影响中国A股市场流动性的政策和因素  

Policies and Factors Impact on Liquidity of the A-Share Market in China

作　　者：许睿[1] 冯芸[1] 吴冲锋[1] 

机构地区：[1]上海交通大学安泰管理学院,上海200052

出　　处：《上海交通大学学报》2004年第3期362-367,共6页Journal of Shanghai Jiaotong University

摘　　要：构造了一个流动性指标,从整体上衡量中国证券市场的流动性.在该指标基础上,采用统计、非参数假设检验、回归等方法对一些重大的政策、事件和市场因素对整个市场流动性的长远影响做了定量的分析,得到了一些在统计上显著的结论.Giving an index to measure the liquidity of the whole stock market in China, this paper used such methods as statistics, nonparametric hypothesis test and linear regression to analyze quantitatively the influence of policies, events and factors on the liquidity in the last 10 years. Some useful results which are significant in statistics were got.

关 键 词：证券市场 市场微观结构 流动性 政策 因素 中国 

分 类 号：F224.0[经济管理—国民经济]