The empirical research shows that : intraday liquidity increases with the time ; depth index is more valuable than width index ; liquidity is positively correlated with the value of stock price 研究結(jié)果表明,中國證券市場日內(nèi)流動性逐時增加;市場深度指標較之市場寬度指標更有價值;流動性與股價絕對值成正比關(guān)系。