中国股市流动性系统性特征的经验研究——一个基于非流动性指标的检验

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摘要针对沪深股市的特点,采用非流动性指标,提出一个更为准确和简便易行的模型,对沪深股市是否存在流动性系统性风险进行显著性检验,并分析影响流动性系统性风险的市场行为因素。

作者沈豪杰楼海淼黄峰

机构地区北京大学光华管理学院浙江富阳恒通村镇银行股份有限公司浙商银行

出处《征信》北大核心 2014年第6期81-85,共5页 Credit Reference

关键词系统流动性非流动性指标飞向流动性

参考文献5

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2014年第6期

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