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- W2383432863 abstract "This paper mainly comments on the main theories and approaches of the study of security market liquidity.With the summarization of the definition of market liquidity,main factors which influence market liquidity,and market liquidity measures,the paper analyzes both the study of dealer market liquidity which gives priority to spreads based on inventory model and information model and the study of order driven market liquidity.And the liquidity of different markets is compared.Moreover,the paper analyzes the effects of liquidity on return and volatility." @default.
- W2383432863 created "2016-06-24" @default.
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- W2383432863 date "2005-01-01" @default.
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- W2383432863 title "Comment on the Study of Security Market Liquidity" @default.
- W2383432863 hasPublicationYear "2005" @default.
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