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.

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。

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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.

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。

youdao