本文選題：證券投資 + 套利行為　； 參考：《昆明理工大學(xué)》2013年碩士論文

【摘要】：隨著我國市場經(jīng)濟(jì)的發(fā)展,在1990年和1991年在上海和深圳分別建立兩個(gè)證券交易所,經(jīng)過20多年的發(fā)展,我國的證券市場的發(fā)展還存在一定的滯后性。但是,隨著我國GDP總量的不斷上升,再加上我國在世界GDP總量中的比例不斷上升,這樣也使我國的證券市場的地位得到了顯著的提高。但是,由于我國的證券市場還不成熟,再加上我國在這一方面積累的經(jīng)驗(yàn)也比較少,這就導(dǎo)致我國證券投資中的套利行為存在很大的問題,不利于我國證券市場健康穩(wěn)定的發(fā)展,比如說中國證券投資中的套利行為方面的規(guī)范存在很大的制度和技術(shù)方面的缺陷。 本文首先通過對國內(nèi)外關(guān)于證券投資中的套利行為文獻(xiàn)進(jìn)行研究,并對其進(jìn)行總結(jié)；其次,對套利的涵義和特點(diǎn)進(jìn)行分析和說明,并且按照證券投資中套利產(chǎn)生的因素來對證券投資中的套利行為進(jìn)行分類,其主要包括價(jià)格差異套利、市場間套利、周期套利、制度套利、行為金融學(xué)理論應(yīng)用的套利、技術(shù)套利等幾種類型；然后再對我國證券投資中的套利行為產(chǎn)生的原因進(jìn)行分析和說明,其主要存在著制度缺失、市場結(jié)構(gòu)缺陷、證券投資者行為偏差、信息披露不規(guī)范這幾個(gè)方面的原因；然后,通過案例來對中國證券市場上的套利行為進(jìn)行說明,主要是通過攀鋼鋼釩二次現(xiàn)金選擇權(quán)套利機(jī)會分析做了套利實(shí)例分析；最后對全文進(jìn)行總結(jié)和展望。通過對本文的分析,希望能夠?qū)ξ覈淖C券投資中套利行為的規(guī)范和健康發(fā)展提供些許的建議和參考,同時(shí)也為套利行為的相關(guān)理論進(jìn)行案例說明。
[Abstract]:With the development of China's market economy, two stock exchanges were set up in Shanghai and Shenzhen in 1990 and 1991 respectively. After more than 20 years' development, the development of China's securities market is still lagging behind. However, with the increasing of China's total GDP and the increasing proportion of China's total GDP in the world, the position of China's securities market has been greatly improved. However, as the securities market in China is not yet mature and our country has accumulated relatively little experience in this area, this has led to great problems in arbitrage behavior in China's securities investment. It is not conducive to the healthy and stable development of China's securities market. For example, there are great institutional and technical defects in the regulation of arbitrage behavior in China's securities investment. Firstly, this paper studies and summarizes the literature on arbitrage behavior in securities investment at home and abroad; secondly, it analyzes and explains the meaning and characteristics of arbitrage. And according to the factors of arbitrage in securities investment, the paper classifies the arbitrage behavior in securities investment, which includes price difference arbitrage, arbitrage between markets, periodic arbitrage, institutional arbitrage, arbitrage of behavioral finance theory. After analyzing and explaining the causes of arbitrage behavior in securities investment in our country, there are main defects in system, market structure, behavior deviation of securities investors, and so on. Secondly, the paper explains the arbitrage behavior in China's securities market through a case study, mainly through the arbitrage opportunity analysis of vanadium secondary cash option at Panzhihua Iron and Steel Co. Finally, the full text of the summary and prospects. Through the analysis of this paper, we hope to provide some suggestions and references for the regulation and healthy development of arbitrage behavior in China's securities investment, and also to illustrate the relevant theory of arbitrage behavior.
【學(xué)位授予單位】：昆明理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.51

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