Compilation and Analysis of Systemic Risk Index of Sci-tech Innovation Board Market

DOI

10.2991/aebmr.k.210409.039How to use a DOI?

Keywords

The Sci-Tech innovation board, Financial pressure index, Criteria Importance Though Intercriteria Correlation

Abstract

Since the establishment of the sci-tech innovation board, the government lacks effective means to supervise the market risk of the sci-tech innovation board, and it is difficult for investors to accurately grasp the risks in the market. But now, the research on the systematic risk of the sci-tech innovation board is a blank, and the existing research has not provided help for the government regulation and investors to quantitatively measure the risk degree of the sci-tech innovation board market. Based on the critical weighting method, this paper establishes the financial pressure index (FSI) of the sci-tech innovation board market by using six indicators, such as volume decline, stock index amplitude, stock index decline, liquidity decline, stock market turnover rate, and the average value of predicted predicted return on equity, to comprehensively measure the financial pressure faced by the science and technology innovation board market.

Copyright

© 2021, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

TY  - CONF
AU  - Yongjie Zhang
AU  - Chengyi Pu
PY  - 2021
DA  - 2021/04/12
TI  - Compilation and Analysis of Systemic Risk Index of Sci-tech Innovation Board Market
BT  - Proceedings of the 9th Annual Meeting of Risk Analysis Council of China Association for Disaster Prevention (RAC 2020)
PB  - Atlantis Press
SP  - 248
EP  - 251
SN  - 2352-5428
UR  - https://doi.org/10.2991/aebmr.k.210409.039
DO  - 10.2991/aebmr.k.210409.039
ID  - Zhang2021
ER  -