美联储和其他国家央行向市场注入的大笔流动性推动了股票、公司债券、大宗商品和其他高风险资产近期的上涨。
The massive liquidity being pumped into the market by the Fed and other central banks adds fuel to the recent rally in stocks, corporate bonds, commodities and other risky assets.
分析表明,这两种股票的流动性风险溢酬由投资者的风险厌恶程度、预期消费流量的方差以及股票变现的概率等因素决定。
It shows that the liquidity risk premium depends on the investor's risk aversion, the variance of his future consumption flow and the liquidation probability of each share type.
首先基于我国股票市场微观结构、交易制度的现实,分析了投资者进行股票交易时所面临的市场流动性风险产生的原因与过程,并构造了本文的市场流动性风险指标——价差损失值。
Firstly, basing on the microstructure of stock market of our country, this thesis analyzes the reason and course of liquidity risk, and constructs the risk index-loss value of price spread.
本文研究了我国内地认购权证的发行对标的股票流动性和风险的影响。
In this paper we study the influence of the issue of call warrants on the underlying stock's liquidity and risk.
最后针对我国股票市场如何减小流动性风险提出政策建议。
Finally this article will give suggestion and policy recommendations on how to reduce the liquidity risk.
结果表明,在绝对差别与标准差别两种情况下,基金规模、投资者的风险容忍度不能充分解释股票市场的流动性,与股票市场波动性的关系不显著;
Results show that in two situation both absolute and standard difference, fund size, risk tolerance of investors can not fully explain the movement of the stock market;
结果表明,在绝对差别与标准差别两种情况下,基金规模、投资者的风险容忍度不能充分解释股票市场的流动性,与股票市场波动性的关系不显著;
Results show that in two situation both absolute and standard difference, fund size, risk tolerance of investors can not fully explain the movement of the stock market;
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