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流动性对股市行业配置的影响研究

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摘要 从流动性出发,研究个股以及市场的收益情况,国内外学者做了大量的实证研究,但是不同行业板块是否具有不同的流动性特征,以及这些流动性特征能否作为行业配置的依据,本文以换手率作为流动性的测度,试图研究这一问题。
作者 黄旭红
出处 《中国外资》 2012年第4期228-229,共2页 Foreign Investment in China
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