Proceedings of the 2nd International Symposium on Social Science and Management Innovation (SSMI 2019)

An Empirical Analysis of Bellwether Stock in Chinese Stock Market

Authors
Shaohe Zhang, Hui Liu
Corresponding Author
Shaohe Zhang
Available Online December 2019.
DOI
10.2991/ssmi-19.2019.66How to use a DOI?
Keywords
Empirical Analysis; sector Linkage; Bellwether Stock.
Abstract

This paper acquires following results through empirical analysis: The accumulative increase amount of the sample sector is 35%, the accumulative increase amount of respective Bellwether Stock is 323% and the accumulative increase amount of Shanghai securities composite index in the same period is 5%. The first two numbers mentioned above is 7 times and 64.6 times of that of the market; The highest increase amount of sample sector II is 174%, averaging 0.2% daily. The highest increase amount of respective Bellwether Stock is 1,132%, averaging 4% daily. The highest increase amount of Shanghai securities composite index in this period is 128%, averaging 0.1% daily. The first two groups of numbers mentioned above is 1.36 times and 8.84 times, 2 times and 40 times of that of the market.

Copyright
© 2019, 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 2nd International Symposium on Social Science and Management Innovation (SSMI 2019)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
December 2019
ISBN
10.2991/ssmi-19.2019.66
ISSN
2352-5398
DOI
10.2991/ssmi-19.2019.66How to use a DOI?
Copyright
© 2019, 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  - Shaohe Zhang
AU  - Hui Liu
PY  - 2019/12
DA  - 2019/12
TI  - An Empirical Analysis of Bellwether Stock in Chinese Stock Market
BT  - Proceedings of the 2nd International Symposium on Social Science and Management Innovation (SSMI 2019)
PB  - Atlantis Press
SP  - 254
EP  - 258
SN  - 2352-5398
UR  - https://doi.org/10.2991/ssmi-19.2019.66
DO  - 10.2991/ssmi-19.2019.66
ID  - Zhang2019/12
ER  -