The Research of Information-Based Market Manipulation

Xiao-long Liu () and Wen-xiu Hu
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Xiao-long Liu: Xi’an University of Technology
Wen-xiu Hu: Xi’an University of Technology

Chapter Chapter 33 in The 19th International Conference on Industrial Engineering and Engineering Management, 2013, pp 343-353 from Springer

Abstract: Abstract According to the theory of behavior finance, the model of information-based manipulation in Chinese stock market is studied in this paper. Meanwhile, the trading strategies of different traders are analyzed by using restriction of financing and security loan, on the basis of which the equilibrium outcomes of stock manipulation in different periods are obtained. Furthermore, the influences of margin deposit ratio and the rationality degree of semi-rational noise traders on stock market are discussed. Finally, some policy advices are given in the light of model analysis.

Keywords: Margin deposit ratio; Market manipulation; Rationality degree; Semi-rational noise trader (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-37270-4_33

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DOI: 10.1007/978-3-642-37270-4_33

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