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

    Bing, Zhu (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 are selected from Shanghai Stock Exchange (SEE) to ...