The Theory and Policy Analysis of Traded-based Manipulation in the Stock Market of China

The Theory and Policy Analysis of Traded-based Manipulation in the Stock Market of China


Author:Yishan Zhang,Yi Fang Journal:Management World (Chinese)  Date:2007(5)

Keywords Psitive feedback trade; the banker; market manipulation; policies

Abstract

Postulating for bounded rationality, this paper constructs a traded-based manipulation of banker model. It not only considers crowed behavior of positive feedback traders, but also embodies informed investors’ two functions. The model describes market volatility of price under banker manipulating, and illustrates his investment strategies. What is most important is we put forward the conditions of traded-based manipulation of banker. According to the model, herd effect is the key to traded-based manipulation of banker. So we analyze the conditions in which herd effect may appear, and discuss policies exert to stock market of China based on the model.


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