股票价格同步率对流动性影响的实证研究

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摘要本文使用上海证券交易所A股股票2002年1月-2011年12月数据研究了股票价格同步率对流动性的影响,并得出结论。

作者陈冰林

机构地区西南财经大学国际商学院

出处《商业时代》北大核心 2013年第14期49-50,共2页 Commercial

关键词股价同步率流动性异质波动率系统波动率

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商业时代

2013年第14期

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