Dissertation > Excellent graduate degree dissertation topics show

The Chinese stock market based on high frequency data of investor behavior

Author: YangLi
Tutor: LiLiLi
School: Qingdao University
Course: Finance
Keywords: Behavior of Investors High Frequent Data Panel Data Profitability
CLC: F224
Type: Master's thesis
Year: 2011
Downloads: 41
Quote: 0
Read: Download Dissertation

Abstract


In recent years, the scale of the securities market investors is growing amazingly. The sound development of the capital market is crucial to the economy of China. It has been given more realistic significance to study how the investors’behavior affects the securities market. The data is chosen from 2006 to 2009 to research the relationship between the profitability, volatility of stocks in weeks or months with different sizes of liquidity and the purchasing ratio of investors in five groups.It is shown that, to the high volume stocks, the profitability of the securities falls as the purchasing ratio of individual investors rises, and the volatility is not relevant to the purchasing ratio. The profitability and the volatility in weeks of the securities rise as the purchasing ratio of institutional investors rises, however, the volatility in months is not relevant to the purchasing ratio of institutional investors. To the medium-size volume stocks, the profitability of the securities falls and the volatility in weeks rises as the purchasing ratio of individual investors rises, and the volatility in months is not relevant to the purchasing ratio of individual investors. The profitability and the volatility in months of the securities rise as the purchasing ratio of institutional investors rises, however, the volatility in weeks is not relevant to the purchasing ratio of institutional investors. To the low volume stocks, the profitability of the securities falls and the volatility in weeks rises as the purchasing ratio of individual investors rises, and the volatility in months is not relevant to the purchasing ratio of individual investors. The profitability of the securities in weeks rises as the purchasing ratio of institutional investors rises, the profitability of the securities in months, the volatility of the securities in weeks or months are not relevant to the purchasing ratio of institutional investors. Some reasonable advice is given at the end of the paper according to the result of the research.

Related Dissertations

  1. Research on the Regional Difference and Influence Factors of China’s Carbon Emissions,X502
  2. Study on the Relationship between Industrial Structure Upgrading and Convergence Tendency of Financial Services Industry in the Central Region of China,F832.2
  3. Relationship Between Education Investment and Economic Growth,F124;F224
  4. Research on International Competitiveness and Export Influence Factors of China’s Peach Industry,F224;F752.62
  5. Research on Impact of Foreign Strategic Shareholders to Operating Efficiency of Commercial Banks,F832.2
  6. Institutional Investors’ Behavior and Secrities’ Abnormal Returns Study,F832.51;F224
  7. Industrial agglomeration and urbanization interaction studies,F299.2;F224
  8. Urbanization Response Mechanism of energy consumption,F299.2;F206
  9. A Research on Customer Credit Risk Management of the XX Bank,F832.2
  10. Analysis of FDI on the Effect of Liaoning’s Industrial Structure,F121.3
  11. The Relationship Research on China’s Electricity Consumption and Economic Growth,F426.61;F124
  12. China’s Energy Rebound Effect by Sector Based on Panel Data,F426.2
  13. Human Capital, Human Capital Inequality and Economic Growth,F249.2;F124
  14. The Impact of the Investment Behavior of Inwestment Funds on Stock Market Volatility,F832.51
  15. Study on Relationgship of Regional Financial Development and Economic Growth,F832;F124
  16. Regional differences in the development of China 's rural cooperative financial analysis,F320;F224
  17. The Research on Self-discipline Effect of China’s Listed Banks’ Charter Value Against Risk,F224
  18. Empirical Analysis on the Price Gap Between A-share and H-share of the Dual-listed Company,F224
  19. Incentive Effects of Stock Option Awards of Listed Companies in China-an Empirical Investigation,F832.51;F224
  20. A Study on Human Capital Structure Contribution and Government Educational Investment Policies,G521
  21. Financial Evaluation Research on Steelmaking Convertor Project Undertaken by Jinan Steel Stock Ltd., Inc,F426.31

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