1) share premium for liquidity
流通性溢价
2) circulation premium
流通权溢价
3) Liquidity Premium
流动性溢价
1.
The Investigation of Liquidity Premium Based on Markov Regime-switching Model;
基于Markov区制转换的流动性溢价
2.
An Empirical Study of Liquidity Premium in Shanghai Stock Market;
股票市场流动性溢价的实证研究
3.
Marketization,Government Intervention and Stock Liquidity Premium Distribution;
市场化、政府干预与股票流动性溢价的分配
4) illiquidity premium
不流动性溢价
1.
To explain the phenomena of "illiquidity premium" in Chinese stock market,this paper suggests an assumption that the return-risk series is subject to the GARCH-M model which contains liquidity adjustment by making a theoretical analysis.
为了解释中国股票市场出现的“不流动性溢价”现象,根据金融经济学的基本理论:所有承担了系统性金融风险的风险厌恶投资者都要求获得超额的收益。
6) illiquidity premium
非流动性溢价
1.
It is found that the character of liquidity changes with the development of Chinese stock market, and also found is the empirical evidence consistent with the notion of "illiquidity premium" in 2002, using such econometric methods as VAR model, Granger causality test etc.
研究表明,随着中国证券市场的发展,市场流动性特征也在发生变化,2002年中国股票市场出现了"非流动性溢价"现象。
2.
Journal of Financial Markets 5: 31–56] illiquidity premium that shows the price response associated with one dollar of trading volume, and embrace this risk factor into CAPM and Fama-French Three-Factor Model to build new asset pricing models which include liquidity risk factor.
本文的主要目的是通过应用Amihud(2002)提出的资产流动性风险的度量方法——非流动性溢价(Illiquidity Premium)建立起一个系统流动性风险因素,并将此风险因素纳入经典的资本资产定价模型(CAPM)和Fama-French三因素模型(Fama-French Three-Factor Model),从而建立起包含系统流动性风险因素的资产定价模型。
补充资料：流通性货币供给量弹性
流通性货币供给量弹性
【流通性货币供给t弹性】在保持货币流通基本稳定条件下，流通性货币供给量超过或者低于货币流通需求量的数量与货币流通需求量之比。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条