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Empirical Study on the Impact of Policy Events on Stock Market before and after Stock Market Disaster

机译：实证研究股市前后股市灾害股市的影响

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摘要

This paper studied the relationship between policies and stock market volatility. This paper used the volatility point discrimination method to identify the variance increase points of stock market volatility from 2014 to 2018. It finds out the policy events causing stock market fluctuations through the event research method. After regression analysis of index return and policy event return, index return volatility and policy return volatility, it is found that the impact of policy events before the shock of stock market is greater than that after the shock of stock market.
机译：本文研究了政策与股市波动之间的关系。本文使用了波动点辨别方法，从2014年至2018年确定了股市波动的差异增加点。它发现通过事件研究方法造成股票市场波动的政策事件。在索引回报和政策事件返回的回归分析后，索引返回波动性和政策返回波动，发现政策事件在股票市场冲击之前的影响大于股票市场后的影响。

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