Impact of Economic Growth, Foreign Direct Investment and Financial Development on Stock Prices in China: Empirical Evidence from Time Series Analysis

Impact of Economic Growth, Foreign Direct Investment and Financial Development on Stock Prices in China: Empirical Evidence from Time Series Analysis

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The study aims to empirically examine the dynamic relationship between GDP, stock prices, FDI and domestic credit to the private sector for China by using the ARDL approach for the period 1999Q1:2015Q1. The study confirmed the long-run cointegration among the variables. The empirical results reveale...

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Bibliographic Details
Main Authors: Faisal Faisal, Peshraw Majid Muhammad, Turgut Tursoy
Format: Article
Language:English
Published: EconJournals 2016-09-01
Series:International Journal of Economics and Financial Issues
Subjects:
stock price
autoregressive distributed lag
cointegration
granger causality
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32045/354749?publisher=http-www-cag-edu-tr-ilhan-ozturk

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