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《Journal of Shanghai Jiaotong University》 2008-11
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Research on Composite Index of Liquidity in Security Market

YANG Chao-jun,ZHANG Zhi-peng,LIAO Shi-guang(Antai College of Economics & Management,Shanghai Jiaotong University,Shanghai 200052,China)  
Liquidity is one of the basic characters of security market and has various aspects.Index based on microstructure theory measures only one or another character of liquidity.This paper defined the concept of liquidity,and then constructed a composite index.Our empirical study shows that the index is(effective) and predictive.
【Fund】: 国家自然科学基金资助项目(70773075))
【CateGory Index】: F830.91;F224
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3 HAN Dong1,WANG Chun-feng1,YUE Hui-yu2(1.School of Management,Tianjin University,Tianjin 300072;2.School of Law,Nankai University,Tianjin 300071);An Analysis of the Components of Bid-Ask Spread in Chinese Stock Market——A Case Study of the Order-Driven Market[J];Journal of Beijing Institute of Technology(Social Sciences Edition);2006-01
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8 WANG Jian1 LIU Xuan2 (1. School of Economics & Management, Southeast University, Nanjing 210096, China 2. Nanjing Branch, The People’s Bank of China, Nanjing 210004, China);A Study on the Industrial Impact of Monetary Policy[J];The Study of Finance and Economics;2005-05
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【Secondary References】
Chinese Journal Full-text Database 1 Hits
1 Zhou Yuan-fan,Chen Wen-peng;The impact of credit ranking restriction of insurance companies′ bond investment upon bond′s market liquidity[J];Insurance Studies;2010-01
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