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The Volatility and Cycle of Emerging Industry Stock Market in China: An Empirical Study Based on EEMD

In: Proceedings of 20th International Conference on Industrial Engineering and Engineering Management

Author

Listed:
  • Ying-qing Gong

    (Guosen Securities Co. Ltd.)

Abstract

Great demand and growth potentiality of emerging industry provide a good investment opportunity for capital market. This paper proposes to analyze the volatility and cycle characteristics of the China’s emerging industry stock price by using EEMD. The IMFs decomposed by the EEMD could reveal the volatility and cycle characteristic of China’s emerging industry stock market, and furtherly reconstruct IMFs by signal test could see the short-term volatility caused by the game of the buyer and the seller, the medium-term volatility caused by events and the long-term volatility decided by the residue of emerging industry stock market. This study reveals the volatility trend and its cycle characteristic of emerging industry stock prices, which not only complement the existing research on investment in emerging industries, and also provide a reference for guiding investment practice.

Suggested Citation

  • Ying-qing Gong, 2013. "The Volatility and Cycle of Emerging Industry Stock Market in China: An Empirical Study Based on EEMD," Springer Books, in: Ershi Qi & Jiang Shen & Runliang Dou (ed.), Proceedings of 20th International Conference on Industrial Engineering and Engineering Management, edition 127, pages 279-289, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-40072-8_27
    DOI: 10.1007/978-3-642-40072-8_27
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