The Interaction between Stock Market and Futures Market

DOI

10.2991/mse-17.2017.15How to use a DOI?

Keywords

futures market stock market price linkage

Abstract

this paper from the transaction of commodity futures market and the stock market prove overall linkage of two markets, the futures market Mandarin commodity futures index and stock market index for the total sample, using the correlation test, unit root test, cointegration test and Granger causality test, empirical study of the price of the two markets the linkage relationship, can be seen from China's futures market and the stock market funds did not price obvious linkage, Wenhua commodity futures index trend does not lead the trend of the index.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

TY  - CONF
AU  - De-Yu Chen
PY  - 2017/10
DA  - 2017/10
TI  - The Interaction between Stock Market and Futures Market
BT  - Proceedings of the 3rd Annual 2017 International Conference on Management Science and Engineering (MSE 2017)
PB  - Atlantis Press
SP  - 57
EP  - 59
SN  - 2352-5428
UR  - https://doi.org/10.2991/mse-17.2017.15
DO  - 10.2991/mse-17.2017.15
ID  - Chen2017/10
ER  -