摘要
本文利用计量经济学方法分别就上海、深圳A、B股市场关联性与因果关系进行了定量分析,结论是:B股市场向境内居民的开放,使得我国股票市场的联系更为紧密,传染性更明显,且大致说来,一个股票市场对另一个股票市场的作用,一般在2至4个交易日就可达到较大的程度。
The paper studies the connection and causality of A and B shares of Shanghai and Shenzhen Stock Market separately. The conclusions are：the connection between our stock market is more close,when B share open to the inshore resident. On the whole the influence that a stock market to another stock market can attain the considerable big degree at about 2 -4 bargain day.
出处
《数理统计与管理》
CSSCI
北大核心
2005年第6期89-95,126,共8页
Journal of Applied Statistics and Management
