中国市场的股票收益率与宏观经济变量相关关系的实证研究

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1、硕士学位论文中国市场的股票收益率与宏观经济变量相关关系的实证研究ANEMPIRICALSTUDYONTHERELATIONBETWEENSTOCKRETURNSANDMACROECONOMICVARIABLESINCHINA作者：马文文导师：巨能久教授上海交通大学上海高级金融学院二○一三年五月万方数据AnEmpiricalStudyontheRelationbetweenStockReturnsandMacroeconomicVariablesinChinaByMa,WenwenUndertheSupervisionofProfessorJ

2、u,NengjiuSubmittedinPartialFulfillmentoftheRequirementsfortheDegreeofMasterinFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaotongUniversityMay2013万方数据万方数据万方数据ContentsAbstract..............................................................................................

3、........................i摘要......................................................................................................................iiIntroduction...............................................................................................................11.

4、LiteratureReview...............................................................................................41.1Foreignmarket..........................................................................................41.2Domesticmarket.....................................

5、..................................................61.3Commentsontheexistingliterature...........................................................72.TheorybetweenStockReturnsandMacroVariables..........................................82.1Macrofactorsthataffectstockreturns....

6、...................................................82.2Impactsonmacroeconomyfromthestockmarket..................................123.ResearchDesign...............................................................................................143.1Improvementandcontributions

7、...............................................................143.2SummaryofDataselection......................................................................153.3Datadescription......................................................................................163.4Em

8、piricalDesignandModels..................................................................1