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Yiming Li
Publications - 1
Yiming Li is an academic researcher. The author has contributed to research in topics: Market liquidity & Margin (finance). The author has co-authored 1 publications.
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The Impact of Securities Margin Trading on the Stock Market Volatility and Liquidity —— Based on the Empirical Results of Shanghai and Shenzhen Markets
TL;DR: Wang et al. as mentioned in this paper analyzed the influence of margining trading and short selling on stock market volatility and liquidity, with the methods of the VAR model, Granger causality test, impulse-response analysis and variance decomposition.