典型文献
Stock Market Turnover and China's Real Estate Market Price: An Empirical Study Based on VAR
文献摘要：
Our analysis used the monthly data of the average sales price of commodity houses and stock turnover in the Shenzhen Stock Exchange from January 2016 to December 2020. We selected this data to establish a Vector Autoregression (VAR) model using the Granger causality test to investigate the correlation between the stock market and the real estate market. We found that there is a significant positive correlation between the stock market and the real estate market. We also found that the real estate market price is the one-way Granger cause for the stock market turnover, and that changes in the real estate market price have a significant role in forecasting changes in stock market turnover. Therefore, the linkage between the two markets should be considered in macro regulations, and the impact on one of the markets should be considered when regulating the other.
文献关键词：
中图分类号：
作者姓名：
Sun Xianchao;Huang Chengjie
作者机构：
Sichuan Normal University
文献出处：
引用格式：
[1]Sun Xianchao;Huang Chengjie-.Stock Market Turnover and China's Real Estate Market Price: An Empirical Study Based on VAR)[J].当代社会科学（英文）,2022(04):17-38
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AB值：
0.526606
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