融资融券扩容对a股市场及个股影响

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1、硕士学位论文融资融券扩容对A股市场及个股影响ImpactoftheEnlargementofMarginTradingonA-ShareMarketandStocks作者：张卉导师：陈松男上海交通大学上海高级金融学院二〇一三年五月ImpactoftheEnlargementofMarginTradingonA-ShareMarketandStocksByHuiZhangUndertheSupervisionofProfessorSongnanChenSubmittedinPartialFulfillmentoftheRequirementsFortheDegreeofMaste

2、rinFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaotongUniversityMay2013ContentsAbstract...................................................................................................................i摘要.................................................................................

3、.......................................ii1.Introduction..................................................................................................11.1.ResearchBackground........................................................................11.1.1.TheCharacteristicsandHistoryofMarginT

4、rading....................11.1.2.ReviewoftheDevelopmentofMarginTradinginChina...........21.1.3.ExistingTradingMechanismofMarginTrading.........................71.2.ResearchMotivation..........................................................................91.3.ResearchFramework..............

5、.........................................................111.4.MainContribution............................................................................122.LiteratureReview.......................................................................................132.1.MarginTradingandLiquidit

6、y..........................................................132.2.MarginTradingandVolatility..........................................................153.HypothesisandData...................................................................................183.1.Hypothesis.......................

7、.................................................................183.2.DataCollectionandFiltering...........................................................203.3.DataProcessing........................................................................