封面
声明
目录
英文摘要
中文摘要
Introduction
1.Literature Review
1.1 Foreign market
1.2 Domestic market
1.3 Comments on the existing literature
2.Theory between Stock Returns and Macro Variables
2.1 Macro factors that affect stock returns
2.2 Impacts on macro economy from the stock market
3.Research Design
3.1 Improvement and contributions
3.2 Summary of Data selection
3.3 Data description
3.4Empirical Design and Models
4Methodology Review
4.1 Introduction of PLS
4.2 Principle of PLS
4.3 Algorithm of PLS
4.4 Rule of Cross Validation
5Regress Stock Return on Macro Variables
5.1 Component analysis
5.2 Correlation diagrams analysis
5.3 Regression Coefficients
5.4Variable importance in projection
5.5 Discussion
6Explanatory on Macro Variables by Stock Returns
6.1 Correlation analysis
6.2 Loading analysis
6.3 Principal component naming
7Supplement of Singularity Test
Conclusions
参考文献
致谢