Dissertation > Excellent graduate degree dissertation topics show

Securities investment funds and stock market stability study

Author: NingFang
Tutor: ZuoZhengLiang
School: Qingdao University
Course: Political Economics
Keywords: Share price volatility Securities investment fund GARCH EGARCH
CLC: F224
Type: Master's thesis
Year: 2011
Downloads: 27
Quote: 0
Read: Download Dissertation


Since the stock market became an important part of the capital word, the volatility of share price was paid more and more attention. Now as a research hotspot in the field of economics, the relationship between institutional investors and the share price volatility is very meaningful and controversial.Securities investment fund is almost the leading part of the institutional investors, who can directly invest in the stock market. Because of its collective investment, professional financial and dispersive risk features, it has been more and more important in the capital market. China has been making efforts to develop institutional investors in the capital world, wishing that they can work well to keep the share price from extreme volatility. Whether funds can make the stock market more stable is the core issue in this paper. Through the theoretical and empirical analysis of the price fluctuation characteristics and securities investment funds in Chinese stock market, we can have a comprehensive inspection between them.This paper firstly summarized the research theory at home and abroad. Then try to find the relationship between the share price volatility and the fund with the method of GARCH and EGARCH. Finally, explain the result we already get, combined with theoretical analysis and empirical research paper, and give some suggestions.

Related Dissertations

  1. Copula-EGARCH-Kernel Density Estimation Model and Its Application,O211.3
  2. Shanghai and Shenzhen stock markets empirical research,F224
  3. Research on Support Vector Regression in Prediction of the Short-term Load of Power System,TM715;F224
  4. In the standard model based on VaR Equity Fund Risk Assessment Study,F224
  5. Price Volatility Risk Assessment and Comparison of China’s Commodity Futures,F224
  6. Applied Research Based on GARCH-VaR Model in Our ETF Risk Measurement,F224
  7. GREY-GARCH - based model of the Chinese stock market volume and price relationship,F224
  8. The Application Research to Risk Measurement of Index Futures,F224
  9. An Empirical Study on Risk Transmissions between Stock Index and Index Futures Markets in China,F832.51
  10. Our open-end fund market risk measurement,F224
  11. Trait volatility on stock returns impact analysis,F224
  12. Price limits on the Chinese stock market volatility,F224
  13. Based on GARCH Model Method of VAR in securities investment funds in the application and analysis,F830.91
  14. Risk Measurement of China’s Stock Market Based on Quantile Regression Model,F832.51
  15. Research on Inter-bank Interest Rate Risk Measurement of Commercial Bank Based on VaR Model,F822.0
  16. An Research on Herd Behavior of Transportation-shares in Shanghai Stock Exchange (SSE),F224
  17. Based on GARCH Model international dry bulk freight index of volatility,F224
  18. An Empirical Study of the Impact of Stock-index Futures on the Spot Market Fluctuation,F832.51
  19. The Impact of Securities Investment Fund on Chinese Stock Market Volatility,F832.51
  20. Phase study of the Chinese stock market return volatility,F832.51

CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
© 2012 www.DissertationTopic.Net  Mobile