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The Impacts of Margin Trading on Rate of Return and Volatility in the Stock Market: A Study Using the SVAR Model and Panel Regressions
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| 자료유형 | E-Book |
|---|---|
| 개인저자 | Shi, Wenqing. |
| 단체저자명 | Arizona State University. Business Administration. |
| 서명/저자사항 | The Impacts of Margin Trading on Rate of Return and Volatility in the Stock Market: A Study Using the SVAR Model and Panel Regressions. |
| 발행사항 | [S.l.] : Arizona State University., 2018 |
| 발행사항 | Ann Arbor : ProQuest Dissertations & Theses, 2018 |
| 형태사항 | 85 p. |
| 소장본 주기 | School code: 0010. |
| ISBN | 9780355929874 |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 79-09(E), Section: A.
Advisers: Hongquan Zhu |
| 요약 | Although margin trading has significant impacts on the stock market, extant research has mainly focused on its effect on stock price volatility and has rarely examined its influence on the rate of returns. In addition, little systematic research |
| 요약 | The findings show that: a)Volatility. Margin trading can effectively curtail the medium- and short-term volatility of the share price under any market condition but has no prominent influence on long-term volatility. b) Profitability. Margin tra |
| 요약 | Finally, I set up a new trading strategy based on the above conclusions. The result from hypothetical trading demonstrates that the newly-created trading strategy works better than the long-term holding strategy, highlighting the practical impli |
| 일반주제명 | Business administration. |
| 언어 | 영어 |
| 기본자료 저록 | Dissertation Abstracts International79-09A(E). Dissertation Abstract International |
| 대출바로가기 | http://www.riss.kr/pdu/ddodLink.do?id=T14997689 |
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| No. | 등록번호 | 청구기호 | 소장처 | 도서상태 | 반납예정일 | 예약 | 서비스 | 매체정보 |
|---|---|---|---|---|---|---|---|---|
| 1 | WE00027287 | 658 | 가야대학교/전자책서버(컴퓨터서버)/ | 대출가능 |
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