本文选取的流动性指标包括绝对买卖价差、相对买卖价差、报价深度、金额深度和市场冲击成本指标。

To study the degree of effect of great policy or event on liquidity. This paper adopts bid-ask spread, market depth and market impact cost as the proxies for liquidity.

youdao

本文选取的流动性指标包括绝对买卖价差、相对买卖价差、报价深度、金额深度和市场冲击成本指标。

To study the degree of effect of great policy or event on liquidity. This paper adopts bid-ask spread, market depth and market impact cost as the proxies for liquidity.

youdao