illiquidity相关论文
近年来,国外文献中关于流动性冲击的研究有很多,大都证明了流动性冲击对股票未来收益的预测作用,然而,这种预测作用在我国股市是否......
[摘要]虚拟经济是以信用货币度量的各种金融产品所代表的金融财富,金融产品的价格直接影响着虚拟经济偏离实体经济的程度,从而形成金......
Cross-Sectional Variations of Illiquidity on Stock Returns,Idiosyncratic Volatility Biases in the Sh
Under the NTS Reform(Non-Tradable Share Reform),this paper explores the cross-sectional relations between illiquidity an......
VaR已是风险管理领域金融机构量化风险的主流方法,但传统的VaR模型一直未很好地将流动性风险纳入其考量范围。文章通过引入非流动性......
This paper deals with illiquidity measurement of stocks on Croatian Stock market. Illiquidity measures used in this pape......