The relationship between Chinese copper futures prices and relevant listed company stock price

Zhang, Renchi

dc.contributor.advisor	Dodds, J. C. (James Colin)
dc.coverage.spatial	China
dc.creator	Zhang, Renchi
dc.date.accessioned	2015-05-11T13:49:22Z
dc.date.available	2015-05-11T13:49:22Z
dc.date.issued	2014
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/26113
dc.description	1 online resource (v, 28 p.)
dc.description	Includes abstract and appendix.
dc.description	Includes bibliographical references (p. 25-26).
dc.description.abstract	The core point of the paper is test the relationship between Chinese copper futures prices and relevant listed company stock price. The paper selected a data sample to include stock price, future price and the Shang Hai composite index for the period from 04, January 2011 to 31, December 2013. The testing methodology of the paper is the VAR model and basic data analysis, from the results, I can determine the high correlation between the stock price of a related copper listed company and futures copper prices. For the VAR model, it is more difficult to determine the relationship.	en_CA
dc.description.provenance	Submitted by Greg Hilliard (greg.hilliard@smu.ca) on 2015-05-11T13:49:22Z No. of bitstreams: 1 Zhang_Renchi_MRP_2014.pdf: 777934 bytes, checksum: ccf2ad114567950f9a9c817bc81364ec (MD5)	en
dc.description.provenance	Made available in DSpace on 2015-05-11T13:49:22Z (GMT). No. of bitstreams: 1 Zhang_Renchi_MRP_2014.pdf: 777934 bytes, checksum: ccf2ad114567950f9a9c817bc81364ec (MD5) Previous issue date: 2014-09-22	en
dc.language.iso	en	en_CA
dc.publisher	Halifax, N.S. : Saint Mary's University
dc.title	The relationship between Chinese copper futures prices and relevant listed company stock price	en_CA
dc.type	Text	en_CA
thesis.degree.name	Master of Finance
thesis.degree.level	Masters
thesis.degree.discipline	Finance, Information Systems, & Management Science
thesis.degree.grantor	Saint Mary's University (Halifax, N.S.)