China's Stock Market Shows Log-Periodic Bubbles and Anti-Bubbles, Impacting Fiscal Policies.
The article studied bubbles and anti-bubbles in China's stock market using a mathematical model. The researchers found that China's stock market shows fractal patterns, with bubbles and anti-bubbles occurring. They also discovered that the Shanghai and Shenzhen stock markets are becoming more synchronized. The paper suggests that China should use fiscal policies wisely and improve stock market symmetry.