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題名:融資、融券與股票市場關聯性探討
書刊名:臺灣銀行季刊
作者:方文碩 引用關係孫穎慶
出版日期:2000
卷期:51:3
頁次:頁216-245
主題關鍵詞:融資融券股票市場信用交易
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(3) 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:3
  • 共同引用共同引用:1
  • 點閱點閱:15
期刊論文
1.Hardouvelis, G. A.、Peristiani S.(1992)。Margin Requirements, Speculative Trading, and Stock Price Fluctuations: The Case of Japan。Quarterly Journal of Economics,107(4),1333-1371。  new window
2.Ramsey, James B.(1969)。Tests for Specification Errors in Classical Linear Least Squares Regression Analysis。Journal of the Royal Statistical Society: Series B (Methodological),31(2),350-371。  new window
3.Mayhew, Stewart、Sarin, Atulya、Shastri, Kuldeep(1995)。The Allocation of Informed Trading Across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements。Journal of Finance,50(5),1635-1653。  new window
4.Hsieh, David A.、Miller, Merton H.(1990)。Margin regulation and stock market volatility。Journal of Finance,45(1),3-30。  new window
5.Granger, C. W. J.(1988)。Some Recent Developments in a Concept of Causality。Journal of Econometrics,39(2/3),199-211。  new window
6.Osterwald-Lenum, Michael(1992)。A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics。Oxford Bulletin of Economics and Statistics,54(3),461-472。  new window
7.Engle, Robert F.、Yoo, Byung Sam(1987)。Forecasting and Testing in Cointegrated Systems。Journal of Econometrics,35(1),143-159。  new window
8.楊凱智(19941000)。影響我國融資餘額變動因素之研究。證券市場發展季刊,24,89-129。new window  延伸查詢new window
9.Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Regression Model。Econometrica,59(6),1551-1580。  new window
10.趙菁菁(19931000)。現行信用交易制度之缺失及改進建議之淺見。證券市場發展季刊,20,91-93。new window  延伸查詢new window
11.邱顯比、陳淑金(19930700)。臺灣股票市場融資融券指標之研究。臺灣經濟金融月刊,29(7)=342,13-23。  延伸查詢new window
12.王甡(19951000)。證券融資與融券量變動對股市波動之影響分析。證券金融,47,57-84。  延伸查詢new window
13.王端鎂、李桐豪(19951000)。臺灣股票市場融資融券之變化與股票報酬的關係。證券金融,47,1-26。  延伸查詢new window
14.林炯垚、徐燕山、柳春成(19960700)。證券信用交易比率調整與股市波動關係之研究。證券金融,50,1-20。  延伸查詢new window
15.Chowdhury, A. R.(1997)。Margin Requirements and StockMarket Volatility in Thailand。Applied Economics letters,4(2),83-87。  new window
16.Engle, R. F.(1982)。A General Approach to Lagrangian Multiplier Model Diagnostics。Journal of Econometrics,20(1,83-104。  new window
17.Ferris, S. P.、Chance, D. M.(1988)。Margin Requirement and Stock Market Volatility。Economics Letters,28(3),251-254。  new window
18.Kupiec, P. H.、Sharpe, S. A.(1991)。Animal Spirits, Margin Requirements and Stock Price Volatility。Journal of Finance,46(2),717-731。  new window
19.Ljung, Greta M.、Box, George E. P.(1978)。On a Measure of Lack of Fit in Time Series Models。Biometrika,65(2),297-303。  new window
20.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society,37(3),424-438。  new window
21.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
22.Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
23.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
24.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
25.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
26.Kwiatkowski, Denis、Phillips, Peter C. B.、Schmidt, Peter、Shin, Yongcheol(1992)。Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?。Journal of Econometrics,54(1-3),159-178。  new window
27.Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1008。  new window
學位論文
1.錢友琪(1993)。證券信用交易餘額與股價因果關係:臺灣地區之實證研究(碩士論文)。淡江大學。  延伸查詢new window
2.趙美蘭(1989)。融資融券比率調整對股價交易量影響之實證研究(碩士論文)。國立中興大學。  延伸查詢new window
3.林世維(1996)。應用向量誤差修正模型於股價與融資融券餘額長短期關係之研究(碩士論文)。國立交通大學。  延伸查詢new window
4.張哲章(1997)。融資融券餘額,成交量與股價指數之關聯性研究(碩士論文)。淡江大學。  延伸查詢new window
圖書
1.Enders, Walter(1995)。Applied Econometric Time Series。John Wiley & Sons, Inc.。  new window
2.林煜宗(1988)。現代投資學--制度、理論與實際。三民書局。  延伸查詢new window
 
 
 
 
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