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
https://doi.org/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.
Open Access
This is an open access article distributed under the CC BY-NC license.

Download article (PDF)

Proceedings
Second International Conference On Economic and Business Management (FEBM 2017)
Part of series
Advances in Economics, Business and Management Research
Publication Date
October 2017
ISBN
978-94-6252-423-1
ISSN
2352-5428
DOI
https://doi.org/10.2991/febm-17.2017.128How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

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  - Second International Conference On Economic and Business Management (FEBM 2017)
PB  - Atlantis Press
SN  - 2352-5428
UR  - https://doi.org/10.2991/febm-17.2017.128
DO  - https://doi.org/10.2991/febm-17.2017.128
ID  - Gao2017/10
ER  -