The Short-term Impact of Macroeconomic Changes on Stock Return: Study on Chinese Stock Market

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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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Bibliographic Details
Main Author:	Li, Hao
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Subjects:	Stock return forecast Macroeconomic variables Vector auto-regression Time-series analysis
Online Access:	https://eprints.nottingham.ac.uk/30017/

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