Margin Trading and Short Selling on Stock Liquidity: Evidence from the Expansion of Marginal Securities in Chinese Stock Market.
Yonghong ZhongShuxuan LiPublished in: ISCID (1) (2016)
Keyphrases
- financial markets
- chinese stock market
- stock price
- stock market
- stock returns
- stock exchange
- stock data
- portfolio selection
- trading systems
- trading strategies
- portfolio optimization
- non stationary
- financial time series
- historical data
- probability distribution
- exchange rate
- news articles
- short term
- stock trading
- garch model
- financial data
- training set
- long term
- risk management
- investment strategies
- transaction costs
- decision making