在时间序列上,论文采用新流动性比率指标(LDX)衡量流动性,检验了股票市场非流动性与股票超额收益率之间的关系。
The paper verified the relation between stock market illiquidity and stock excess return in time series by new liquidity measure (LDX).
在时间序列上,论文采用新流动性比率指标(LDX)衡量流动性,检验了股票市场非流动性与股票超额收益率之间的关系。
The paper verified the relation between stock market illiquidity and stock excess return in time series by new liquidity measure (LDX).
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