| 我国期货市场流动性实证研究 |
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| 引用本文： | 刘晓雪. 我国期货市场流动性实证研究[J]. 首都经济贸易大学学报, 2006, 8(3): 83-87 |
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| 作者姓名： | 刘晓雪 |
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| 作者单位： | 中国人民大学,北京,100872 |
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| 摘 要： | 本文选取期现比率作为衡量期货市场流动性的指标,对我国主要品种大豆、小麦和铜的期货市场流动性进行了实证分析,得出一些具有启发性的结论。
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| 关 键 词： | 期货市场 交易量 期现比率 |
| 文章编号： | 1008-2700(2006)03-0083-05 |
| 收稿时间： | 2005-12-05 |
| 修稿时间： | 2005-12-05 |
The Research on Futures Markets Liquidity of China |
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| LIU Xiao-xue. The Research on Futures Markets Liquidity of China[J]. Journal of Capital University of Economics and Business, 2006, 8(3): 83-87 |
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| Authors: | LIU Xiao-xue |
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| Affiliation: | Renmin University of China, Beijing 100872, China |
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| Abstract: | The article first summarizes the exiting research on futures markets liquidity,then gives a definition of the futures market liquidity.Based on it,it chooses yearly trade volume and futures/spot ratio as two variables to measure the futures market liquidity.After that,I make an empirical study on soybean,wheat and copper futures market liquidity,and draw some illuminate conclusions. |
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| Keywords: | futures market trade volume futures/spot ratio |
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