Liquidity Measurements:Application in Asset-Pricing Model
碩士 === 國立交通大學 === 財務金融研究所 === 105 === Everyone knows that “liquidity” is an important issue because it is a major consideration for investment decisions. In this paper, we introduce six liquidity measurements, like HLVS, ILLIQ, the Bid-Ask Spread, LM6, LM12, and Market Liquidity Measures (γ). These...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/as4545 |