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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Bibliographic Details
Main Author:	Yang, Jianwei
Other Authors:	Liu, Ming Hua
Format:	Theses and Dissertations
Published:	2008
Subjects:	DRNTU::Business::Finance::Stock exchanges
Online Access:	http://hdl.handle.net/10356/7823
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Institution:	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
_version_	1789482955340513280

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

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