search query: @author Yi, Danhui / total: 4
reference: 2 / 4
| Author: | Ye, Qing Yi, Danhui |
| Title: | The price fluctuation in China's stock market and economic fluctuation (original in Chinese) |
| Journal: | Forecasting (c)
1999 : 6, p.7-10 |
| Index terms: | STOCK MARKETS SHARE PRICES PRICE LEVEL CHINA |
| Language: | chn |
| Abstract: | The relation between the formative cause of the tong-term trend in China's stock market and the change of economic prosperity is examined by the use of Co-integration Test and Granger-causality Test. Then is followed by the analysis of the cause of non-co-integration between the first stage (December, 1990-July, 1992) and the second stage (February, 1993-July, 1994), and by the objective evaluation of the government's intervention in terms of the relation of the stock's price fluctuation and macro-economic co-integration. |
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