:::

詳目顯示

回上一頁
題名:投資者策略互動與委託形式選擇
書刊名:國立臺北商專學報
作者:陳慧玫
出版日期:2000
卷期:54
頁次:頁1-25
主題關鍵詞:限價單市價單資訊不對稱Limit orderMarket orderAsymmetric information
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:26
期刊論文
1.Hellwig, M. F.(1980)。On the Aggregation of Information in Competitive Markets。Journal of Economic Theory,22,477-798。  new window
2.Admati, A. R.(1985)。A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Market。Econometrica,53,629-657。  new window
3.Admati, A.、Pfleiderer, P.(1988)。A Theory of Intraday Patterns: Volume and Price Variability。Review of Financial Studies,1,3-40。  new window
4.Admati, A.、Pfleiderer, P.(1991)。Sunshine Trading and Financial Market Equilibrium。Review of Financial Studies,4,443-482。  new window
5.Back, K.(1992)。Insider Trading in Continuous Time。Review of Financial Studies,5,387-410。  new window
6.Brown, D. P.、Zhang, Z. M.(1997)。Market Orders and Market Efficiency。Journal of Finance,1。  new window
7.Chakravarty, Sugato、Holden, Craig W.(1995)。An Integrated Model of Market and Limit Orders。Journal of Intermediation,4(3),213-241。  new window
8.Dimond, A. K.、Verrecchia, R. E.(1981)。Information Aggregation in a Noisy Rational Expectations Economy。Journal of Financial Economics,9,211-235。  new window
9.Foster, F.、Viswanathan, S.(1990)。A Theory of Intraday Variations in Volume, Variance and Trading Costs in Securities Markets。Review of Financial Studies,3,593-624。  new window
10.Grossman, S. J.、Miller, M. H.(1988)。Liquidity and Market Structure。Journal of Finance,43(3),617-633。  new window
11.Grossman, S. J.、Stiglitz, J. E.。On the Impossibility of Informationally Efficient Market。America Economic Review,70,393-408。  new window
12.Mcinish, T. H.、Wood, R. A.(1995)。Hidden Limit Orders on the NYSE。Journal of Portfolio Management,21,19-26。  new window
13.Seppi, D. J.(1997)。Liquidity Provision with Limit Orders and a Strategic Specialist。Review of Financial Studies,10,103-150。  new window
14.Kyle, A. S.(1985)。Continuous auctions and inside trading。Econometrica,53(6),1315-1335。  new window
15.Holden, Craig W.、Subrahmanyam, Avanidhar(1992)。Long-lived Private Information and Imperfect Competition。The Journal of Finance,47(1),247-270。  new window
16.Kyle, Albert S.(1989)。Informed Speculation with Imperfect Competition。Review of Economic Studies,56(187),317-355。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top