| 封闭式基金的市场流动性研究 |
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| 引用本文： | 罗洪浪,王浣尘.封闭式基金的市场流动性研究[J].上海管理科学,2004(2):43-45. |
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| 作者姓名： | 罗洪浪 王浣尘 |
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| 作者单位： | 上海交通大学管理学院 |
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| 摘 要： | 本文在给出一个改进流动性指标的基础上 ,利用该指标对封闭式基金的市场流动性进行了分析。研究发现 :封闭式基金市场流动性不存在周内效应 ,周内也无显著的变动模式 ;封闭式基金流通股本规模对市场流动性有显著影响 ,市场偏好次小盘基金 ;封闭式基金市场流动性总体上对基金折价没有显著影响。
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| 关 键 词： | 封闭式基金 市场流动性 周内效应 基金折价 |
Research on Market Liquidity of Closed-end Fund |
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| Luo Hong-lang Wang Huan-chen.Research on Market Liquidity of Closed-end Fund[J].Shanghai Managent Science,2004(2):43-45. |
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| Authors: | Luo Hong-lang Wang Huan-chen |
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| Institution: | Luo Hong-lang Wang Huan-chen |
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| Abstract: | After an improved liquidity index is presented,it is applied to examine market liquidity of closed-end fund. The results are as follows: there are not a day-of-the-week effect and a distinct pattern of variation for market liquidity of closed-end fund;the size of circulating capitalization of closed-end fund has a significant effect on market liquidity,and the market has a preference for secondarily small closed-end fund;market liquidity of closed-end fund as a whole don't significantly influence on closed-end fund discounts. |
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| Keywords: | closed-end fund market liquidity day-of-the-week effect fund discounts |
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