The Short-term Impact of Macroeconomic Changes on Stock Return: Study on Chinese Stock Market
This study investigates the short-term relationships between stock return and a set of macroeconomic variables: inflation rate, term-structure, the money supply growth gap between M1 and M2 (MSGG), exchange rate, and the Macroeconomic Coincident Climate Index (MCCI) as an indicator of current nation...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2015
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| Online Access: | https://eprints.nottingham.ac.uk/30017/ |