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中国股票市场一体化演进问题研究

Research on the Integration and Evolution of China's Stock Market

唐齐鸣

股票市场 研究 中国

2015-04-01

978-7-5161-5959-0

310

16

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内容简介

本书以不确定性下的一般均衡理论为基础,结合实证分析方法,构造适合中国股市特征的资产定价模型和市场分 割与一体化模型,分析中国股市与世界股市的相关性以及溢出效应和传染效应;探索导致市场分割和双重上市公司股票价格差异的原因;探讨重大事件对中国股票市场一体化的影响,并在此基础上提出推进中国股市稳定发展的政策建议。

Based on the general equilibrium theory under uncertainty, this book combines empirical analysis methods to construct an asset pricing model and a market segmentation and integration model suitable for the characteristics of China's stock market, analyzes the correlation between China's stock market and the world's stock market as well as spillover and contagion effects; explores the reasons for the segmentation of the market and the differences in the prices of the shares of the dually-listed companies; explores the impact of major events on the integration of China's stock market, and On this basis, it proposes policy recommendations to promote the stable development of China's stock market.


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