| 我国股票市场财富效应的实证分析 |
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| 引用本文： | 毛定祥.我国股票市场财富效应的实证分析[J].上海大学学报(自然科学版),2004,10(2):218-220. |
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| 作者姓名： | 毛定祥 |
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| 作者单位： | 上海大学,国际工商与管理学院,上海,201800 |
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| 摘 要： | 该文应用格兰杰因果关系检验和协整分析方法，对我国股票市场的财富效应作了实证分析，指出我国股票市场不具有财富效应而仅具有替代效应．
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| 关 键 词： | 股票市场 财富效应 格兰杰因果关系检验 协整分析 |
| 文章编号： | 1007-2861(2004)02-0218-03 |
| 修稿时间： | 2002年12月5日 |
An Empirical Analysis on Stock Market Wealth Effect in China |
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| MAO Ding-xiang.An Empirical Analysis on Stock Market Wealth Effect in China[J].Journal of Shanghai University(Natural Science),2004,10(2):218-220. |
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| Authors: | MAO Ding-xiang |
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| Abstract: | This paper uses the Granger causality test and the cointegration approach to analyze the stock market wealth effect in China empirically. It is pointed out that there is no wealth effect, but only substitutive effect exists in China's stock market. |
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| Keywords: | stock market wealth effect Granger causality test cointegration analysis |
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