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Opinion dynamics in finance and business: a literature review and research opportunities

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financial Innovation 2020年第1期6卷 971-992页

作者： Quanbo Zha Gang Kou Hengjie Zhang Haiming Liang Xia Chen Cong‑Cong Li Yucheng Dong School of Management Science and Real Estate Chongqing UniversityChongqing 400045China School of Business Administration Southwestern University of Finance and EconomicsChengdu 611130China Business School Hohai UniversityNanjing 211100China Center for Network Big Data and Decision-Making Business SchoolSichuan UniversityChengdu 610065China School of Economics and Management Southwest Jiaotong UniversityChengdu 610031China

Opinion dynamics is an opinion evolution process of a group of agents,where the final opinion distribution tends to three stable states:consensus,polarization,and *** present,the opinion dynamics models have been extensively studied in differrent *** paper provides a review of opinion dynamics in finance and business,such as,finance,marketing,e-commerce,politics,and group decision ***,identified research challenges have been proposed to promote the future research of this topic.

关键词： Opinion dynamics financial market Business

区域经济合作增强了中国与境外国家金融市场的联动效应吗

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世界经济导刊 2022年第5期

作者：苏治章子琪张永冀余航

区域经济合作正在成为新时期全球经济共同繁荣的重要推力，因此以“一带一路”为代表的中国区域经济合作框架备受关注。以2009-2019年“一带一路”沿线国家为样本，以中国与沿线国家的金融市场为研究主体，通过双重差分模型研究了“一... 详细信息

区域经济合作正在成为新时期全球经济共同繁荣的重要推力，因此以“一带一路”为代表的中国区域经济合作框架备受关注。以2009-2019年“一带一路”沿线国家为样本，以中国与沿线国家的金融市场为研究主体，通过双重差分模型研究了“一带一路”倡议对中国与沿线国家金融市场动态关系变化的影响。实证分析结果显示：“一带一路”倡议提出后，中国与境外国家股票市场、债券市场和外汇市场的联动效应显著增强，该结论在进行一系列有效性分析和稳健性检验后依然成立。进一步言之，样本国家异质性分析结果表明：“一带一路”区域经济合作对于中国与海上丝绸之路国家金融市场的跨境联动效应比与陆上丝绸之路国家的更为显著；中国与OECD国家金融市场的跨境联动效应比与非OECD国家的更为显著；中国与邻近国家仅有外汇市场的联动效应较为显著，而与非邻近国家股市和债市的联动效应均显著。这些研究结果揭示了“一带一路”倡议下中国与沿线国家金融市场相关性的动态变化，丰富并拓展了政策视角下金融市场跨境联系的实证研究，对于加快构建国内国际双循环格局、维护全球金融市场平稳运行具有一定的参考意义。

关键词：区域经济合作 “一带一路”倡议金融市场联动效应 regional economic cooperation the "Belt and Road" initiative financial market co-movement effect

The Effects of FED’s and ECB’s QE Announcements on Exchange Rates of Bitcoin,Euro,and Dollar in the Period of COVID-19:An Event Study Approach

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Journal of Modern Accounting and Auditing 2022年第5期18卷 212-224页

作者： Sofia Karagiannopoulou Paris Patsis Nikolaos Sariannidis University of Western Macedonia KozaniGreece University of Western Macedonia GrevenaGreece

Corresponding to the pandemic COVID-19,both FED and ECB were committed to using their full range of tools,such as the helicopter money policy and a new quantitative easing programme to support the economy in this challenging *** goal of this study is to explore the impact of ECB’s and FED’s COVID-19 Quantitative Easing(QE)announcements on exchange *** an event study with daily data from 01/10/2019 to 02/05/2020,it investigates the impact of these“Odyssean shocks”on EUR/USD,BTC/EUR,and BTC/*** empirical results show an unexpected behavior of exchange rates in response to monetary policy *** specifically,the ECB’s announcement led to appreciation of the Euro against the *** the other hand,the FED’s announcement leads to depreciation of the *** virtual exchange rates of Bitcoin do not seem to be affected by the announcements of the ECB and the FED,confirming the role of Bitcoin as a decentralised currency and independent of Central Banks and *** conclusions of the study are useful for investors and policy makers,as the unforeseen COVID-19 crisis has disturbed and modified investor behavior.

