House Price and the Stock Market Prices
收藏Mendeley Data2019-05-21 更新2026-04-09 收录
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https://data.mendeley.com/datasets/72k38djkhm
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资源简介：
The house price data are collected from the official website of China's National Bureau of Statistics . We acquired the month-on-month growth data of house prices since January 2006, then compiled the house price index based on January 2006 as 100. The Shanghai Stock Exchange Index (SSEI) data which are treated as stock market prices are derived from the CSMAR database. After that, we calculate the monthly house price and stock price return as , where are proxied by the monthly house price index and SSEI, and represent the returns series. 157 observations from January 2006 to March 2019 are obtained.
创建时间：
2019-05-21
