Corpus ID: 18457553

The Effects of Macroeconomic Factors on Stock Return of Energy Sector in Shanghai Stock Market

@inproceedings{Zhu2012TheEO,
  title={The Effects of Macroeconomic Factors on Stock Return of Energy Sector in Shanghai Stock Market},
  author={B. Zhu},
  year={2012}
}
The purpose of this study is to study the impact of macroeconomic factors on return of energy sector in Shanghai stock market (SEE), which are inflation rate, money supply (M2), exchange rate, industrial production, bond, exports, imports, foreign reserve and unemployment rate. The secondary data, collected from People's Bank of China and the National Bureau of Statistics of China, were for the period beginning January 2005 to December 2011 with no any missing monthly observations. The samples… Expand
15 Citations

Tables from this paper

Evidence of Macroeconomic Policy Effects over Company-Sector Stock Returns
  • PDF
...
1
2
...

References

SHOWING 1-10 OF 25 REFERENCES
Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries
  • 368
  • Highly Influential
Macroeconomic variables and the Malaysian equity market: A view through rolling subsamples
  • 240
MACROECONOMIC FACTORS, THE APT AND THE UK STOCKMARKET
  • 151
  • Highly Influential
An empirical examination of the Arbitrage Pricing Theory: Using Japanese data
  • 274
Economic Forces and the Stock Market
  • 4,813
  • PDF
ECONOMIC FORCES IN THE LONDON STOCK MARKET
  • 47
A Prediction Market for Macro-Economic Variables
  • 17
  • PDF
Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors
  • 89
...
1
2
3
...