关键词： monetary policy Central Bank financial market

Exploring Apple’s Stock Price Volatility Using Five GARCH Models

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Proceedings of Business and Economic Studies 2022年第5期5卷 137-145页

作者： Sihan Fu Kexin He Jialin Li Zheng Tao College of Science and Technology Wenzhou-Kean UniversityWenzhou 325005Zhejiang ProvinceChina College of Business&Public Management Wenzhou-Kean UniversityWenzhou 325005Zhejiang ProvinceChina Department of Statistics and Data Science National University of Singapore10 Kent Ridge Crescent 119077Singapore

The financial market is the core of national economic development,and stocks play an important role in the financial *** stock prices has become the focus of investors,analysts,and people in related *** paper evaluates the volatility of Apple Inc.(AAPL)returns using five generalized autoregressive conditional heteroskedasticity(GARCH)models:sGARCH with constant mean,GARCH with sstd,GJR-GARCH,AR(1)GJR-GARCH,and GJR-GARCH in *** distribution of AAPL’s closing price and earnings data was analyzed,and skewed student t-distribution(sstd)and normal distribution(norm)were used to further compare the data distribution of the five models and capture the shape,skewness,and loglikelihood in Model 4-AR(1)*** further analysis,the results showed that Model 4,AR(1)GJR-GARCH,is the optimal model to describe the volatility of the return series of *** analysis of the research process is both,a process of exploration and *** analyzing the stock price of AAPL,we reflect on the shortcomings of previous analysis methods,clarify the purpose of the experiment,and identify the optimal analysis model.

关键词： financial market Stock price Volatility GARCH model

ARIMA and Facebook Prophet Model in Google Stock Price Prediction

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Proceedings of Business and Economic Studies 2022年第5期5卷 60-66页

作者： Beijia Jin Shuning Gao Zheng Tao College of Business&Public Management Wenzhou-Kean UniversityWenzhou 325060Zhejiang ProvinceChina Department of Statistics and Data Science National University of Singapore10 Kent Ridge Crescent 119077Singapore

We use the Autoregressive Integrated Moving Average(ARIMA)model and Facebook Prophet model to predict the closing stock price of Google during the COVID-19 pandemic as well as compare the accuracy of these two models’*** first examine the stationary of the dataset and use ARIMA(0,1,1)to make predictions about the stock price during the pandemic,then we train the Prophet model using the stock price before January 1,2021,and predict the stock price after January 1,2021,to *** also make a comparison of the prediction graphs of the two *** empirical results show that the ARIMA model has a better performance in predicting Google’s stock price during the pandemic.

关键词： ARIMA model Facebook Prophet model Stock price prediction financial market Time series

典地与典租：清代闽南地区的土地市场与金融市场

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经济史 2020年第1期

作者：曹树基

本文以闽南地区新出典地契与典租契为例，说明典租与典地的最大不同，在于出典者仅仅转让土地的收益权，并不转让土地的使用权，也不一定转让土地的处置权。在清代闽南地区，存在一个以典租为主要形式的信贷市场。典契作为借贷票据或借... 详细信息

本文以闽南地区新出典地契与典租契为例，说明典租与典地的最大不同，在于出典者仅仅转让土地的收益权，并不转让土地的使用权，也不一定转让土地的处置权。在清代闽南地区，存在一个以典租为主要形式的信贷市场。典契作为借贷票据或借贷票据组合的一部分，可以在市场中流转。所谓“典租”，其实就是金融资本向土地市场的渗透。

关键词：典地典租闽南土地市场金融市场 land mortgage rent mortgage southern Fujian land market financial market

寿险机构经营属性分化对金融市场稳定性的影响

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金融与保险 2021年第6期

作者：仲赛末赵桂芹张诗豪

基于保险公司经营属性分化的视角，文章手工整理了我国67家寿险公司2010-2018年的财务信息，从不同层面测算了寿险公司的经营属性，进而讨论了寿险公司持股是否加剧了股价崩盘风险，实证分析了寿险公司经营属性异质性对资本市场稳定性... 详细信息

基于保险公司经营属性分化的视角，文章手工整理了我国67家寿险公司2010-2018年的财务信息，从不同层面测算了寿险公司的经营属性，进而讨论了寿险公司持股是否加剧了股价崩盘风险，实证分析了寿险公司经营属性异质性对资本市场稳定性的影响。研究发现，2010-2018年，我国寿险行业金融属性整体呈上升趋势，而保障属性呈下降趋势，并在2015年达到最低；保障属性较强的寿险公司持股可以显著抑制股价崩盘风险，金融属性较强的寿险公司持股会显著加剧股价崩盘风险，特别是当持股比例低于5%时；金融属性较强的寿险公司持股周期短，持股稳定性差，增强了股价的同步性，容易引发羊群效应，这不利于保险资金实现长期保值增值职能，违背了保险保障功能的本质，严重危害了金融系统的稳健性。

关键词： “保险姓保” 金融属性崩盘风险金融市场 insuring property financial property crash risk financial market

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金融市场发展与所得税法的变革

经济法学、劳动法学 2007年第8期

作者：汤洁茵

金融市场的发展是现代经济的重要内容，产生了新的交易方式与新的收益类型。然而，这些全新的交易方式与收益类型却无法完全包容于传统税法中，产生了税法规制的真空地带。

关键词：金融市场金融创新所得课税税法完善 financial market innovation of the financial instrument income tax the amendment of income tax

主权债务危机背景下的欧元区经济——2010年形势及2011年展望

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主权债务危机背景下的欧元区经济——2010年形势及2011年展望