股票流动性

价量分布下的股票流动性深度的度量

Depth Measurement on Stock Liquidity under the Distribution for Price and Quantity

被禁止卖空的股票流动性下降，买卖差价增加。

Liquidity in banned shares is down and bid-ask spreads are up .

上市公司股票流动性影响因素的作用机制分析

Analysis on the Function Mechanism of the Factors Affecting Listed Companies ' Share Liquidity

股票流动性与期望收益的关系研究

The Relationship between Liquidity and Expected Stock Returns

股票流动性的度量方法

An Approach to the Measurement of Stock Liquidity

上市公司股权结构和股票流动性之间存在着密切的关系。

Therefore , there is a close relationship among equity ownership structure and stock liquidity .

本文发现，在自愿性信息披露、公司价值、股票流动性之间存在着内在的联系。

We found that there is inner contact between voluntary information disclosure and stock liquidity .

股票流动性和上市公司资本结构关系

The Relationship between the Liquidity of Stock and the Capital Structure of the Listed Company

股权分置改革、股票流动性与公司价值&基于中国上市公司的实证检验

Non-tradable Shares Reform , Stock Liquidity and Firm Value : Evidence from China 's Listed Companies

上证180指数对标的股票流动性的影响

SSE-180 Index and Underlying Stock Liquidity

对于股票流动性风险，论文分析了投资契约在风险转嫁方面的作用。

The paper analyzes the effect of investment contract on shifting the liquidity risk of the stock .

在其他方面，如公司治理、股票流动性、现金流持有等方面，都可以作为进一步研究的主题。

Corporate governance , stock liquidity and cash holding all could be the topic of the further research .

股票流动性是股票生命力之所在，因此如何度量股票流动性就极为重要。

Measuring the liquidity of stock is very important , because the liquidity of stock is its life .

第二章对股票流动性的形成和提供机制进行了理论探讨和建模分析。

In chapter two , we study the form and offer mechanism of stock Liquidity , and build some theoretical model .

文章在第三部份从经济学角度对自愿性信息披露与股票流动性的关系进行了理论研究。

In the third part of article , we study the relation between voluntary information disclosure and stock liquidity from an economic point of view .

他们的结论是，限制做空让股票流动性变差，并延缓了价格发现过程，而且多数情况下未能提振股价。

They concluded that the bans made stocks less liquid , slowed down the price discovery process and , mostly , failed to buoy prices .

合理的股权结构是提高上市公司股票流动性的基础，而上市公司良好的股票流动性又可以促进股权结构的优化。

Rational ownership structure is the basis of increasing the listed companies ' stock liquidity , and excellent stock liquidity also can optimize the ownership structure .

研究结果表明，股票流动性水平与股票市场流动性水平是股票溢价的重要影响因素，从理论上证明证券流动性具有价值，并据此提出证券流动性价值的测算方法。

The model shows that stock liquidity and stock market liquidity are the fundamental factors influencing stock price , thus the model proves that securities LVA exists .

非洲的资本市场容量较低，许多股票流动性不足，信息稀缺，而这块大陆的多样性也几乎达到了极限。

Capital markets are shallow , many stocks are illiquid , information is scarce and the continent is just about as diverse as it is possible to be .

在这之后，上市公司的自愿性信息披露被广泛的提及，同时也为股票流动性研究提供了一个全新的视角。

Since then , the voluntary disclosure of listed companies has been widely referred to , which has provided a brand new angle for the researching of stock liquidity .

2008年的金融危机，使公允价值会计被推到了风口浪尖，特别是其与股票流动性关系的研究突然变成了迫在眉睫的问题。

The outbreak of the financial crisis in 2008 pushed the fair value accounting into the air waves , particularly in relation to its liquidity relevance , which suddenly becomes a pressing issue .

同理，对会计信息与股票流动性关系的研究则可以被称为流动相关性研究。会计信息的流动相关性研究，同样构成了会计信息有用性研究及其经济后果研究的重要组成部分。

Similarly , the study on relationship between accounting information and stock fluidity can be called a liquidity relevance study , which is also an important part of the usefulness and economic consequences of accounting information .

也就是国内主要研究的是信息不对称本身（如何测度）或者其结果（与股票流动性的关系），而没有系统的研究信息不对称的真正的成因是什么。

It means the research focus on itself of information asymmetric ( how to measure it ) or the result of information asymmetric ( the relationship with liquidity ), but not what leads to information asymmetric .

国外对于股票流动性度量的研究伴随着金融市场微观结构理论的发展日臻成熟，但也存在不足，需要对其进行修正；

With the development of microstructure theory of financial market , the research abroad on the measurement of the stock 's liquidity is ripe day by day , but there are some deficiencies , so we need revise it .

国外的理论与实证研究普遍表明，内部控制信息披露质量的提高能减少管理者与投资者及投资者之间的信息不对称，从而降低投资者的预测风险、提高股票流动性进而降低股权融资成本。

Foreign theoretical and empirical studies generally show that the internal control information disclosure can reduce the information asymmetry between managers and investors , and investors , thereby reducing the risk of investor forecasts , stock liquidity and thus reduce the cost of equity financing .

基于多Agent的股票市场流动性仿真研究

Simulation Research of Stock Market Liquidity Based Multi-Agent

应用向量自回归（VAR）方法和格兰杰非因果性检验等计量经济方法，研究了中国股票市场流动性和收益的动态关系。

This study deals with the dynamic relationship between liquidity and return in Chinese stock market .

基于极值理论的我国股票市场流动性调整的VaR和ES研究

Research of Liquidity Adjusted VaR and ES in China Stock Market Based on Extreme Value Theory

采用统计检验方式发现，不同股票的流动性风险与IPO抑价正相关。

It is found by statistical method that the liquidity risk of different IPOs has the direct relation with IPO underpricing .

La-VaR模型在我国股票市场流动性风险度量中的应用

Application of La-VaR Model in the Liquidity Risk Measurement of China 's Stock Market