Chapter 1 Overview of Financial Market Liquidity iChina
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 iChina's Financial Market
3.1 Liquidity measurement
3.2 Influencing factors
3.3 Summary
Chapter 4 Non-linear Characterizatioand Trend Identificatioof Liquidity iChina's New OTC Stock Market
4.1 Introduction
4.2 Data deion
4.3 Empirical research
4.4 Robustness test
4.5 Summary
Chapter 5 The Nonlinear Characteristics Analysis and Trend Identificatioof Liquidity iChinese Stock Index Futures Markets
5.1 Introduction
5.2 Data deion
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
6.1 Introduction
6.2 Data description
6.3 Empirical analysis
6.4 Robustness test
6.5 Summary
Chapter 7 The Impact of Liquidity on Portfolio Selection
7.1 Introduction
7.2 Portfolio selection and liquidity cost
7.3 Portfolio selection based on the linear liquidity cost
7.4 Portfolio selection based on the nonlinear liquidity cost
7.5 Summary
Conclusions
References
