Title :
Notice of Retraction
The study on co-movement between Chinese stock market and real estate industry plate
Author_Institution :
Coll. of Finance & Stat., Jiangxi Univ. of Finance & Econ., Nanchang, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
The real estate industry plays the important role in the development of Chinese economy. In the meantime, the situation of Chinese stock market represents the state of Chinese economy. Thus, it is important to study the co-movement between Chinese stock market and real estate industry. Based on daily data span from January 2003 to January 2009, this paper uses unit-root test, co-integration test and Granger-causality test to analyze the co-movement between China stock market and real estate industry plate. The result shows that Chinese stock market brings alone the development of real estate industry plate.
Keywords :
causality; econometrics; property market; statistical analysis; stock markets; Chinese economy; Chinese stock market; Granger causality test; co-integration test; co-movement analysis; real estate industry; unit root test; Analytical models; Biological system modeling; Estimation; IP networks; Chinese Stock Market; Co-movement; Real Estate Industry Plate;
Conference_Titel :
Advanced Management Science (ICAMS), 2010 IEEE International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4244-6931-4
DOI :
10.1109/ICAMS.2010.5552881
