Wang Susheng

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In this paper, we propose a new wealth tunneling model between larger controlling shareholders and institution investors, and then analyze the related relationship between price discount of private equity placement and wealth-transferring effects. Price discount ratio and wealth transferring effects of private equity placement are closely related with(More)
This paper investigates the dynamic relationship between volatility, volume and open interest in CSI 300 futures market using asymmetric GARCH model, Granger causality test, variance decomposition and impulse response function based on 1-min data. ARMA-EGARCH model is employed and find that both contemporaneous and lagged volume is positively related to(More)
Using 1-min transaction data, this study investigates the relationship between volume and volatility in CSI 300 futures market in China. Unit root test indicates that return series are stationary. LB-Q and ARCH-LM statistics confirm volatility clustering and time-vary volatility. ARMA (2, 2)-EGARCH (1, 1) model find evidence of GARCH effect, and positive(More)
  • Yi Jun, Wang Susheng
  • 2011 International Conference on E-Business and E…
  • 2011
The recycle model of reverse supply chain, which is suitable to Chinese national condition, is the flow of individual commerce wandering about the streets and their family workshop recycle patterns. Considering to uncertainty recycle quality, firstly, the paper analyses the business profit functions of manufacturer, retailer and recycler under the balanced(More)
  • Yi Jun, Wang Susheng
  • 2011 International Conference on E-Business and E…
  • 2011
Considering Chinese unique national condition for rapidly developing country, the main recycle model of reverse supply chain include two types, which are the flow of individual commerce wandering about the streets and their family workshop recycle patterns. Some moral hazard problem appears in this market, because of uncertain recycle price. Manufacturer(More)
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