Long-term relationship between political behavior and stock market return: new evidence from quantile regression

文化大學機構典藏 CCUR > 商學院 > 財務金融學系 > 期刊論文 > Item 987654321/22935

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题名:	Long-term relationship between political behavior and stock market return: new evidence from quantile regression
作者:	Wang, Yi-Hsien Hung, Jui-Cheng Kao, Hsiu-Hsueh Shih, Kuang-Hsun
贡献者:	財務金融學系
关键词:	UNCERTAINTY RISK
日期:	2011-10
上传时间:	2012-09-06 15:45:32 (UTC+8)
摘要:	The stock market is an extremely sensitive and comprehensive indicator of the fluctuating political climate as well as investor confidence. Therefore, in an era of fierce media competition, the long-term influence of political behaviors on the Taiwan stock market is an important issue. However, the traditional regression model can only describe the "average" influence of variables on rate of return rather than completely describe conditional distribution as in quantile regression, which also analyzes correlations between stock return and the congressional effect.
關聯:	QUALITY & QUANTITY Volume: 45 Issue: 6 Pages: 1361-1367
显示于类别:	[財務金融學系 ] 期刊論文

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