Abstract
ObjectiveThe current study aimed to examine the effects of daily change of the Shenzhen Stock Exchange Index on cardiovascular mortality in Guangzhou and Taishan, China.MethodsDaily mortality and stock performance data during 2006–2010 were collected to construct the time series for the two cities. A distributed lag non-linear model was utilized to examine the effect of daily stock index changes on cardiovascular mortality after controlling for potential confounding factors.ResultsWe observed a delayed non-linear effect of the stock index change on cardiovascular mortality: both rising and declining of the stock index were associated with increased cardiovascular deaths. In Guangzhou, the 15–25 lag days cumulative relative risk of an 800 index drop was 2.08 (95% CI: 1.38–3.14), and 2.38 (95% CI: 1.31–4.31) for an 800 stock index increase on the cardiovascular mortality, respectively. In Taishan, the cumulative relative risk over 15–25 days lag was 1.65 (95% CI: 1.13–2.42) for an 800 index drop and 2.08 (95% CI: 1.26–3.42) for an 800 index rising, respectively.ConclusionsLarge ups and downs in daily stock index might be important predictor of cardiovascular mortality.
Highlights
Substantial studies have reported that increased morbidity/ mortality of cardiovascular diseases was associated with stressful events, for instance: the US 911 attack [1], earthquakes [2,3], and large-scale sport events [4,5]
A large fluctuation in the stock exchange market may represent important mental and physical stresses that may adversely affect cardiovascular morbidity and mortality, to date only a few studies from different areas have investigated the potential impacts of stock market variation on cardiovascular incidence and mortality [6,7,8,9,10], with inconsistent findings; no multi-city study has been conducted, and the lag pattern of the effect of stock variation on cardiovascular mortality has not been examined yet
The current study investigated the association between the Shenzhen stock market variations on the cardiovascular mortality in two cities of Guangdong Province, China
Summary
Substantial studies have reported that increased morbidity/ mortality of cardiovascular diseases was associated with stressful events, for instance: the US 911 attack [1], earthquakes [2,3], and large-scale sport events [4,5]. Unexpected growth and downturn have been witnessed in China’s stock market since 2006 [13], which provided a unique opportunity to explore the impact of large stock variations on human health, cardiovascular mortality. Different from those in developed countries, many of the Chinese stock market investors are new inexperienced individuals with unrealistic expectations about the stock investment, we hypothesize that a large stock market change, especially decrease, has adverse effects on cardiovascular mortality in Chinese population. The current study investigated the association between the Shenzhen stock market variations on the cardiovascular mortality in two cities of Guangdong Province, China
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