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ISSN: 2333-9721
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The Statistical Characteristic and Trend of Liquidity in Chinese A-Share Market
中国A股市场流动性统计特性与变化趋势

Keywords: market microstructure,liquidity,turnover
市场微观结构
,流动性,换手率

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Abstract:

After giving an index to measure the whole stock market,we analyze the trend of liquidity of Shanghai Stock Exchange and Shenzhen Stock Exchange in 10 years. At the same time,we make a comparison between the liquidity of them.

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