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dc.contributor.advisor陈海强
dc.contributor.author陈阳
dc.date.accessioned2018-12-05T01:43:37Z
dc.date.available2018-12-05T01:43:37Z
dc.date.issued2017-11-01
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/170274
dc.description.abstract本篇论文主要研究了以共同拥有十大股东为连接依据的股东网络对中国A股股市崩盘风险的影响,具体而言,是流通股股东的网络中心度和邻均崩盘风险对个股崩盘风险的影响。本文为了得到研究的各个指标进行了大量数据处理和计算,并创新地构造出了邻均崩盘风险和网络崩盘风险两个指标和加权股东网络,并且改进了中心度closenesscentrality的计算方法。进一步地,为了验证结论的稳健性,本文分别研究了如下情况中的股东网络对崩盘风险的影响:以共有股东数量为权重而加权的股东网络;牛市和熊市情况下的股东网络;不同类型的股东组成的网络;不同的上市公司属性的网络;不同的上市公司行业的网络;去除国家调控意志,即股东中去掉“...
dc.description.abstractThis paper mainly studies the influence of shareholders' network on the crash risk of China's A-share stock market, which is mainly based on the common ownership of the top ten shareholders. Specifically, it is the influence of the circulated share's network centrality and peer crash riak on the crash risk. In this paper, a lot of data processing and calculation are carried out in order to obtain...
dc.language.isozh_CN
dc.relation.urihttp://210.34.4.28/opac/openlink.php?strText=56832&doctype=ALL&strSearchType=callno
dc.source.urihttp://etd.xmu.edu.cn/detail.asp?serial=59842
dc.subject崩盘风险
dc.subject股东网络
dc.subject网络中心度
dc.subjectCrash Risk
dc.subjectCommon Shareholding Network
dc.subjectNetwork Centrality
dc.title股东网络是否增加了中国股市的崩盘风险?
dc.title.alternativeDoes Network of Stock Enhance Crash Risk in Chinese Stock Market?
dc.typethesis
dc.date.replied2017-04-27
dc.description.note学位:经济学硕士
dc.description.note院系专业:王亚南经济研究院_金融学
dc.description.note学号:27720141152745


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