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Simulation Study on Chinese Stock Market Development Based on System Dynamics Model

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Simulation Tools and Techniques (SIMUtools 2020)

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Abstract

This paper selects money supply, interest rate and gross domestic product (GDP) as the key variables that affect the stock market value, and builds a system dynamics simulation model. The annual data from 2011 to 2018 are selected to simulate and analyze the impact of money supply, interest rate and GDP on the development of the stock market by adjusting the values of key variables. The simulation results show that money supply and GDP have a positive effect on stock market value, while interest rate has a negative effect on stock market value.

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Authors and Affiliations

  1. School of Big Data Application and Economics, Guizhou University of Finance and Economics, Guiyang, 550025, China

    Chenggang Li & Tao Lin

  2. Collaborative Innovation Center for Poverty Reduction and Development in Western China, Guiyang, 550025, China

    Chenggang Li

Authors
  1. Chenggang Li
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  2. Tao Lin
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Editor information

Editors and Affiliations

  1. Embry-Riddle Aeronautical University, Daytona Beach, FL, USA

    Houbing Song

  2. School of Astronautics and Aeronautic, UESTC, Chengdu, China

    Dingde Jiang

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© 2021 ICST Institute for Computer Sciences, Social Informatics and Telecommunications Engineering

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Li, C., Lin, T. (2021). Simulation Study on Chinese Stock Market Development Based on System Dynamics Model. In: Song, H., Jiang, D. (eds) Simulation Tools and Techniques. SIMUtools 2020. Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering, vol 369. Springer, Cham. https://doi.org/10.1007/978-3-030-72792-5_22

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  • DOI: https://doi.org/10.1007/978-3-030-72792-5_22

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-72791-8

  • Online ISBN: 978-3-030-72792-5

  • eBook Packages: Computer ScienceComputer Science (R0)

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