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The Impact of Mutual Fund on China’s Stock Markets

Author: YangXia
Tutor: WangRenZeng
School: Lanzhou Commercial College
Course: Quantitative Economics
Keywords: Securities Investment Fund Fluctuations in the stock market VEC model Panel Data Analysis
CLC: F832.51
Type: Master's thesis
Year: 2010
Downloads: 70
Quote: 0
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Abstract


The early days of China's stock market because the market system , to participate in the theme immature various factors such as market volatility is more dramatic at higher risk. Management in order to improve China's capital markets , risk control and guide rational investment , vigorously develop the securities investment fund based institutional investors . Generally believed that institutional investors have a strong R \u0026 D strength and advantage, relative to the small and medium investors , more rational , and help to stabilize the market risk . Affected by this, the management hopes vigorously develop institutional investors, in order to stabilize the stock market . 2000 \In this paper, the Shanghai Composite Index and stocks as the research object , the relationship between the application of econometric model empirical analysis of securities investment funds and the stock market . Through the establishment of the VEC model , draw conclusions proportion of positions of securities investment funds run direction with the Shanghai Composite Index present relationship of the same direction , that is, the increase in the proportion of the fund's holdings , the Shanghai Composite Index up running contrary opposite . Also found that the Foundation select positive feedback trading strategies that increase the proportion of positions when the index rose . This paper stocks as the object of study , the proportion of the fund's holdings of stocks volatility through the establishment of the time variable coefficients panel data model . Draw conclusions proportion of the fund's holdings is not always exacerbate the volatility of individual stocks , but also did not come to the conclusion stocks volatility will increase because of the fund's holdings decreases , that the fund does not play the role of a stable stock price .

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial market
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