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WANG Chun-feng, CHENG peng-fei, FANG Zhen-ming. Empirical Research on the Relations between the Liquidity and Volatility of China's Stock MarketJ. Journal of Beijing Institute of Technology (Social Sciences Edition), 2007, (4): 63-66.
Citation: WANG Chun-feng, CHENG peng-fei, FANG Zhen-ming. Empirical Research on the Relations between the Liquidity and Volatility of China's Stock MarketJ. Journal of Beijing Institute of Technology (Social Sciences Edition), 2007, (4): 63-66.
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Empirical Research on the Relations between the Liquidity and Volatility of China's Stock Market

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  • This article introduces the relations between the liquidity and volatility based on the market microstructure theory,and it builds the empirical models to test the relations.The results show that there exist a positive relation between the liquidity and the volatility.At the same time these concludes disclose the behavior of the price further in China's stock market.
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