| 中国股市财富效应的协整分析 |
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| 引用本文： | 王亚鸽,张举钢,李从欣. 中国股市财富效应的协整分析[J]. 石家庄经济学院学报, 2008, 31(2): 15-18 |
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| 作者姓名： | 王亚鸽 张举钢 李从欣 |
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| 作者单位： | 1. 辽宁大学,经济学院,辽宁,沈阳,110036
2. 石家庄经济学院,河北,石家庄,050031 |
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| 摘 要： | 中国股市是否存在财富效应以及财富效应的强弱一直是我国学者争论的问题。文章在对财富效应理论阐述的基础上，通过协整分析，采用2000年到2006年季度数据对我国股市财富进行的了经济计量检验。通过实证分析得出我国股市存在弱的财富效应，并进行了经济分析。
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| 关 键 词： | 股票市场 财富效应 协整分析 |
| 文章编号： | 1007-6875(2908)02-0015-04 |
| 修稿时间： | 2007-09-16 |
Co-integration Analysis of Wealth Effectiveness in China Stock Market |
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| WANG Ya-ge,ZHANG JU-gang,LI Cong-xin. Co-integration Analysis of Wealth Effectiveness in China Stock Market[J]. Journal of Shijiazhuang University of Economics, 2008, 31(2): 15-18 |
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| Authors: | WANG Ya-ge ZHANG JU-gang LI Cong-xin |
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| Affiliation: | WANG Ya-ge1,ZHANG JU-gang2,LI Cong-xin2(1.Liaoning University,Shengyang,Liaoning 110036,2.Shijiazhuang University of Economics,Shijiazhuang,Hebei 050031) |
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| Abstract: | Whether it has wealth effect in stock market and whether the wealth effect was strong or weak in China is a controversial issue in China scholars.Based on the wealth effect theory,this study uses the quarterly data from 2000 to 2006 to test the wealth effect in China by co-integration analysis.Based on the empirical analysis,we concluded that there was weak wealth effect in China stock market.Finally,we analyze the weak wealth effect based on Economics. |
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| Keywords: | stock market wealth effect co-integration |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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