| 货币供应量与我国股票指数关系的实证研究 |
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| 引用本文： | 宋琳,应晓芸.货币供应量与我国股票指数关系的实证研究[J].山东财政学院学报,2013(2):11-15,22. |
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| 作者姓名： | 宋琳 应晓芸 |
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| 作者单位： | 山东财经大学金融学院,山东济南,250014 |
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| 基金项目： | 山东省高等院校人文社会科学研究重点项目"货币供应量对我国股票市场影响研究" |
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| 摘 要： | 文章对我国货币供应量增速与上证综合指数、中小板综合指数之间的关系及货币供应量增速对这两个指数的动态影响进行了实证研究，结果表明我国各层次的货币供应量增速与两大指数存在长期的协整关系，货币供应量增速变化会对两大指数产生正向影响，而且货币供应量增速对中小板综合指数比上证综合指数的影响大。
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| 关 键 词： | 货币供应量 上证综合指数 中小板综合指数 |
An Empirical Research on the Relationship between Money Supply and Different Stock Price Indices in China |
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| SONG Lin
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YING Xiao-yun.An Empirical Research on the Relationship between Money Supply and Different Stock Price Indices in China[J].Journal of Shandong Finance Institute,2013(2):11-15,22. |
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| Authors: | SONG Lin YING Xiao-yun |
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| Institution: | ( School of Finance, Shandong University of Finance and Economics, Jinan 250014, China) |
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| Abstract: | The empirical research of the relationship between money supply growth and Shanghai Composite In dex, SME Composite Index and the dynamic effect of money supply growth on the two indices shows that there exists a long term co integration relationship between different levels of money supply growth and the two indices. The changes in money supply growth have a more positive impact on SME Composite Index than on Shanghai Composite Index |
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| Keywords: | money supply Shanghai Composite Index SME Composite Index |
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