2012•Economic Research GuideRequires access

Survey of Capital Market Liquidity Research

Minghua Luo

Abstract

Studying on capital market liquidity helps to explain the liquidity premium issue,and increases investor' liquidity risk awareness.This paper systematically reviews the foreign and domestic studies on capital market liquidity,sorts out and summarizes the liquidity measure,liquidity and asset pricing and market liquidity correlation,and puts forward some proposals for future research directions.

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Key concepts: Market liquidity, Liquidity risk, Liquidity crisis, Liquidity premium, Accounting liquidity, Business, Market impact, Financial system