| 公司债券流动性度量方法综述 |
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| 引用本文： | 王晓翌.公司债券流动性度量方法综述[J].唐山学院学报,2011,24(5):53-55,99. |
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| 作者姓名： | 王晓翌 |
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| 作者单位： | [1]东北财经大学金融学院,辽宁大连116025;[2]河北经贸大学金融学院,石家庄050061 |
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| 摘 要： | 公司债券的流动性问题越来越受到研究者的关注,而且随着理论的扩展和实践的加深,流动性出现了很多不同的度量指标。文章重点对公司债券市场流动性的测量方法进行总结,对现有公司债券流动性从基于价差的测量方法、基于交易对价格影响的测量方法、基于债券特征的测量方法以及隐含流动性四个方面进行了梳理和分析。
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| 关 键 词： | 公司债券 流动性 测量方法 |
A Review of Corporate Bond Liquidity Metric Method |
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| WANG Xiao-yi.A Review of Corporate Bond Liquidity Metric Method[J].Journal of Tangshan College,2011,24(5):53-55,99. |
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| Authors: | WANG Xiao-yi |
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| Institution: | WANG Xiao-yi1,2(1.School of Finance of Dongbei University of Finance and Economics,Dalian 116025,China,2.School of Finance of Hebei University of Economics and Business,Shijiazhuang 050061,China) |
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| Abstract: | Researchers have paid more and more attention on the issue of corporate bond liquidity and,along with theory expansion and practice deepening,many different metric indicators have come into existence to measure liquidity.The paper mainly classifies and summarizes the corporate bond liquidity measuring methods,expounds and analyzes the existing liquidity indicators in four aspects： price difference,price impact on trade,bond characteristics and latent liquidity. |
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| Keywords: | corporate bond liquidity measuring method |
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