| 成交市值表示的市场流动性模型 |
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| 引用本文： | 耿彦博,周朝民. 成交市值表示的市场流动性模型[J]. 上海管理科学, 2004, 0(5): 24-26 |
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| 作者姓名： | 耿彦博 周朝民 |
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| 作者单位： | 上海交通大学管理学院;上海交通大学管理学院 |
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| 摘 要： | 本文从市场流动性的定义出发，从证券市场宏观交易角度，依据考察的交易时间长短不同致使新公布的证券市场信息对均衡价格产生影响，最终推导出以成交市值变化率表示的买方流动性和卖方流动性。
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| 关 键 词： | 均衡价格 市值 买方流动性 卖方流动性 |
A Market Liquidity Model Displayed by Transacted Market Value |
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| Geng Yan- bo Zhou Chao- min. A Market Liquidity Model Displayed by Transacted Market Value[J]. Shanghai Managent Science, 2004, 0(5): 24-26 |
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| Authors: | Geng Yan- bo Zhou Chao- min |
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| Affiliation: | Geng Yan- bo Zhou Chao- min |
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| Abstract: | The article started from the definition of market liquidity, then from the perspective of macro transaction of securities market, discussed the influence on the equilibrium price caused by newly announced securities information in terms of the selected time intervals, finally concluded the buyer's liquidity and the seller's liquidity by using the transacted market value ratio. |
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| Keywords: | equilibrium price market value buyers liquidity sellers' liquidity |
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