An Empirical Study on the Nonlinear Impacts of CPI to Stock Market in China.
Jianbao ChenHuanjun ZhuPublished in: CSISE (3) (2011)
Keyphrases
- stock market
- listed companies
- monetary policy
- chinese stock market
- short term
- stock price
- stock exchange
- trading rules
- financial data
- financial time series
- stock index futures
- financial news
- stock trading
- financial markets
- stock data
- garch model
- stock market data
- stock returns
- long term
- portfolio optimization
- neural network
- developed countries
- trading strategies