:::

詳目顯示

回上一頁
題名:空頭走勢期間臺灣股票市場成交量與股價之關聯性研究
書刊名:國立臺北商業技術學院學報
作者:姚蕙芸聶建中 引用關係
作者(外文):Yau, Hwey-yunNieh, Chien-chung
出版日期:2003
卷期:4
頁次:頁2-25
主題關鍵詞:空頭走勢成交量股價線性共移兩次共移Bear marketTrading volumeStock priceLinear trendQuadratic trend
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(0) 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:0
  • 共同引用共同引用:15
  • 點閱點閱:13
期刊論文
1.Jain, P. C.、Joh, G. H.(1988)。The dependence between hourly price and trading volume。Journal of Financial and Quantitative Analysis,23(3),269-284。  new window
2.Cornell, B.(2000)。The Relationship between Volume and Price Variability in Futures Markets。The Journal of Futures Markets,20,5-18。  new window
3.王毓敏(20020100)。交易量及波動性之關聯性--臺股認購權證與標的股票之探討。管理評論,21(1),115-136。new window  延伸查詢new window
4.葉銀華(19911100)。臺灣股票市場成交量與股價關係之實證研究--轉換函數模式。臺北市銀月刊,22(11)=266,57-70。  延伸查詢new window
5.Gallant, A. Ronald、Rossi, Peter E.、Tauchen, George(1992)。Stock Price and Volume。Review of Financial Studies,5(2),199-242。  new window
6.Silvapulle, P.、Choi, J. S.(1999)。Testing for Linear and Nonlinear Granger Causality in The Stock Price-Volume Relation: Korean Evidence。The Quarterly Review of Economic and Finance,39,59-76。  new window
7.Lakonishok, J.、Smidt, S.(1989)。Past Price Changes and Current Trading Volume。Journal of Portfolio Management,15(4),18-24。  new window
8.Lamoureux, C.、Lastraps, W.(1991)。Heteroskedasticity in stock return data: Volume versus GARCH effect。Journal of Finance,45,221-229。  new window
9.Johansen, Soren(1994)。The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables。Econometric Reviews,13(2),205-229。  new window
10.Browm, D.、Jennings, R.(1989)。On Technic Analysis。Review of Financial Study,2,527-551。  new window
11.Grundy, B.、McNichols, M.(1989)。Trade and the Relation of Information Through Price and Direct Disclosure。Review of Financial Studies,2,495-526。  new window
12.Watanabe, Toshiaki(2000)。Bayesian analysis of dynamic bivariate mixture models: Can they explain the behavior of returns and trading volume?。Journal of Business and Economic Statistics,18(2),199-210。  new window
13.許和鈞、劉永欽(19961000)。臺灣地區股票市場價量之線性與非線性Granger因果關係之研究。證券市場發展,8(4)=32,23-49。new window  延伸查詢new window
14.Gonzalo, Jesus(1990)。Five Alternative Methods of Estimating Long-run Equilibrium Relationships。Journal of Econometrics,60(2),203-233。  new window
15.Hall, Alastair R.(1994)。Testing for a Unit Root in Time Series with Pretest Data-based Model Selection。Journal of Business and Economic Statistics,12(4),461-470。  new window
16.Huang, Y. S.、Liu, D. Y.、Fu, T. W.(2000)。Stock Price Behavior over Trading and Non-trading Periods: Evidence from the Taiwan Stock Exchange。Journal of Business Finance and Accounting,27(5/6),575-602。  new window
17.Jennings, R. H.、Starks, L. T.、Fellingham, J. C.(1981)。An Empirical Model of Asset Trading with Sequential Information Arrival。Journal of Finance,36,143-161。  new window
18.Nieh, C. C.、Lee, C. F.(2001)。Dynamic Relationship Between Stock Prices and Exchange Rates for G-7 Countries。Quarterly Review of Economics and Finance,41(4),477-490。  new window
19.Ng, Serena、Perron, Pierre(1995)。Unit Root Tests in ARMA Models with Data-dependent Methods for the Selection of the Trunction Lag。Journal of the American Statistical Association,90(429),268-281。  new window
20.Reimers, H. E.(1992)。Comparisons of tests for multivariate cointegration。Statistical Papers,33(1),335-359。  new window
21.Schwert, G. William(1989)。Tests for Unit Roots: A Monte Carlo Investigation。Journal of Business and Economic Statistics,7(2),147-159。  new window
22.Zhou, S.(1995)。The Response of Real Exchange Rates to Various Economic Shocks。Southern Economic Journal,61(4),936-954。  new window
23.Doldado, Juan J.、Jenkinson, Tim、Sosvilla-Rivero, Simon(1990)。Cointegration and Unit Roots。Journal of Economic Surveys,4,249-273。  new window
24.Karpoff, J. M.(1987)。The relation between price change and trading volume: A survey。The Journal of Financial and Quantitative Analysis,22,109-126。  new window
25.King, Robert G.、Plosser, Charles I.、Stock, James H.、Watson, Mark W.(1991)。Stochastic Trends and Economic Fluctuations。American Economic Review,81(4),819-840。  new window
26.Granger, C. W. J.(1988)。Some Recent Developments in a Concept of Causality。Journal of Econometrics,39(1/2),199-211。  new window
27.Osterwald-Lenum, M.(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),461-471。  new window
28.Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics,6(2),461-464。  new window
29.Schwert, G. William(1989)。Why Does Stock Market Volatility Change Over Time?。Journal of Finance,44(5),1115-1153。  new window
30.Blume, Lawrence、Easley, David、O'Hara, Maureen(1994)。Market Statistics and Technical Analysis: The Role of Volume。The Journal of Finance,49(1),153-181。  new window
31.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。  new window
32.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
33.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
34.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
35.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
36.Campbell, John Y.、Hentschel, Ludger(1992)。No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns。Journal of Financial Economics,31(3),281-318。  new window
37.Richardson, G.、Sefcik, S. E.、Thompson, R.(1986)。A Test of Dividend Irrelevance Using Volume Reactions to a Change in Dividend Policy。Journal of Financial Economics,17(2),313-333。  new window
研究報告
1.Karpoff, J. M.(1985)。Costly Short Sales and the Correlation of Returns with Volume。University of WA。  new window
2.Wang, J.(1991)。A Model of Competitive Stock Trading Volume。M.I.T.。  new window
學位論文
1.陳東明(1991)。臺灣股票市場價量關係之實證研究(碩士論文)。國立臺灣大學。  延伸查詢new window
2.徐合成(1994)。臺灣股市股票報酬率與交易量關係之實證研究--GARCH模型之應用(碩士論文)。國立臺灣大學。  延伸查詢new window
單篇論文
1.Harris, M.,Raviv, A.(1991)。Difference of Opinion Make a Horse Race,University of Chicago and Northwestern University。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
無相關書籍
 
無相關著作
 
無相關點閱
 
QR Code
QRCODE