学术
国际标准刊号：ISSN 1005-6033
国内统一刊号：CN 14-1157
摘 要:
运用Johansen协整关系检验和Granger因果关系检验，对香港红筹股指数、国企指数及3个股票市场的协整关系和引导关系进行了实证研究。[著者文摘]
文章出处:
《科技情报开发与经济》-2007年17卷26期 -152-154页
Sci-Tech Information Development & Economy
栏目信息:
分 类 号:
文献标识码:
A
文章编号:
1005-6033（2007）26-0152-03
Empirical Research on the. Influences of Shareholder Structure Reform on the Co-integration and Causality among HongKong Red Chips, H-Shares and Mainland Stock Market
XIAO Lei, YANG Rui
Abstract:
By using Johansen Multivariate Co-integration Test and Granger Test Causality, this paper makes empirical research on the influences of shareholder structure reform on the Co-integration and Causality among HongKong Red Chips indexes, H-Shares indexes and Mainland Stock Market.[著者文摘]
Key words:
red-chips index; H-shares; shareholder structure reform
收稿日期: 2007-06-06
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