries and these macroeconomic factors.
The research shows that all of these macroeconomic factors such as CPI, interest rate, wholesale price index, GDP, unemployment rate, export trade, and import trade are important elements influencing the recovery days of stock prices.
| Identifer | oai:union.ndltd.org:TW/100YUNT5304026 |
| Date | January 2012 |
| Creators | Tzu-ying Chen, 陳姿穎 |
| Contributors | Ai-chi Hsu, 胥愛琦 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 62 |
Page generated in 0.0086 seconds