碩士 / 淡江大學 / 大陸研究所 / 83 / This thesis investigates the quantitative relation betweenstock
market in the Shanghai and the market in Shenzhen.mainland
China made animportant decision in 1984,that is,will perform
the planned economical policy in thealistic system. In order to
borrow a large amount of money,opened two stock markets in
Shanghai and Shanzhen which isfirst will-established economical
area in China.The purposehis thesis will study these two
markets in detail and findrelationship between the price and
quantity.e data of this research is provided by the
Nationalrities corporation in Taiwan.The sample are collected
fromJuly 3,1993 to December 30,1995,including the tendency
ofstock price and the total amount money.We mainly use thele-
variabl model proposed by the Granger to investigate
thetionship bbbetween the price and quantity.ter applying this
model,we conclude that the pricetity of the stock markets in
Shanghai and Shenzhen bothsfies the bi-directional relation
fefined by Grahger.over,our research results have shown that
there exists aback relation in both markets during this period.
| Identifer | oai:union.ndltd.org:TW/083TKU00025001 |
| Date | January 1995 |
| Creators | Lo Ling, 駱綾 |
| Contributors | Tsung Heng Liu, 劉聰衡 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 77 |
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