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改善我国国债流动性的政策建议 被引量:1

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出处 《经济研究参考》 2004年第39期18-19,共2页 Review of Economic Research
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同被引文献13

  • 1朱世武,许凯.银行间债券市场流动性研究[J].统计研究,2004,21(11):41-46. 被引量:32
  • 2Amihud,Y. and H.Mendeson. Liquidity, Volatility and Exchange Automation. Journal of Accounting, Auditing, and Finance, 1998,4:655-681
  • 3Black,F.. Towards a Fully Automated Exchange, Part I . Financial Analysts Journal, 1971, 27:29 34
  • 4Benston,G.J. and R.L.Hagerman. Risk, Volume and Spread. Financial Analysts Journal, 1978, (1-2): 46-49
  • 5Demsetz,H.. The Cost of Transacting. Quarterly Journal of Economics, 1968, 82:33-53
  • 6Fleming,M.J.. Measuring Treasury Market Liquidity. Federal Reserve Bank of New York, Economic Policy Review, 2003, (9): 83-108
  • 7Harris.A.. Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator. Journal of Finance, 1990, 45:579-590
  • 8Kyle,A.S.. Continuous Auctions and Insider Trading. Econometrica, 1985, 53:1315-1335
  • 9O'Hara,M.. Market Microstructure Theory. Blackwell Cambridge Publishers, 1995
  • 10Tinic,S.M. and R.R.West. Competition and the Pricing of Dealer Service in the OTC Stock Markets. Journal of Financial and Quantitative Analysis, 1972, (6): 1707-1727

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