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流动性对股票收益率影响的实证研究——来自沪市A股市场的结果 被引量:5

A Positive Study on the Effect of Stock Yield Mobility--From the Result of A Stock Market in Shanghai
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摘要 资本资产定价模型的缺陷使得为股票收益率寻找更显著的影响因素成为现代金融领域一个重要课题。通过在我国沪市 A股市场中进行流动性对股票收益率影响的实证检验 ,得到结论 :在沪市 A股市场中 ,不论是在短期还是长期内 。
作者 蔡楠
机构地区 南开大学金融系
出处 《内蒙古财经学院学报》 2003年第3期50-53,共4页 Journal of inner Mongolia finance and economics college
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