| 上海股市流动性、收益率、交易量三者关系探讨 |
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| 引用本文： | 王刚.上海股市流动性、收益率、交易量三者关系探讨[J].荆州师范学院学报,2007,30(4):79-81. |
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| 作者姓名： | 王刚 |
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| 作者单位： | 上海师范大学商学院,上海200234 |
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| 摘 要： | 采用VAR（向量自回归）方法考察上海股票市场上流动性与收益率、交易量之间的关系。综合考虑理论计算结果和实证结果,可以作出判断：交易量和收益率导致流动性变动的因果关系显著,反之,因果关系并不显著。
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| 关 键 词： | VAR 流动性 脉冲 |
| 文章编号： | 1673-1395（2007）04-0079-03 |
| 收稿时间： | 2007-05-25 |
The Research of Relations Iiquidity, Rate of Return and Trade-amount in Shanghai Stock Market |
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| WANG Gang.The Research of Relations Iiquidity, Rate of Return and Trade-amount in Shanghai Stock Market[J].Journal of Jingzhou Teachers College,2007,30(4):79-81. |
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| Authors: | WANG Gang |
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| Abstract: | With VAR,the relation between Liquidity, rate of return and trade amount is reviewed in Shanghai stock market. The changes of rate of return and trade-amount directly result in the change of liquidity. Conversely, the causality is not notable. |
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| Keywords: | VAR liquidity impulse |
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