The Study of Important Economic Indice Influencing Taiwan Stock Closed Pricing

碩士 === 國立東華大學 === 國際企業學系 === 103 === This study was designed to investigate the important economic indice influencing Taiwan stock closed pricing. These important economic indice are: the Taiwan heavy discount rate, Taiwan economic growth rate, Taiwan PMI, Taiwan consumer spending, Taiwan unemployme...

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Bibliographic Details
Main Authors: Chien-liang Wu, 吳建良
Other Authors: Chie-Bein Chen
Format: Others
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/43911271600193933620
Description
Summary:碩士 === 國立東華大學 === 國際企業學系 === 103 === This study was designed to investigate the important economic indice influencing Taiwan stock closed pricing. These important economic indice are: the Taiwan heavy discount rate, Taiwan economic growth rate, Taiwan PMI, Taiwan consumer spending, Taiwan unemployment, Taiwan money supply of M1B, foreign currency exchange rate of the NT side, the raw materials index and Taiwan consumer price index and psychological side of Taiwan fear index. Simple regression is conducted and taking forced into the law to find some economic indice impacting the Taiwan stock closed pricing whichever which are signficant. Then, using stepwise multiple regression analysis, the conclusion is that Taiwan fear index, Taiwan consumer spending, Taiwan heavy discount rate and Taiwan money supply M1B are the most four indice impact and relevant Taiwan stock closed pricing. In addition, putting 10 variables into the multilayer perception of neural network the most four indice impact and relevant Taiwan stock closed pricing in orde are Taiwan's fear index, consumer spending in Taiwan, Taiwan PMI and unemployment in Taiwan. Based on the analyzing results of this study, it provides investors with one of the highest importance indicators to Taiwan stock index closing for investors to simplify the complexity of the Taiwan stock market trend analysis and ponder evaluation process.