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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 唐代彪(De-Piao Tang) | |
| dc.contributor.author | Shu-Wei Hung | en |
| dc.contributor.author | 洪舒薇 | zh_TW |
| dc.date.accessioned | 2021-06-08T04:04:45Z | - |
| dc.date.copyright | 2020-12-25 | |
| dc.date.issued | 2020 | |
| dc.date.submitted | 2020-11-26 | |
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| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/22142 | - |
| dc.description.abstract | 股票價格為經濟市場之領先指標，反應對未來經濟前景之預期。臺灣之股票市場為淺碟型市場，受政治、經濟等外來事件影響甚劇。 2016年川普當選美國總統後，提出一系列減稅及貿易保護等經濟政策主張，並透過社群平台推特（Twitter）發表其治國理念及政策，投資大眾因心理反應影響其投資決策，使得股票市場大幅震盪，未來全球經濟充滿不可預測性。 為瞭解川普推特對股票市場之影響，本研究整理川普推特每日發文篇數，並透過分量迴歸法及Toda-Yamamoto因果關係分析其與股票市場指數之關聯性。 研究發現，川普之推特發文確實與股票市場指數存在顯著之因果關係，當股票指數偏低時，投資者易受社群媒體情緒之影響，投資者可藉此評估是否使股價產生異常報酬，作為投資決策之判斷準則之一。 | zh_TW |
| dc.description.abstract | Stock price is leading indicator of the economic market, reflecting the expectations of the future economic outlook. Taiwan's stock market is a thin market, which is After Trump was elected the U.S. President in 2016, he proposed a series of economic policies, including tax cuts and trade protections. Besides, Trump likes to posted his ideas and policies through Twitter, in which investors reacted psychologically to influence their investment decisions, causing stock markets into a big swing and full of unpredictable. In order to understand the impact of Trump’s tweets on the stock market, this study collects the daily number of Trump tweets, and analyzes their relevance to stock market index through Quantile Regression and Toda-Yamamoto causality test methodology. When the stock index is low, investors are vulnerable to social media sentiment. Investors can use this to assess whether the stock price will generate abnormal returns as one of the criteria for making investment decisions. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-08T04:04:45Z (GMT). No. of bitstreams: 1 U0001-2511202023490400.pdf: 1192252 bytes, checksum: d905a6c7afbb3a6f2e8b7aae44c35101 (MD5) Previous issue date: 2020 | en |
| dc.description.tableofcontents | 誌謝 i 中文摘要 ii 英文摘要 iii 圖目錄 v 表目錄 vi 第一章 緒 論 1 第一節 研究動機 1 第二節 研究目的 1 第三節 論文架構 2 第二章 文獻回顧 3 第一節 美國總統選舉對金融市場之影響 3 第二節 美中貿易戰與金融市場之關聯性 4 第三節 川普當選美國總統對國際市場之影響 6 第四節 分量迴歸應用文獻 7 第三章 研究設計 9 第一節 變數說明與資料來源 9 第二節 研究方法 9 第三節 模型設定 13 第四章 實證結果與分析 15 第一節 基本資料分析 15 第二節 單根檢定 16 第三節 結構性變動檢定 17 第四節 分量迴歸之Toda Yamamoto 因果關係檢定 18 第五章 結論與建議 23 第一節 主要研究發現 23 第二節 研究建議 23 參考文獻 24 壹、中文 24 貳、英文 25 | |
| dc.language.iso | zh-TW | |
| dc.subject | 推特 | zh_TW |
| dc.subject | 川普 | zh_TW |
| dc.subject | 因果關係檢定 | zh_TW |
| dc.subject | 股票 | zh_TW |
| dc.subject | 分量迴歸 | zh_TW |
| dc.subject | Quantile Regression | en |
| dc.subject | Causality Test | en |
| dc.subject | Stock | en |
| dc.subject | en | |
| dc.subject | Trump | en |
| dc.title | 以分量迴歸模型探討川普當選美國總統對股票市場報酬之影響 | zh_TW |
| dc.title | How Trump's Election as the US President affects the Stock Market Returns：Quantile Regression Analysis | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 109-1 | |
| dc.description.degree | 碩士 | |
| dc.contributor.coadvisor | 張倉耀(Tsangyao Chang) | |
| dc.contributor.oralexamcommittee | 陳達新(Dar-Hsin Chen),劉炳麟(Bing-Lin Liu) | |
| dc.subject.keyword | 川普,推特,股票,分量迴歸,因果關係檢定, | zh_TW |
| dc.subject.keyword | Trump,Twitter,Stock,Quantile Regression,Causality Test, | en |
| dc.relation.page | 26 | |
| dc.identifier.doi | 10.6342/NTU202004360 | |
| dc.rights.note | 未授權 | |
| dc.date.accepted | 2020-11-26 | |
| dc.contributor.author-college | 社會科學院 | zh_TW |
| dc.contributor.author-dept | 國家發展研究所 | zh_TW |
| 顯示於系所單位： | 國家發展研究所 | |
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