Some Studies of the Volatility and Stock Return on China Stock Markets Using GARCH-M
中国股票市场报酬与波动的GARCH-M模型

This article analyses the relation of the volatility and stock return on China stock markets using GARCH-M model, and looks for the reason why there are large volatilities and low return. At the same time, We want to find if the changes of trade system would make some influence on the markets.