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个人信息Personal Information
教授
博士生导师
硕士生导师
性别：女
毕业院校：东北财经大学
学位：博士
所在单位：金融与会计研究所
学科：金融学
办公地点：管理与经济学院大楼 D537
联系方式：0411-84707669
电子邮箱：anhui@dlut.edu.cn
A Research on the Impact of Short-term International Capital Flows on China Stock Price
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论文类型：会议论文
发表时间：2018-01-01
收录刊物：CPCI-SSH
页面范围：8-14
关键字：Short-term International Capital Flows; A-stock Market; B-stock Market; SME Board Market
摘要：We analyze the monthly data of B-stock Market and SME Board market from July 2005 to October 2016 by using VAR model. The results show that Short-term International Capital Flows have significant influence on B-stock Market, and Short-term International Capital Flows interact with the changes of B-stock Market. Moreover, Short-term International Capital Inflows promote the rise of stock price in China's SME Board Market in the short term, and SME Board Market in turn attracts Short-term International Capital Inflows.