Complexity in the Chinese stock market and its relationships with monetary policy intensity

Shangjun Ying; Ying Fan

doi:10.1016/j.physa.2013.09.047

Complexity in the Chinese stock market and its relationships with monetary policy intensity

Shangjun Ying
, Ying Fan^*

^*此作品的通讯作者

Shanghai University of International Business and Economics
CAS - Institutes of Science and Development

科研成果: 期刊稿件 › 文章 › 同行评审

9 引用（Scopus）

摘要

This paper introduces how to formulate the CSI300 evolving stock index using the Paasche compiling technique of weighed indexes after giving the GCA model. It studies dynamics characteristics of the Chinese stock market and its relationships with monetary policy intensity, based on the evolving stock index. It concludes by saying that it is possible to construct a dynamics equation of the Chinese stock market using three variables, and that it is useless to regular market-complexity according to changing intensity of external factors from a chaos point of view.

源语言	英语
页（从-至）	338-345
页数	8
期刊	Physica A: Statistical Mechanics and its Applications
卷	394
DOI	https://doi.org/10.1016/j.physa.2013.09.047
出版状态	已出版 - 15 1月 2014
已对外发布	是

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abstract = "This paper introduces how to formulate the CSI300 evolving stock index using the Paasche compiling technique of weighed indexes after giving the GCA model. It studies dynamics characteristics of the Chinese stock market and its relationships with monetary policy intensity, based on the evolving stock index. It concludes by saying that it is possible to construct a dynamics equation of the Chinese stock market using three variables, and that it is useless to regular market-complexity according to changing intensity of external factors from a chaos point of view.",

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AB - This paper introduces how to formulate the CSI300 evolving stock index using the Paasche compiling technique of weighed indexes after giving the GCA model. It studies dynamics characteristics of the Chinese stock market and its relationships with monetary policy intensity, based on the evolving stock index. It concludes by saying that it is possible to construct a dynamics equation of the Chinese stock market using three variables, and that it is useless to regular market-complexity according to changing intensity of external factors from a chaos point of view.

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KW - Monetary policy intensity

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Complexity in the Chinese stock market and its relationships with monetary policy intensity

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