流动性是证券价格变动的一个重要因素，也是反映证券市场质量的重要指标之一。
针对中国股票市场流动性的异常波动现象，《中国金融市场流动性波动：理论与实践》从非线性特征角度分析中国证券市场、中国原油期货市场以及股指期货市场的流动性多重分形特征，借助多重分形去趋势波动分析法（MF-DFA）和广义Hurst指数分析市场流动性的多重分形特征以及分形程度，并利用趋势分形维度方法识别市场流动性的波动趋势。
最后，《中国金融市场流动性波动：理论与实践》针对不同金融市场的波动特征，提供具有针对性的政策建议。
《中国金融市场流动性波动：理论与实践》适合各类大专院校师生、专家作为研究参考用书。

Chapter 1 Overview of Financial Market Liquidity in China
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 in China's Financial Market
3.1 Liquidity measurement
3.2 Influencing factors
3.3 Summary

Chapter 4 Non-linear Characterization and Trend Identification of Liquidity in China's New OTC Stock Market
4.1 Introduction
4.2 Data description
4.3 Empirical research
4.4 Robustness test
4.5 Summary

Chapter 5 The Nonlinear Characteristics Analysis and Trend Identification of Liquidity in Chinese Stock Index Futures Markets
5.1 Introduction
5.2 Data description
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
Chapter 7 The Impact of Liquidity on Portfolio Selection

Conclusions
References