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LIQUIDITY: 作品数：90被引量：28H指数：3; 导出分析报告; 相关领域：经济管理更多>>; 相关作者：任兆璋李鹏张峥邱菀华曹迎春更多>>; 相关机构：上海交通大学清华大学对外经济贸易大学北京大学更多>>; 相关期刊：更多>>; 相关基金：国家自然科学基金国家社会科学基金中国博士后科学基金国家重点基础研究发展计划更多>>

Stock liquidity,financial constraints,and innovation in Chinese SMEs: 《Financial Innovation》2024年第1期2261-2303,共43页Wei Liu Yoshihisa Suzuki; supported by a scholarship from China Scholarship Council under Grant 202109210019.; This study investigates the relationship between stock liquidity and firm innovation for publicly traded growing small and medium-sized enterprises(SMEs)in China using both innovation input and output.We collected sam...; 关键词：FINANCIAL SMES LIQUIDITY

Portfolio management under capital market frictions:a grey clustering approach: 《Financial Innovation》2024年第1期903-938,共36页Elena Valentina Tilică Victor Dragotă Camelia Delcea Răzvan Ioan Tătaru; partially financed by CEFIMO.; International portfolio management is influenced by the existence of“frictions”,factors or events that interfere with trade,which are linked in financial literature to market-specific factors,such as available infor...; 关键词：Grey clustering Market frictions index Information REGULATION Investor protection LIQUIDITY Portfolio management Post-communist East European capital markets Efficient market hypothesis

On the robust drivers of cryptocurrency liquidity:the case of Bitcoin: 《Financial Innovation》2024年第1期1267-1298,共32页Walid M.A.Ahmed; This study aims to identify the factors that robustly contribute to Bitcoin liquidity,employing a rich range of potential determinants that represent unique characteristics of the cryptocurrency industry,investor atte...; 关键词：Bitcoin Market microstructure Liquidity determinants Extreme bounds analysis

Relationships among return and liquidity of cryptocurrencies: 《Financial Innovation》2024年第1期4225-4254,共30页Mianmian Zhang Bing Zhu Ziyuan Li Siyuan Jin Yong Xia; supported by the award of“Pioneering Innovator”from Guangzhou Tianhe Distinct government.; The cryptocurrency market is a complex and rapidly evolving financial landscape in which understanding the inter-and intra-asset dependencies among key financial variables,such as return and liquidity,is crucial.In th...; 关键词：Cryptocurrency LIQUIDITY Dependence structure STATIONARY ARIMAGARCH model Copula model

An Empirical Study on the Time-Varying Connectedness Between Shanghai and Hong Kong Markets—A Perspective from Liquidity and Trading Activities: 《Journal of Systems Science and Information》2023年第6期655-670,共16页Ping ZHAO Shouyang WANG; Supported by the National Natural Science Foundation of China(71988101)。; We conduct an empirical analysis of Shanghai-Hong Kong Stock Connect to reveal the dynamic impacts of stock connect trading activity on the stock pool's Amihud illiquidity proxy, index return, and CNY-HKD exchange rat...; 关键词：stock connect Amihud illiquidity ratio MVGC threshold VAR

Empirical evidence on the ownership and liquidity of real estate tokens被引量：1: 《Financial Innovation》2023年第1期1246-1274,共29页Laurens Swinkels; To better understand the potential and limitations of the tokenization of real asset mar-kets,empirical studies need to examine this radically new organization of financial mar-kets.In our study,we examine the financi...; 关键词：Blockchain Cryptocurrency Real estate TOKENIZATION

Monetary Policy,Liquidity and Bank Risk-Taking: 《Frontiers of Economics in China-Selected Publications from Chinese Universities》2023年第2期171-197,共27页JIANG Hai ZHANG Xiaolin TANG Shenfeng CHEN Chuanglian; The great impact of monetary policy on bank risk-taking,facilitated by a liquidity mechanism,significantly complicates the macro-prudential supervision process.Surprisingly,limited scholarly research has delved into t...; 关键词：monetary policy liquidity mechanism bank risk-taking

Liquidity of China’s government bond market: Measures and driving forces: 《Economic and Political Studies》2023年第1期99-122,共24页Gaofeng Han Hui Miao Yabin Wang; We construct a daily liquidity index of China’s government bond market using transaction data from the national interbank market during 2001–2020.The index is a composite of popular price-based and quantity-based me...; 关键词：Government bond bond liquidity principal component analysis regime switching model

A closed-form pricing formula for European options in an illiquid asset market被引量：1: 《Financial Innovation》2022年第1期883-900,共18页Puneet Pasricha Song-Ping Zhu Xin-Jiang He; support for a three-year project funded by the ARC(Australian Research Council funding scheme DP170101227);with which first author’s visiting fellowship was provided for his visit to UoW between Jan 2019 and Dec 2019;support provided by the National Natural Science Foundation of China(No.12101554);the Fundamental Research Funds for Zhejiang Provincial Universities(No.GB202103001).; This article addresses the problem of pricing European options when the underlying asset is not perfectly liquid.A liquidity discounting factor as a function of market-wide liquidity governed by a mean-reverting stoch...; 关键词：European options Liquidity risk Liquidity discounting factor Characteristic function Conditional distribution

Liquidity connectedness in cryptocurrency market被引量：1: 《Financial Innovation》2022年第1期81-105,共25页Mudassar Hasan Muhammad Abubakr Naeem Muhammad Arif Syed Jawad Hussain Shahzad Xuan Vinh Vo; support of Science Foundation Ireland under Grant Number 16/SPP/3347.; We examine the dynamics of liquidity connectedness in the cryptocurrency market.We use the connectedness models of Diebold and Yilmaz(Int J Forecast 28(1):57–66,2012)and Baruník and Křehlík(J Financ Econom 16(2):27...; 关键词：LIQUIDITY Time-frequency connectedness Cryptocurrencies

LIQUIDITY