Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market
收藏NBER1997-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6129
下载链接
链接失效反馈官方服务：
资源简介：
The paper proposes a new measure, VNET, of market liquidity which directly measures the depth of the market. The measure is constructed from the excess volume of buys or sells during a market event defined by a price movement. As this measure varies over time, it can be forecast and explained. Using
提供机构：
美国国家经济研究局
创建时间：
1997-08-01
