使用2006年6月1日至2009年12月31日期间的上证综指和国际主要股票市场的有关数据，对于我国股票市场和国际主要股票市场之间联动效应进行了实证研究．分析结果表明，我国股票市场同其他主要股票市场之间不存在长期均衡关系；上证综指对于美国股市的冲击非常敏感．%In this paper we use data of Shanghai stock market and world major stock markets between June 1 2006 and December 31 2009 to study the empirical relations between Shanghai Stock exchange composite Index and world major stock markets. We find that there isn＇t any long term equilibrium relation between shanghai stock exchange composite Index and world major stock market. Another results is that Shanghai stock market is sensitive to american stock market impulse.
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