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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 | 학위논문 |
|---|---|
| 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. |
| 개인저자 | Shi, Wenqing. |
| 단체저자명 | Arizona State University. Business Administration. |
| 발행사항 | [S.l.]: Arizona State University., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 85 p. |
| 기본자료 저록 | Dissertation Abstracts International 79-09A(E). Dissertation Abstract International |
| ISBN | 9780355929874 |
| 학위논문주기 | Thesis (D.B.A.)--Arizona State University, 2018. |
| 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 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
