An Empirical Study of the Impact of Margin Financing on the Volatility of the Shanghai Stock Index

Weixin Kang. An Empirical Study of the Impact of Margin Financing on the Volatility of the Shanghai Stock Index. In Zheng Xu 0001, Reza M. Parizi, Octavio Loyola-González, Xiaolu Zhang, editors, Cyber Security Intelligence and Analytics - 2021 International Conference on Cyber Security Intelligence and Analytics (CSIA 2021), Shenyang, China, 19-20 March, 2021, Volume 2. Volume 1343 of Advances in Intelligent Systems and Computing, pages 358-364, Springer, 2021. [doi]

Abstract

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