Empirical Study on the Shanghai Stock Exchange and Shenzhen Stock Exchange with R/ S

JCET was founded in 1972 and is listed on the Shanghai Stock Exchange.

江苏长电科技成立于1972年，目前在上海证交所（SSE）上市。

Positive Test of CAPM on Shanghai Stock Exchange ′ B Stock Market

CAPM在上证B股市场的实证检验

Prediction and analysis of the Index of Shanghai stock exchange by time series

运用时间序列对上证综合指数进行预测分析

Investing on the Shanghai stock exchange, though, is surely different.

不过，在上海证交所投资股票肯定是不同的。

Listed on the Shanghai Stock Exchange, it had subsidiaries around the country.

它在上海证券交易所上市，在全国拥有众多分支机构。

Dynamic Analysis of Liquidity in the Shanghai Stock Exchange Based on Market Capitalization Scale

基于市值规模的上海股市流动性动态分析

Shanghai stock Exchange is the sole legitimate pattern in 1946-1949.

1946-1949年，上海证券交易所是上海证券交易市场唯一合法交易场所。

The relationship of capital structure, diversification strategy and performance is analyzed in this dissertation. Subsequently, an empirical test is done used the data form the manufacturing listed companies on Shanghai stock exchange ( SSE).

本文分析了资本结构、多元化战略、企业绩效三者之间的关系，并以上海证券交易所制造业上市企业为例做了实证研究。

The Announcement Effect of Dividend in Shanghai Stock Exchange and Empirical Study

沪市股利的公告效应及其实证研究

The Empirical Research on the Undulation of the National Debt Market in Shanghai Stock Exchange

上交所国债市场波动率的实证研究

Prediction of Shanghai Stock Exchange Composite Index Based on RBF Neural Network

基于RBF神经网络的上证指数预测研究

After propose the improved BP neural network model, we then use the improved BP neural network and support vector machine to predict the SZZS and make a compare the results of two methods.

在提出改进的BP神经网络模型之后，本文分别使用改进的BP神经网络和支持向量机方法对上证指数做出预测，并对两种方法的预测结果做出比较。

Measurement on Hurst Exponent of SSE Index and Its Application

上证指数Hurst指数的测定及应用

Tail Dependence Analysis of SZI HSI Based on Copula Method

上证指数和恒生指数的copula尾部相关性分析

GARCH ( 1,1) was used to discuss the influence of Index of Shanghai Stock Market on the household saving.

利用GARCH（1,1）讨论了上证指数上涨对居民储蓄的影响。

In the course of the study, firstly, it uses HP filter trend decomposition method to investigate the relationship between economic growth cycle and fluctuations of the Shanghai Composite Index.

在研究过程中，首先，基于2002年1月至2011年12月的月度数据采用HP滤波趋势分解法探讨经济增长周期与上证指数波动的关系。

Then stationarity of time series for the data has been examined by adopting AD method, followed by cointegration test and Granger causal relation test against each macroeconomic variable and Shanghai Stock Exchange index respectively.

然后，运用AD方法检验数据时间序列的平稳性，接着对各宏观经济变量对上证指数进行协整检验和Granger因果关系检验。

The Comparison on Applications of GARCH and SV Models& Taking Shanghai Composite Index as An Example

GARCH模型和SV模型的应用比较研究&以上证指数的波动性为例

Forecast and Analysis of Shanghai Stock Index Based upon ARIMA model

基于ARIMA模型对上证指数的预测

However, neither Shanghai index nor any macroeconomic variable studied here has Granger causal relation, that means none of the macroeconomic variables can predict the Shanghai index tendency alone.

然而，上证指数和所研究的任何一个宏观经济变量都不存在双向的Granger因果关系，说明任何一个宏观经济变量都无法单独的预测上证指数的走势。