Do Bond Investors Care about Margin Trading and Securities lending?: - - An Empirical Study Based on Secondary Market of Medium Term Notes.
Chuyu JiangYuejin ZhangYufei HanPublished in: ITQM (2021)
Keyphrases
- medium term
- financial markets
- stock market
- long term
- short term
- trading strategies
- stock price
- stock exchange
- foreign exchange
- trading rules
- stock data
- trading systems
- market data
- option pricing
- portfolio management
- technical indicators
- sharpe ratio
- market prices
- portfolio selection
- trading agents
- investment strategies
- financial data
- portfolio optimization
- early warning
- risk management
- support vector
- health care
- training set
- exchange rate
- financial time series
- maximum margin
- test bed