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020 ▼a 9780355929874
035 ▼a (MiAaPQ)AAI10792286
035 ▼a (MiAaPQ)asu:17701
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 247004
0820 ▼a 658
1001 ▼a Shi, Wenqing.
24514 ▼a The Impacts of Margin Trading on Rate of Return and Volatility in the Stock Market: A Study Using the SVAR Model and Panel Regressions.
260 ▼a [S.l.]: ▼b Arizona State University., ▼c 2018.
260 1 ▼a Ann Arbor: ▼b ProQuest Dissertations & Theses, ▼c 2018.
300 ▼a 85 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 79-09(E), Section: A.
500 ▼a Advisers: Hongquan Zhu
5021 ▼a Thesis (D.B.A.)--Arizona State University, 2018.
520 ▼a 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
520 ▼a 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
520 ▼a 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
590 ▼a School code: 0010.
650 4 ▼a Business administration.
690 ▼a 0310
71020 ▼a Arizona State University. ▼b Business Administration.
7730 ▼t Dissertation Abstracts International ▼g 79-09A(E).
773 ▼t Dissertation Abstract International
790 ▼a 0010
791 ▼a D.B.A.
792 ▼a 2018
793 ▼a Chinese
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14997689 ▼n KERIS ▼z 이 자료의 원문은 한국교육학술정보원에서 제공합니다.
980 ▼a 201812 ▼f 2019
990 ▼a ***1012033