{"title":"基于期权的中国企业流动性价值实证研究","authors":"J. Du, Lingyun Zheng","doi":"10.1109/ICNNSP.2008.4590305","DOIUrl":null,"url":null,"abstract":"Corporate liquidity pricing is a new topic. With the discussion of the essence of liquidity, this paper established an exchange-option-based corporate liquidity pricing model which combines the investment option and insurance option taking into considerations of their execution probabilities. And we apply the model to investigate the liquidity value of Chinese firms with the data of the listed companies in Shanghai stock market.","PeriodicalId":250993,"journal":{"name":"2008 International Conference on Neural Networks and Signal Processing","volume":"83 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2008-06-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"An option-based empirical investigation of Chinese corporate liquidity value\",\"authors\":\"J. Du, Lingyun Zheng\",\"doi\":\"10.1109/ICNNSP.2008.4590305\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Corporate liquidity pricing is a new topic. With the discussion of the essence of liquidity, this paper established an exchange-option-based corporate liquidity pricing model which combines the investment option and insurance option taking into considerations of their execution probabilities. And we apply the model to investigate the liquidity value of Chinese firms with the data of the listed companies in Shanghai stock market.\",\"PeriodicalId\":250993,\"journal\":{\"name\":\"2008 International Conference on Neural Networks and Signal Processing\",\"volume\":\"83 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2008-06-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2008 International Conference on Neural Networks and Signal Processing\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICNNSP.2008.4590305\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2008 International Conference on Neural Networks and Signal Processing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICNNSP.2008.4590305","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
An option-based empirical investigation of Chinese corporate liquidity value
Corporate liquidity pricing is a new topic. With the discussion of the essence of liquidity, this paper established an exchange-option-based corporate liquidity pricing model which combines the investment option and insurance option taking into considerations of their execution probabilities. And we apply the model to investigate the liquidity value of Chinese firms with the data of the listed companies in Shanghai stock market.
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