| 卖空交易对新兴市场波动率的影响分析 |
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| 引用本文： | 王佳佳.卖空交易对新兴市场波动率的影响分析[J].毕节学院学报,2011,29(4):80-86. |
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| 作者姓名： | 王佳佳 |
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| 作者单位： | 毕节学院数学系; |
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| 基金项目： | 毕节学院科研基金项目“半参数模型在证券市场新机制引入中的应用”,项目编号:20092018 |
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| 摘 要： | 通过具有相关误差的半参数回归模型探讨了台湾市场的卖空机制与市场波动率的关系,结果发现市场波动率与卖空机制有关,也就是说卖空机制确实会增加市场的波动。根据研究的结果,对我国证券市场交易机制的建立提出了一些建议,以期对我国正在拟议中的股票卖空机制有所借鉴。
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| 关 键 词： | 卖空 市场波动 股票指数 标准差 |
The Analysis of Short Sale Impactingon the Emerging Market Volatility |
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| WANG Jia-jia.The Analysis of Short Sale Impactingon the Emerging Market Volatility[J].Journal of Bijie University,2011,29(4):80-86. |
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| Authors: | WANG Jia-jia |
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| Institution: | WANG Jia-jia(Mathmatics Department of Bijie University,Bijie,Guizhou551700,China) |
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| Abstract: | This paper shows the relationship between short selling mechanism of Taiwan market and the market volatility by the semi-parameter regression model.As a result,we find that market volatility is concerned about short selling transaction which means that short selling will definitely increase the volatility of the market.Secondly,based on the results of the study,this paper gives some advice to the establishment of China's stock market trading mechanism,and hope that it can used for reference by our being pro... |
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| Keywords: | Short Selling Market Volatility Stock Index Standard Deviation |
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