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	Did the Introduction of Securities Margin Trading Decrease China’s A-Share Market Volatility?
	Maoguo Wu[1]; Hanyang Zhang[2]; Kwok-Leung Tam[3]
刊名	International Journal of Financial Research
	2017
卷号	8页码:135-141
关键词	securities margin trading China’s A-Shares volatility difference-in-differences
ISSN号	1923-4023
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2185043
专题	上海大学
作者单位	[1]SHU-UTS SILC Business School, Shanghai University[2]SHU-UTS SILC Business School, Shanghai University[3]INSEARCH, University of Technology Sydney, Australia
推荐引用方式 GB/T 7714	Maoguo Wu[1],Hanyang Zhang[2],Kwok-Leung Tam[3]. Did the Introduction of Securities Margin Trading Decrease China’s A-Share Market Volatility?[J]. International Journal of Financial Research,2017,8:135-141.
APA	Maoguo Wu[1],Hanyang Zhang[2],&Kwok-Leung Tam[3].(2017).Did the Introduction of Securities Margin Trading Decrease China’s A-Share Market Volatility?.International Journal of Financial Research,8,135-141.
MLA	Maoguo Wu[1],et al."Did the Introduction of Securities Margin Trading Decrease China’s A-Share Market Volatility?".International Journal of Financial Research 8(2017):135-141.

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