中国金融市场流动性波动:理论与实践

Chapter 1 Overview of Financial Market Liquidity in China
1．1 Liquidity
1．2 Overview of China's financial market
1．3 Current status of liquidity research

Chapter 2 Liquidity and Fractals Theory
2．1 Liquidity theory
2．2 Efficient market hypothesis
2．3 Fractals theory
2．4 Method system

Chapter 3 Liquidity Measurement and Its Influencing Factors in China's Financial Market
3．1 Liquidity measurement
3．2 Influencing factors
3．3 Summary

Chapter 4 Non-linear Characterization and Trend Identification of Liquidity in China's New OTC Stock Market
4．1 Introduction
4．2 Data description
4．3 Empirical research
4．4 Robustness test
4．5 Summary

Chapter 5 The Nonlinear Characteristics Analysis and Trend Identification of Liquidity in Chinese Stock Index Futures Markets
5．1 Introduction
5．2 Data description
5．3 Empirical research
5．4 Robustness test
5．5 Summary
……

Chapter 6 Non-Linear Volatilization Characteristics and Trend Identification of Liquidity in Chinese Crude Oil Futures Market
Chapter 7 The Impact of Liquidity on Portfolio Selection

Conclusions
References