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- W2368989817 abstract "In this paper,based on the analysis of trend of A stock indexes and yield,we use asymmetric GARCH model to do the empirical investigation on the social security fund’s influence on stock market.We find robust empirical evidence that the entrance of social security fund and QFII has changed the autocorrelation and volatility structure of the stock mar-ket." @default.
- W2368989817 created "2016-06-24" @default.
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- W2368989817 date "2009-01-01" @default.
- W2368989817 modified "2023-09-24" @default.
- W2368989817 title "Institutional Investors and Stock Price Volatility——Take Social Security Fund and QFII for Example" @default.
- W2368989817 hasPublicationYear "2009" @default.
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