Empirical Study to the Price Volatility and Information Flow of China Stock

This article uses the cointegration technique of the econometrics to select the volume of trade and trade times as information flow agent variable and from the point of view of the personal share it makes an empirical study to the relationship between the stock price and the information flow in the bond market. The result indicates that the stock price, trading volume and trading times have the positive correlation. It supports the effect which the trading volume and trading times acting as the information flow agent variables have on the stock price volatility. The result gained has certain reference value to know the microcosmic structure of China stock market and to make the behavior of the market more standard