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...

Full description

Bibliographic Details
Main Author: Li, Hao
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2015
Subjects:
Online Access:https://eprints.nottingham.ac.uk/30017/
_version_ 1848793903792128000
author Li, Hao
author_facet Li, Hao
author_sort Li, Hao
building Nottingham Research Data Repository
collection Online Access
description 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 national macroeconomic condition. A range of Vector auto-regression (VAR) based tests are conducted to examine the short-term explanatory power of the selected macroeconomic variables on stock return. The Granger-Causality tests indicate there are two-way causal relationships between stock return and all the selected macroeconomic variables, only except for term-structure. Impulse response function and forecast error variance decompositions suggest MSGG, exchange rate, and MCCI are significant in explaining stock return. The empirical model estimated in this study perform well in forecasting short-term movement of stock return and MCCI. The findings in this study suggest an inconsistent result with the Efficient Market Hypothesis (EMH), that the stock return in Chinese market can be predicted by using the past value of the macroeconomic variables. However the findings give support to another financial theory that stock market is the barometer of national economy, it reflects business conditions and tends to predict the economy in advance. To stock market investors, the implication of this study is to pay attention to these macroeconomic variable when making short-term speculative strategies. To policy makers, policy changes especially in money supply and exchange rate may cause significant fluctuations in financial market in short-term.
first_indexed 2025-11-14T19:07:42Z
format Dissertation (University of Nottingham only)
id nottingham-30017
institution University of Nottingham Malaysia Campus
institution_category Local University
language English
last_indexed 2025-11-14T19:07:42Z
publishDate 2015
recordtype eprints
repository_type Digital Repository
spelling nottingham-300172017-10-19T14:58:31Z https://eprints.nottingham.ac.uk/30017/ The Short-term Impact of Macroeconomic Changes on Stock Return: Study on Chinese Stock Market Li, Hao 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 national macroeconomic condition. A range of Vector auto-regression (VAR) based tests are conducted to examine the short-term explanatory power of the selected macroeconomic variables on stock return. The Granger-Causality tests indicate there are two-way causal relationships between stock return and all the selected macroeconomic variables, only except for term-structure. Impulse response function and forecast error variance decompositions suggest MSGG, exchange rate, and MCCI are significant in explaining stock return. The empirical model estimated in this study perform well in forecasting short-term movement of stock return and MCCI. The findings in this study suggest an inconsistent result with the Efficient Market Hypothesis (EMH), that the stock return in Chinese market can be predicted by using the past value of the macroeconomic variables. However the findings give support to another financial theory that stock market is the barometer of national economy, it reflects business conditions and tends to predict the economy in advance. To stock market investors, the implication of this study is to pay attention to these macroeconomic variable when making short-term speculative strategies. To policy makers, policy changes especially in money supply and exchange rate may cause significant fluctuations in financial market in short-term. 2015-09-16 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/30017/1/Hao%20Li%204221628.pdf Li, Hao (2015) The Short-term Impact of Macroeconomic Changes on Stock Return: Study on Chinese Stock Market. [Dissertation (University of Nottingham only)] Stock return forecast Macroeconomic variables Vector auto-regression Time-series analysis
spellingShingle Stock return forecast
Macroeconomic variables
Vector auto-regression
Time-series analysis
Li, Hao
The Short-term Impact of Macroeconomic Changes on Stock Return: Study on Chinese Stock Market
title The Short-term Impact of Macroeconomic Changes on Stock Return: Study on Chinese Stock Market
title_full The Short-term Impact of Macroeconomic Changes on Stock Return: Study on Chinese Stock Market
title_fullStr The Short-term Impact of Macroeconomic Changes on Stock Return: Study on Chinese Stock Market
title_full_unstemmed The Short-term Impact of Macroeconomic Changes on Stock Return: Study on Chinese Stock Market
title_short The Short-term Impact of Macroeconomic Changes on Stock Return: Study on Chinese Stock Market
title_sort short-term impact of macroeconomic changes on stock return: study on chinese stock market
topic Stock return forecast
Macroeconomic variables
Vector auto-regression
Time-series analysis
url https://eprints.nottingham.ac.uk/30017/