Xinran Li，Zhe Zhang

Xinran Li

31 Oct. 2022

Sino-US trade war, Event study, Stock market.

Based on event analysis, this paper studies the impacts of the trade war between China and the United States on the six major sectors of stock market in China and analyzes the overall influences of different key events on China's stock market by combining events and stock index changes from a diversified perspective. And TSAR model is used to investigate the volatility of yield rate in different sectors. From the perspective of statistical significance, it can be concluded that the impact of the trade war on Chinese stock market is multi-faceted. Moreover, some measures about China's response to the trade war are put forward.

© 2022, the Authors. Published by ISCCAC

This is an open access article distributed under the CC BY-NC license