摘要
在考察现存的股票流动性衡量标准的基础上 ,从市场微观结构角度给出一种度量股票流动性的新方法 ,为基金管理人在选择投资组合品种时拥有一个可供参考的标准 .
Open\|end funds require that the fund managers have the obligation of redemption, which makes it important for fund portfolios to have liquidity. Based upon the investigation of current methods of measuring liquidity, this paper proposes a new way of measuring stock liquidity from the point of view of market microstructure. The method provides a valuable reference for fund managers to select portfolios.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2003年第1期16-21,43,共7页
Systems Engineering-Theory & Practice
基金
国家自然科学基金 (70 1 73 3 1 )
国家杰出青年科学基金 (70 0 2 5 3 0 3 )
