Did the introduction of securities margin trading decrease China's A-share market volatility?
Year of publication: |
July 2017
|
---|---|
Authors: | Wu, Maoguo ; Zhang, Hanyang ; Tam, Kwok-Leung |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 8.2017, 3, p. 135-141
|
Subject: | securities margin trading | China's A-Shares | volatility | difference-in-differences | China | Volatilität | Volatility | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Aktienmarkt | Stock market |
-
The trading behavior of institutions and individuals in Chinese equity markets
Ng, Lilian K., (2007)
-
Positive return-volatility correlation and short sale constraints : evidence from the Chinese market
Wu, Liang, (2018)
-
Intraday momentum and reversal in Chinese stock market
Chu, Xiaojun, (2019)
- More ...
-
The making of contemporary Australian monetary policy : backward- or forward- looking?
Chen, Ying, (2018)
-
Wu, Zhenyu, (2018)
-
Li, Lin, (2017)
- More ...