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中国沪深股票市场流动性特征的实证研究

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摘要 现有对中国证券市场流动性的研究大多局限于对日内流动性模式和特征的探讨,而缺乏对中长期流动性的分析。基于此,本文应用计量经济学的方法,对上海A股市场和深圳A股市场的中长期流动性进行了度量和统计分析,探索了我国证券市场的流动性水平和特征。
作者 柳江
出处 《甘肃科技纵横》 2006年第2期59-60,共2页 Scientific & Technical Information of Gansu
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