Proceedings of the Second International Conference On Economic and Business Management (FEBM 2017)

Market impact analysis of China A-shares into MSCI index--comparison of volatility between MSCI China international index and CSI 300 index

Authors
Lu Gao, Lian Chen
Corresponding Author
Lu Gao
Available Online October 2017.
DOI
10.2991/febm-17.2017.128How to use a DOI?
Keywords
MSCI, China A share international index, CSI 300 index ,volatility,GARCH model
Abstract

In June 21, 2017, MSCI officially announced that from the beginning of June 2018 ,China A shares will be included in the MSCI emerging markets index and MSCI ACWI (All Country World Index) global index. The significance of this paper lies in: through the comparison of the relevant index's volatility ,from the results of empirical research, we analyzed the domestic investors investment behavior, explained the significance of China's A share index into MSCI index, and put forward the corresponding suggestions of the development of Chinese securities market.

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/).

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Volume Title
Proceedings of the Second International Conference On Economic and Business Management (FEBM 2017)
Series
Advances in Economics, Business and Management Research
Publication Date
October 2017
ISBN
978-94-6252-423-1
ISSN
2352-5428
DOI
10.2991/febm-17.2017.128How to use a DOI?
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/).

Cite this article

TY  - CONF
AU  - Lu Gao
AU  - Lian Chen
PY  - 2017/10
DA  - 2017/10
TI  - Market impact analysis of China A-shares into MSCI index--comparison of volatility between MSCI China international index and CSI 300 index
BT  - Proceedings of the Second International Conference On Economic and Business Management (FEBM 2017)
PB  - Atlantis Press
SP  - 952
EP  - 960
SN  - 2352-5428
UR  - https://doi.org/10.2991/febm-17.2017.128
DO  - 10.2991/febm-17.2017.128
ID  - Gao2017/10
ER  -