Proceedings of the 2018 International Conference on Economy, Management and Entrepreneurship (ICOEME 2018)

An Empirical Analysis of the Relationship Between China's Economic Growth and the Stock Market

Authors
Zhou Mingwei, Shang Yingchao
Corresponding Author
Zhou Mingwei
Available Online November 2018.
DOI
10.2991/icoeme-18.2018.44How to use a DOI?
Keywords
economic growth; stock market; relationship; GDP
Abstract

This article mainly uses econometric methods such as cointegration tests, variance decomposition to make an empirical study the relationship on the growth of GDP and the stock market. The results show that there is a long-term equilibrium relationship between the growth of GDP and the stock market after the seasonally adjusted, and there is a Granger causality between GDP and the stock market turnover. The change of GDP will cause the change of the turnover of the stock market; the variance from GDP is greater than the stock market turnover. The GDP growth has a guiding role in the development and promotion of the stock futures market.

Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

Volume Title
Proceedings of the 2018 International Conference on Economy, Management and Entrepreneurship (ICOEME 2018)
Series
Advances in Economics, Business and Management Research
Publication Date
November 2018
ISBN
10.2991/icoeme-18.2018.44
ISSN
2352-5428
DOI
10.2991/icoeme-18.2018.44How to use a DOI?
Copyright
© 2018, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Zhou Mingwei
AU  - Shang Yingchao
PY  - 2018/11
DA  - 2018/11
TI  - An Empirical Analysis of the Relationship Between China's Economic Growth and the Stock Market
BT  - Proceedings of the 2018 International Conference on Economy, Management and Entrepreneurship (ICOEME 2018)
PB  - Atlantis Press
SN  - 2352-5428
UR  - https://doi.org/10.2991/icoeme-18.2018.44
DO  - 10.2991/icoeme-18.2018.44
ID  - Mingwei2018/11
ER  -