Analysis on Influence Factors of Shanghai Composite Indez

摘要：

In this paper, we use time series analysis as research tool, at the same time, the VAR model, ADF Test, impulse response, variance decomposition and other methods to study the effects of different factors to the stock price in Chinas market, also we explore the mechanisms of these factors. The results show that All dates are full of first-order single. The impact of macroeconomic variables are the existence of Shanghai Composite Index.

关键词： Shanghai Composite Indez influence factors VAR model variance decomposition

作者: LIU Dehong HAO Liang

作者单位: School of Economics and Management,Beijing Jiaotong University,Beijing,100044

会议类型: 国际会议

会议名称: 2009 International Conference on Management Science and Engineering(2009管理科学与工程国际会议)

会议地点: 北京

会议语种:英文

页码: 438-443

在线出版日期: 2009-11-01（万方平台首次上网日期，不代表论文的发表时间）