| 流动性与封闭式基金折价的关系研究 |
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| 引用本文： | 邓永平. 流动性与封闭式基金折价的关系研究[J]. 番禺职业技术学院学报, 2009, 8(1): 53-59 |
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| 作者姓名： | 邓永平 |
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| 作者单位： | 广州番禺职业技术学院,财经系,广东,广州,511483 |
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| 摘 要： | 封闭式基金折价问题是长期以来困扰资本市场的一个的难题。因而尝试从基金及其资产组合的流动性的差异来解释国内封闭式基金折价现象。实证检验的结果表明，国内封闭式基金及其资产组合的流动性及流动性风险的差异可以部分解释封闭式基金交易折价现象，同时封闭式基金资产和基金价格的流动性之间存在相关性。
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| 关 键 词： | 封闭式基金折价 流动性 流动性差异 |
On Liquidity and CEF Discount |
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| DENG Yong-ping. On Liquidity and CEF Discount[J]. Journal of Panyu Polytechnic, 2009, 8(1): 53-59 |
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| Authors: | DENG Yong-ping |
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| Affiliation: | DENG Yong-ping (Finance Department, Guangzhou Panyu Polytechnic, Guangzhou 511483, China) |
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| Abstract: | CEF discount remains a puzzle the capital market has struggled with. The paper attempts to analyze and explain the phenomenon of CEF discount symmetrically from the viewpoint of liquidity. Positive analysis indicates that liquidity and liquidity risk are partly responsible for the CEF discount in China. Meanwhile, the CEF portfolio and market value of CEF correlate with liquidity and liquidity risk. |
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| Keywords: | CEF discount liquidity liquidity differential |
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