An Empirical Research into the Relationship between the Stock Price of Agricultural Listed Companies and the Price of Related Agricultural Products--Empirical Study about Forage and Livestock Product Prices and the Stock Prices of Livestock Listed Companies
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An Empirical Research into the Relationship between the Stock Price of Agricultural Listed Companies and the Price of Related Agricultural Products--Empirical Study about Forage and Livestock Product Prices and the Stock Prices of Livestock Listed Companies
SUN Zhi-Hong 1,2, LU Xin-sheng 1
(1.College of Economics and Management, Northwest AF University, Yangling 712100, China；2.Business School of Xinjiang Shihezi University, Wujiaqu 831300, China)
Abstract Based on price transmission theory, using VAR model, the authors empirically analyse the relationship between forage and livestock product prices and the stock price of livestock listed companies. The results of co-integration analysis suggest that there exists a long-term equilibrium relationship between the two. Granger-causality test suggests that the average forage and livestock product of the whole country is the Granger causality of the stock prices of livestock listed companies
SUN Zhi-Gong,LEI Xin-Sheng-. An Empirical Research into the Relationship between the Stock Price of Agricultural Listed Companies and the Price of Related Agricultural Products--Empirical Study about Forage and Livestock Product Prices and the Stock Prices of Livestock Listed Companies. Economic Survey, 2011, 28(2): 0118.
2011, Vol. 28 
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