雞同學
2024-07-19 05:272023A下午題11。為什么解析直說股票難解,但是沒有提到遇到逼空時股票難買?
所屬:CFA Level III > Alternative Investments for Portfolio Management 視頻位置 相關試題
來源: 視頻位置 相關試題
1個回答
開開助教
2024-07-23 11:44
該回答已被題主采納
同學你好,
這個地方省略了,其實在市場上漲,股票供給少的時候,如果說borrower又要把股票要回來,必須平倉,這個時候就會觸發(fā)short squeeze
書上類似題目寫的比較完整:
the stock owner may want his/her shares returned at a potentially inopportune time, such as during stock price run-ups or when supply for the stock is low or demand for the stock is high. This situation, particularly a short squeeze, can lead to substantial losses and a suddenly unbalanced exposure if borrowing the underlying equity shares becomes too difficult or too costly for the arbitrageur.
如果答疑對你有幫助,【請采納】喲~。加油,祝你順利通過考試~
