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In order to solve the problem of China's auto industry control right caused by the introduction of foreign capital, based on defining China's auto industry capital structure security, in this paper we construct China's auto industry capital structure security index system containing 6 indexes, identify the index warning limit and index positive management method and finally use the principal component...
Aiming at the problems that the scale of distribution network investment is gradually increasing and the investment effectiveness still needs to be improved, the paper propose a comprehensive assessment system of input-output benefit for distribution network construction project. Firstly, select input-output benefit indexes basing on key factors. Secondly, propose index evaluation criterion determining...
The mankind has higher interest to find accurate tools for prediction especially at the financial sector. Many forecasting methods have been suggested through the history ranging from linear regression methods to nonlinear time series fitting approaches. Emerging countries market like security market in Sultanate of Oman has more importance in the international scenario according to its wide opportunities...
Venture capital started in 1980s in China, the scale of which has grown rapidly in the recent thirty years. As the existence of lock-up period of stock right in our country, venture capital will continue to affect all aspects of corporate governance of the listed corporation after the successful listing. At present, Chinese listing Corporation generally have some problems in financing, mainly for...
This paper selected at random 212 Chinese manufacturing companies at the Shenzhen Stock Exchange in 2013 as the research objective in order to study the current situation of the voluntary disclosure. This paper found and summarized the problems of small number, low quality, and accuracy, lack of fixed and standardized forms in the process of the disclosure. Finally based on the study, this paper further...
This study is aimed at determining the future share net inflows and outflows by using the characteristics of Exchange Traded Funds (ETF) as variables in a data mining based analytic methodology. The relationship between net flows is closely related to investor perception of the future and past performance of mutual funds. In order to explore the relationship between investor's perception of ETFs and...
Information technology risk prediction markets have potential to identify the probabilities of risk events that are relevant to information systems. Prediction markets provide a bidding mechanism that allows large number of participants to compete for forming the most accurate predictions for future events. The accuracy of forecasts regarding the frequency, nature, and the form of cyber attacks is...
This paper discusses a multi-period portfolio problem in the situation where security returns are given mainly by experts' judgment and evaluation. The security return rates are regarded as uncertain variables in the situation and the justification of using them is discussed. An uncertain adjusting Risk Index model is proposed in which optimal portfolio adjustments are determined with the objective...
This study focuses the empirical examination on the relationship between internal governance factors and cross-border related party (CBRP) transactions of Chinese firms. Using the data of the listed companies in China's Stock Exchanges during 2003-2007, we find that the size of CBRP transactions is positively associated with concentrated ownership, imbalance of power among large shareholders, CEO...
Under the frame of behavioral finance, this article established a model of perceived risk based on the disposition effect. Simulations indicate the opposite correlation between perceived risk and the disposition effect index. This conclusion is same to the real market perceived risk.
Benchmark is the passive representation of the manager's investment process and the standard of investor's asset allocation. We study the portfolio selection based on multiple benchmarks in this paper. We construct a portfolio selection model based on multiple benchmarks and analyze the effect of the manager's preference on the portfolio selection. We show that the larger the risk averse coefficient,...
The Moving Average is the most frequently used indicator of Chinese investors of the stock market. This paper applies the dual Moving Average models to test the effectiveness of technical trading in stock market in China. The study is based on Shanghai composite Index (SZZS) over the period of January 1997 to December 2009. The results show that the dual MAs do not possess widespread ability to profitably...
First, this paper constructs the semi-annual stock-fund bipartite networks models according to detail data of funds and stocks held by the fund from June 2000 ~ June 2009 in china. Then, some static and dynamic characteristics of stocks held by the fund centralized and decentralized are analyzed combination of network topology index. Stock Selection Fund (the top node) of the overall statistical characteristics...
Whether positive securities investment fund can overcome the market is the focus of debate. This paper the first step is to propose a series of research hypothesis about the validity of positive investment, which bases on the market conditions as the external control variable and analysis the characteristics of securities market in China. Then, according to relevant data in security market, we have...
A bivariate functional coefficients regression model for characterizing dynamics of security price is presented in this paper to reflect the feature of real financial market that is presence of repelling and mingling of different opinions amongst traders. The local polynomial regression approach is adopted to estimate the functional coefficients resulting from bayesian updating mechanism. After applying...
We examine the market reaction to firms that withdrew previously announced private investments in public equity (PIPE) in China and find significant negative abnormal returns for the withdrawal announcement. We analyze the effect of withdrawal reasons, and find that compared to withdrawals due to unfavorable market conditions, the market reaction is more negative if the firms passively withdrew PIPEs...
Investment Banking Business has the features of high homogeneity and standardization because of capital-intensive and high demand. It has the obvious features of economies of scale industries. This has been proved by the development and the theory researches in the West countries in the past century. Through the development of Investment Banking Business in our country in recent 20 years, the number...
Starting from the development of open security investment fund in China, the essay concludes the references on performance evaluation methods of security investment fund from domestic and foreign research outcomes. The methods of fund's performance, security selection ability as well as timing ability are introduced. We focus on the mutual funds in China in this empirical research. The models involved...
Based on mean-semivariance theory, a robust optimization model is developed for China's social security fund asset allocation, which the uncertainty of expected return and risk on security fund investment is described by several expected return vectors and covariance matrices. Then, we have done an empirical analysis by using the actual data from China. Empirical results show that: this method is...
With the development of economic and continuous improvement of people's living standard, many people have paid more attention to the issue of community security so that a lot of crime prevention systems are installed around the community in recent five years. How to measure the community risk scientifically and make full play to the protection effectiveness on crime prevention system is the complex...
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