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Long-term relationship between political behavior and stock market return: new evidence from quantile regression 总被引:1,自引:0,他引:1
Wang Yi-Hsien Hung Jui-Cheng Kao Hsiu-Hsueh Shih Kuang-Hsun 《Quality and Quantity》2011,45(6):1361-1367
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. 相似文献
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