Cointegration analysis of the relations between macroeconomic variables and the China stock market

China’s stock market is an emerging market with high growing speed. The behavior of two Chinese stock exchanges should be interesting to investors in the China stock market. However, few studies have investigated the potential relations between China stock market indices and economic variables by us...

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主要作者: Yang, Jianwei
其他作者: Liu, Ming Hua
格式: Theses and Dissertations
出版: 2008
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在線閱讀:http://hdl.handle.net/10356/7823
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機構: Nanyang Technological University
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spelling sg-ntu-dr.10356-78232024-01-12T10:12:19Z Cointegration analysis of the relations between macroeconomic variables and the China stock market Yang, Jianwei Liu, Ming Hua Nanyang Business School DRNTU::Business::Finance::Stock exchanges China’s stock market is an emerging market with high growing speed. The behavior of two Chinese stock exchanges should be interesting to investors in the China stock market. However, few studies have investigated the potential relations between China stock market indices and economic variables by using cointegration test. Master of Business 2008-09-18T07:51:50Z 2008-09-18T07:51:50Z 2003 2003 Thesis http://hdl.handle.net/10356/7823 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Stock exchanges
spellingShingle DRNTU::Business::Finance::Stock exchanges
Yang, Jianwei
Cointegration analysis of the relations between macroeconomic variables and the China stock market
description China’s stock market is an emerging market with high growing speed. The behavior of two Chinese stock exchanges should be interesting to investors in the China stock market. However, few studies have investigated the potential relations between China stock market indices and economic variables by using cointegration test.
author2 Liu, Ming Hua
author_facet Liu, Ming Hua
Yang, Jianwei
format Theses and Dissertations
author Yang, Jianwei
author_sort Yang, Jianwei
title Cointegration analysis of the relations between macroeconomic variables and the China stock market
title_short Cointegration analysis of the relations between macroeconomic variables and the China stock market
title_full Cointegration analysis of the relations between macroeconomic variables and the China stock market
title_fullStr Cointegration analysis of the relations between macroeconomic variables and the China stock market
title_full_unstemmed Cointegration analysis of the relations between macroeconomic variables and the China stock market
title_sort cointegration analysis of the relations between macroeconomic variables and the china stock market
publishDate 2008
url http://hdl.handle.net/10356/7823
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