Empirical Study On The Impaction Of The Macroeconomic Indicators And Financial Indicators To The Stock Prices

Forecasting(that determine the stock price) and using this prediction arbitrage from the stock market has been attracting attention from the first day of the birth of the securities market, including many well-known masters of economics, the different disciplines and different knowledge background researcher.This dissertation studies on the impaction of the macroeconomic indicators and financial indicators to the stock prices from the economic environment and the company's own point of view, using principal component analysis and regression analysis. It also studies on the links between the market index and the stock price by time section.