10.18170/DVN/BGW6NQ李, 晖数学科学学院Replication Data for: An Empirical Analysis of the Linkage of China's Shanghai and Shenzhen Stock Markets from "Leveraged Cattle" to "Deleveraging" -亚洲成人在线一二三四五六区Peking University Open Research Data Platform2018Business and Management李, 晖数学科学学院2018-02-252018-03-0622016application/vnd.ms-excel1.0CC0 WaiverFrom December 1, 2014 to February 29, 2016, include 15 months each trading day closing price of Shanghai and Shenzhen stock markets.