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- W2366300776 abstract "The empirical study of substitute indicators of the four liquidity dimensions,i.e.proportional quoted spread(PQSPR),quoted depth(DEP),ILLIQ and turnover(TURN),indicates the marked market wide commonality in liquidity,which is pervasive across size quintiles in SHSE.Moreover,the systematic liquidity risk,which cannot avoided by decentralization,is testified in the study." @default.
- W2366300776 created "2016-06-24" @default.
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- W2366300776 date "2006-01-01" @default.
- W2366300776 modified "2023-09-26" @default.
- W2366300776 title "On Liquidity Commonality of Stock Exchange: An Empirical Study Based on SHSE" @default.
- W2366300776 hasPublicationYear "2006" @default.
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