...是,尽管资产定价与微观市场结构两个领域本身具有一定的交叉性, 但是,微观市场结构领域的文献侧重用Bid-ask Spread(买卖差价)作为流动性的测度,而 资产定价领域的流动性则指向更广义的交易成本(买卖差价仅仅构成了交易的一部分成本) 以及资产的可交易性...
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以做市商所报出的买卖价差(BID-ASK SPREAD)衡量8ttt8紧度,深度(Depth),即当前价格水平下可实现的交易量,反映了做市商在当前价位上愿意并有能力进行买卖的数量,我们sSBbWw通...
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relative bid-ask spread 相对买卖价差
bid -ask spread 流动性指标
bid and ask spread 买卖差价
bid ask spread property bas性质
Decomposing of Bid-ask Spread 价差分解
ask-bid spread 买卖价差 ; 买卖差价
Amihud and Mendelson published a paper named Asset pricing and the bid-ask spread in 1986 which brought to a climax about the study on liquidity premium.
Amihud和Mendelson在1986年发表了一篇题为《资产定价和买卖差价》的文章,开始系统性地研究流动性溢价,并掀起了流动性溢价研究的热潮。
参考来源 - 我国国债场内市场的流动性溢价分析 (研究生论文)·2,447,543篇论文数据,部分数据来源于NoteExpress
They improve the quality of the prices on the exchanges by lowering the bid-ask spread.
它们通过降低买卖价差改善了交易所的价格质量。
The decomposition of bid-ask spread is an important problem in financial microstructure theory.
价差分解是金融市场微观结构理论研究的重要问题。
The difference between bid and ask is the profit for the dealer and the bid-ask spread is the profit for the dealer.
中间商的利润来自出价和要价的差别,差价就是中间商的利润。
The difference between bid and ask is the profit for the dealer and the bid-ask spread is the profit for the dealer.
中间商的利润来自出价和要价的差别,差价就是中间商的利润
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