A Model of Stock Market Manipulation in China

被引：0

作者：

Liu, Xiao-long ^{[1
]}

Hu, Wen-xiu ^{[1
]}

机构：

[1] Xian Univ Technol, Sch Business Adm, Xian 710054, Peoples R China

来源：

PROCEEDINGS OF THE 4TH CONFERENCE ON SYSTEMS SCIENCE, MANAGEMENT SCIENCE AND SYSTEMS DYNAMICS, SSMSSD10, VOL 3 | 2011年

关键词：

stock manipulation; semi-rational noise trader; financing and securities loan;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The model of information-based manipulation of the stock price is found under the condition of Chinese stock market. Meanwhile, the trading strategies of informed traders, passive rational investors and semi-rational noise traders are analyzed through using restriction of financing and security loan, and the equilibrium outcomes of stock manipulation in different periods are obtained due to it. What's more, the influences of restriction of financing and security loan, the rationality degree of semi-rational noise traders and the accuracy of signal closer to truth on stock market are discussed. At last, some relevant policy suggestions are presented.

引用

页码：13 / 18

页数：6

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