The Research of Liquidity Risk Measurements in China Stock Market.
Lili LiYuhui FengPublished in: ITQM (2013)
Keyphrases
- stock market
- portfolio optimization
- listed companies
- monetary policy
- financial markets
- stock exchange
- chinese stock market
- portfolio management
- stock price
- trading rules
- short term
- financial time series
- risk management
- financial data
- stock index futures
- stock returns
- investment decisions
- stock data
- market data
- financial news
- early warning
- investment strategies
- trading strategies
- stock trading
- stock market data
- long term
- stock index
- garch model
- decision support system
- empirical studies
- credit risk
- portfolio selection
- risk analysis
- hong kong