融资融券与金融市场的波动性——基于我国A股的实证检验被引量：17

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摘要研究融资融券机制与资本市场波动性之间的相互影响,使用方差齐性检验法,发现融资融券并未影响市场稳定,不存在助涨助跌效应。反过来,波动率的高低也不会影响融资融券的开放时机,不存在监管者相机抉择的成分。

作者汪天都孙谦

机构地区复旦大学管理学院

出处《管理现代化》 CSSCI 北大核心 2014年第3期4-6,共3页 Modernization of Management

基金国家自然科学基金(71172035)

关键词融资融券金融市场 A股

分类号 F830.9 [经济管理—金融学]

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