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Erschienen in:
2009 | OriginalPaper | Buchkapitel
Research on Liquidity Risk Evaluation of Chinese A-Shares Market Based on Extension Theory
verfasst von : Sun Bai-qing, Liu Peng-xiang, Zhang Lin, Li Yan-ge
Erschienen in: Cutting-Edge Research Topics on Multiple Criteria Decision Making
Verlag: Springer Berlin Heidelberg
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This research defines the liquidity risk of stock market in matter-element theory and affair-element theory, establishes the indicator system of the forewarning for liquidity risks,designs the model and the process of early warning using the extension set method, extension dependent function and the comprehensive evaluation model. And the paper studies empirically A-shares market through the data of 1A0001, which prove that the model can better describe liquidity risk of China’s A-share market. At last, it gives the corresponding policy recommendations.