| 资本市场流动性研究综述 |
| |
| 引用本文： | 罗明华.资本市场流动性研究综述[J].经济研究导刊,2012(7):67-69. |
| |
| 作者姓名： | 罗明华 |
| |
| 作者单位： | 电子科技大学经济与管理学院 |
| |
| 摘 要： | 对资本市场流动性的研究有助于解释流动性溢价问题,提高投资者的流动性风险意识。系统回顾了国内外有关资本市场流动性的研究现状,从流动性测度、流动性与资产定价以及市场之间的流动性相关性等问题进行梳理和总结,对今后的研究方向做出了展望。
|
| 关 键 词： | 资本市场 流动性 资产定价 流动性风险 流动性相关性 |
Survey of Capital Market Liquidity Research |
| |
| LUO Ming-hua.Survey of Capital Market Liquidity Research[J].Economic Research Guide,2012(7):67-69. |
| |
| Authors: | LUO Ming-hua |
| |
| Institution: | LUO Ming-hua(School of Economics and Management,University of Electronic Science and Technology of China,Chengdu 610054,China) |
| |
| Abstract: | Studying on capital market liquidity helps to explain the liquidity premium issue,and increases investor’ liquidity risk awareness.This paper systematically reviews the foreign and domestic studies on capital market liquidity,sorts out and summarizes the liquidity measure,liquidity and asset pricing and market liquidity correlation,and puts forward some proposals for future research directions. |
| |
| Keywords: | capital market liquidity asset pricing liquidity risk liquidity correlation |
| 本文献已被 CNKI 维普 等数据库收录！ |
