IEEE - Institute of Electrical and Electronics Engineers, Inc. - An composite approach to measure stock liquidity in Chinese stock market

2010 International Conference on Machine Learning and Cybernetics (ICMLC)

Author(s): Ya-Nan Wang ; Qi-Zong Wu ; Feng Liu
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 July 2010
Conference Location: Qingdao, China, China
Conference Date: 11 July 2010
Volume: 5
Page(s): 2,188 - 2,192
ISBN (CD): 978-1-4244-6525-5
ISBN (Electronic): 978-1-4244-6527-9
ISBN (Paper): 978-1-4244-6526-2
DOI: 10.1109/ICMLC.2010.5580631
Regular:

Liquidity is one of the basic characters of security market and has various aspects. Index based on microstructure theory measures only one or another character of liquidity. This paper defined... View More

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