Abstract：
This research is based on 1119 samples listed in Shenzhen exchange stock market from 2006 to 2008. The results show that the institutional investors keep more attention on company, the stock turnover rate is higher, and the shares volume traded is bigger. Furthermore, the research finds the effect of institutional investors attention on stock liquidity become weaker in the companies which have the lower institutional investor ownership and the lower trade shares’ market value.
2014 
