Notice of Retraction: Empirical analysis of the correlation between Chinese and American stock market

Hongxia Wang

doi:10.1109/ICEMMS.2011.6015715

Notice of Retraction: Empirical analysis of the correlation between Chinese and American stock market

Hongxia Wang^*

^*此作品的通讯作者

科研成果: 书/报告/会议事项章节 › 会议稿件 › 同行评审

1 引用（Scopus）

摘要

With the process of the economic globalization, the correlation between China and America stock markets is becoming increasingly significant. In this paper, we take the Shanghai (securities) Composite Index and the Standard & Poor's 500 index as subjects. We study the original data of these two markets' daily returns in a time period of 1994-2010. Using the analyzing software EVIEWS5.0, we firstly build the VAR model between the daily returns, moreover apply the Granger causality test to study their relationship, and then make a further study by using the Impulse Test and the Variance Decomposition test to conclude the correlation pattern of China and U.S. stock markets.

源语言	英语
主期刊名	ICEMMS 2011 - Proceedings
主期刊副标题	2011 2nd IEEE International Conference on Emergency Management and Management Sciences
出版商	IEEE Computer Society
页	443-446
页数	4
ISBN（印刷版）	9781424496631
DOI	https://doi.org/10.1109/ICEMMS.2011.6015715
出版状态	已出版 - 2011
活动	2011 2nd IEEE International Conference on Emergency Management and Management Sciences, ICEMMS 2011 - Beijing, 中国期限: 8 8月 2011 → 10 8月 2011

出版系列

姓名	ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences

会议

会议	2011 2nd IEEE International Conference on Emergency Management and Management Sciences, ICEMMS 2011
国家/地区	中国
市	Beijing
时期	8/08/11 → 10/08/11

联合国可持续发展目标

此成果有助于实现下列可持续发展目标：

访问文件

10.1109/ICEMMS.2011.6015715

其它文件与链接

链接到 Scopus 的出版物

引用此

Wang, H. (2011). Notice of Retraction: Empirical analysis of the correlation between Chinese and American stock market. 在 ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences (页码 443-446). 文章 6015715 (ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences). IEEE Computer Society. https://doi.org/10.1109/ICEMMS.2011.6015715

Wang, Hongxia. / Notice of Retraction : Empirical analysis of the correlation between Chinese and American stock market. ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences. IEEE Computer Society, 2011. 页码 443-446 (ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences).

@inproceedings{0689eedf95bf4c938a64bab43c9924ea,

title = "Notice of Retraction: Empirical analysis of the correlation between Chinese and American stock market",

abstract = "With the process of the economic globalization, the correlation between China and America stock markets is becoming increasingly significant. In this paper, we take the Shanghai (securities) Composite Index and the Standard & Poor's 500 index as subjects. We study the original data of these two markets' daily returns in a time period of 1994-2010. Using the analyzing software EVIEWS5.0, we firstly build the VAR model between the daily returns, moreover apply the Granger causality test to study their relationship, and then make a further study by using the Impulse Test and the Variance Decomposition test to conclude the correlation pattern of China and U.S. stock markets.",

keywords = "Correlation test, Return, Stock co-movement",

author = "Hongxia Wang",

year = "2011",

doi = "10.1109/ICEMMS.2011.6015715",

language = "English",

isbn = "9781424496631",

series = "ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences",

publisher = "IEEE Computer Society",

pages = "443--446",

booktitle = "ICEMMS 2011 - Proceedings",

address = "United States",

note = "2011 2nd IEEE International Conference on Emergency Management and Management Sciences, ICEMMS 2011 ; Conference date: 08-08-2011 Through 10-08-2011",

}

Wang, H 2011, Notice of Retraction: Empirical analysis of the correlation between Chinese and American stock market. 在 ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences., 6015715, ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences, IEEE Computer Society, 页码 443-446, 2011 2nd IEEE International Conference on Emergency Management and Management Sciences, ICEMMS 2011, Beijing, 中国, 8/08/11. https://doi.org/10.1109/ICEMMS.2011.6015715

Notice of Retraction: Empirical analysis of the correlation between Chinese and American stock market. / Wang, Hongxia.
ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences. IEEE Computer Society, 2011. 页码 443-446 6015715 (ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences).

科研成果: 书/报告/会议事项章节 › 会议稿件 › 同行评审

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T1 - Notice of Retraction

T2 - 2011 2nd IEEE International Conference on Emergency Management and Management Sciences, ICEMMS 2011

AU - Wang, Hongxia

PY - 2011

Y1 - 2011

N2 - With the process of the economic globalization, the correlation between China and America stock markets is becoming increasingly significant. In this paper, we take the Shanghai (securities) Composite Index and the Standard & Poor's 500 index as subjects. We study the original data of these two markets' daily returns in a time period of 1994-2010. Using the analyzing software EVIEWS5.0, we firstly build the VAR model between the daily returns, moreover apply the Granger causality test to study their relationship, and then make a further study by using the Impulse Test and the Variance Decomposition test to conclude the correlation pattern of China and U.S. stock markets.

AB - With the process of the economic globalization, the correlation between China and America stock markets is becoming increasingly significant. In this paper, we take the Shanghai (securities) Composite Index and the Standard & Poor's 500 index as subjects. We study the original data of these two markets' daily returns in a time period of 1994-2010. Using the analyzing software EVIEWS5.0, we firstly build the VAR model between the daily returns, moreover apply the Granger causality test to study their relationship, and then make a further study by using the Impulse Test and the Variance Decomposition test to conclude the correlation pattern of China and U.S. stock markets.

KW - Correlation test

KW - Return

KW - Stock co-movement

UR - http://www.scopus.com/inward/record.url?scp=80053327877&partnerID=8YFLogxK

U2 - 10.1109/ICEMMS.2011.6015715

DO - 10.1109/ICEMMS.2011.6015715

M3 - Conference contribution

AN - SCOPUS:80053327877

SN - 9781424496631

T3 - ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences

SP - 443

EP - 446

BT - ICEMMS 2011 - Proceedings

PB - IEEE Computer Society

Y2 - 8 August 2011 through 10 August 2011

ER -

Wang H. Notice of Retraction: Empirical analysis of the correlation between Chinese and American stock market. 在 ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences. IEEE Computer Society. 2011. 页码 443-446. 6015715. (ICEMMS 2011 - Proceedings: 2011 2nd IEEE International Conference on Emergency Management and Management Sciences). doi: 10.1109/ICEMMS.2011.6015715

Notice of Retraction: Empirical analysis of the correlation between Chinese and American stock market

摘要

出版系列

会议

联合国可持续发展目标

访问文件

其它文件与链接

指纹

引用此