市场流动性

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

DirectEdge首席执行官威廉奥布莱恩（WilliamO'Brien）表示：我们的客户喜欢闪电指令以及由此能够获得的市场流动性。正常情况下，他们无法获得这些流动性。

William O'Brien , Direct Edge chief executive , says : Our customers like flash orders and the way it provides them with access to liquidity in the market they would not normally reach .

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

证券市场流动性（Liquidity）是指证券资产能够以合理的价格和较低的交易成本迅速变现的能力，它是衡量证券市场效率的主要指标之一。

Security market liquidity is one of the main indicators to weigh the efficiency of security market , which means the ability of transforming security assets into cash quickly in the reasonable price and low trade-cost .

早期的研究主要集中在市场流动性指标的构造、市场流动性模式的探讨方面，到上世纪末研究开始涉及基于VaR模型的市场流动性风险的度量。

Primeval research aims to construct liquidity index and research liquidity mode of stock market . While time goes to the last of 1990s , people start to quantify liquidity risk bias VaR models .

CFP的概述公司在市场流动性压力的回应，并采用压力测试，以确定潜在的流动性风险。

The CFP outlines the Company 's response to liquidity stress in the markets and incorporates stress testing to identify potential liquidity risk .

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

在美国推出的、追踪人民币计价债券回报率的三只交易所交易基金（ETF），可能在交易它们理应追踪的债券方面遇到麻烦，原因是所谓的点心债券市场流动性有限。

Three exchange traded funds launched in the US to track the return on renminbi-denominated bonds may have trouble trading the debt securities they are meant to track because of limited liquidity in the market for so-called dim-sum bonds .

中国A股市场流动性统计特性与变化趋势

The Statistical Characteristic and Trend of Liquidity in Chinese A-Share Market

证券市场流动性与交易者群体变动的混沌研究

Research of securities market liquidity and chaos of bargainer colony change

银行间债券市场流动性及异常交易研究

Research on Liquidity and Artificial Transactions in China Interbank Bond Market

国债市场流动性研究&一个比较分析框架

The Study on the Liquidity of the Government Bond Market

上海证券市场流动性模式的研究

The Research of Liquidity Mode in Security Exchange of Shanghai

上海股票市场流动性影响因素分析

Analyses on Factors Impact on Liquidity of Shanghai Stock Exchange

基于高频数据的中国股票市场流动性度量研究

The Research of Chinese Stock Market Liquidity Measure Based on High-frequency Data

交易员称，市场流动性的季节性减少也加剧了跌势。

Traders said a seasonal dip in market liquidity exacerbated the falls .

中国商品期货市场流动性风险度量实证研究

An Empirical Research on Liquidity Risk Measurement of Chinese Commodity Futures Market

本文研究了股票市场流动性与公司价值的关系。

This paper studies the stock market liquidity and firm value relationship .

中国金融市场流动性偏好规律显现研究

Research on the Manifestation of ' Liquidity Preference Law'in Chinese Financial Market

一是市场流动性风险的影响因素。

One is the market liquidity risk influence factor .

摘要本文研究市场流动性的作用。

This paper studies the role of market liquidity .

成交市值表示的市场流动性模型

A Market Liquidity Model Displayed by Transacted Market Value

上海B股市场流动性研究

The Liquidity of B - Share Market in China

市场流动性的增强鼓励了更多新来者进行此类交易。

Growing liquidity in the market has encouraged more newcomers to place deals .

出于这些原因，市场流动性似乎不再是一件绝对有利的东西。

For these reasons , market liquidity no longer seems an unambiguous good .

证券市场流动性极限及其计量模型

Securities market liquidity limit and its econometrical model

本文是对亚洲债券市场流动性问题的初步分析。

This is a primary analysis of the liquidity of the Asian Bond Market .

银行间债券市场流动性研究

Study on Liquidity of the Interbank Bond Market

第二部分考察国债市场流动性的度量方法与指标；

Part two analysis measurements of market liquidity ;

这种方式据称能够增强市场流动性。

The supposed benefit is greater market liquidity .