Proceedings of the 3rd Annual 2017 International Conference on Management Science and Engineering (MSE 2017)

The Interaction between Stock Market and Futures Market

Authors
De-Yu Chen
Corresponding Author
De-Yu Chen
Available Online October 2017.
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/).

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Volume Title
Proceedings of the 3rd Annual 2017 International Conference on Management Science and Engineering (MSE 2017)
Series
Advances in Economics, Business and Management Research
Publication Date
October 2017
ISBN
978-94-6252-394-4
ISSN
2352-5428
DOI
10.2991/mse-17.2017.15How 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  - 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  -