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題名:強制內部人宣告持股轉讓對投資者福利之影響:由訊息揭露之觀點
書刊名:證券市場發展季刊
作者:韓千山 引用關係陳其美 引用關係
作者(外文):Han, Chien-shanChen, Chyi-mei
出版日期:2004
卷期:16:3=63
頁次:頁1-39
主題關鍵詞:強制宣告市價單限價單分離均衡混合均衡Mandatory trade disclosureMarket orderLimit orderSeparating equilibriumPooling equilibrium
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:2
  • 點閱點閱:41
期刊論文
1.Glosten, L.(1994)。Is the Electronic Open Limit Order Book Inevitable?。Journal of Finance,49,1127-1161。  new window
2.Seppi, D. J.(1997)。Liquidity Provision with Limit Orders and a Strategic Specialist。Review of Financial Studies,10(1),103-150。  new window
3.Foster, F. Douglas、Viswanathan, S.(1990)。A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets。Review of Financial Studies,3(4),593-624。  new window
4.Admati, Anat R.(1985)。A Noisy Rational Expectations Equilibrium for Multi-asset Securities Markets。Econometrica,53(3),629-657。  new window
5.John, K.、Narayanan, R.(1997)。Market Manipulation and the Role of Insider Trading Regulations。Journal of Business,70(2),217-247。  new window
6.Harris, Lawrence、Hasbrouck, Joel(1996)。Market vs. Limit Orders: The Super DOT Evidence on Order Submission Strategy。Journal of Financial and Quantitative Analysis,31,213-231。  new window
7.Hellwig, Martin F.(1980)。On the aggregation of information in competitive markets。Journal of Economic Theory,22,477-498。  new window
8.Grossman, Sanford J.、Miller, Merton H.(1988)。Liquidity and market structure。Journal of Finance,43(3),617-633。  new window
9.Back, K.(1992)。Insider trading in continuous time。Review of Financial Studies,5(3),387-409。  new window
10.Admati, A. R.、Pfleiderer, P.(1988)。A Theory of Intraday Patterns: Volume and Price Variability。Review of Financial Studies,1(1),3-40。  new window
11.韓千山、陳其美(20000400)。大股東訊息優勢與下單策略。證券市場發展,12(1)=45,33-69。new window  延伸查詢new window
12.Skinner, Douglas J.(1994)。Why firms voluntarily disclose bad News?。Journal of Accounting Research,32(1),38-60。  new window
13.Holden, Craig W.、Subrahmanyam, Avanidhar(1992)。Long-lived Private Information and Imperfect Competition。The Journal of Finance,47(1),247-270。  new window
14.Kyle, Albert S.(1989)。Informed Speculation with Imperfect Competition。Review of Economic Studies,56(187),317-355。  new window
15.Handa, Puneet、Schwartz, Robert A.(1996)。Limit Order Trading。Journal of Finance,51(5),1835-1861。  new window
16.Parlour, Christine A.(1998)。Price Dynamics in Limit Order Markets。Review of Financial Studies,11(4),789-816。  new window
17.Grossman, Sanford J.、Stiglitz, Joseph E.(1980)。On the Impossibility of Informationally Efficient Markets。The American Economic Review,70(3),393-408。  new window
18.Fishman, M. J.、Hagerty, K. M.(1989)。Disclosure Decisions by Firms and the Competition for Price Efficiency。The Journal of Finance,44(3),633-646。  new window
19.Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica,53(6),1315-1335。  new window
20.Diamond, Douglas W.、Verrecchia, Robert E.(1991)。Disclosure, Liquidity, and the Cost of Capital。The Journal of Finance,46(4),1325-1359。  new window
21.Diamond, D. W.、Verrecchia, R. E.(1981)。Information Aggregation in a Noisy Rational Expectations Economy。Journal of Financial Economics,9,221-235。  new window
22.Admati, A.、Pfleiderer, P.(1988)。Sunshine Trading and Financial Market Equilibrium。The Review of Financial Studies,4,443-482。  new window
23.Brown, D. P.、Zhang, Z. M.(1997)。Market Orders and Market Efficiency。The Journal of Finance,1,277-308。  new window
24.Chakravarty, S.、Holden, C.(1995)。An Integrated Model of Market and Limit Orders。Journal of Intermediation,4,213-241。  new window
25.Cohen, K.、Maier, S.、Schwartz, R.、Whitcomb, D.、Schwartz, R. A.(1981)。Transaction Costs, Order Placement Strategy, and Existence of the Bid-ask Spread。Journal of Political Economy,89,287-305。  new window
26.Wood, R. A.、McInish, T. H.(1995)。Hidden Limit Orders on the NYSE。The Journal of Portfolio Management,19-26。  new window
27.Pagano, M.(1989)。Trading Volume and Asset Liquidity。The Quarterly Journal of Economics,104,255-274。  new window
28.Admati, A.、Pfleiderer, P.(2000)。Forcing Firms to Talk: Financial Disclosure Regulation and Externalities。Review of Financial Studies,13,479-519。  new window
29.Pagano, M.(1989)。Endogenous Market Thinness and Stock Price Volatility。The Review of Economic Studies,56(2),269-287。  new window
30.Ronen, J.、Yaari, V.(2001)。Incentives for Voluntary Disclosure。Journal of Financial Market,4,309-357。  new window
研究報告
1.Harris, L.(1995)。Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems。沒有紀錄。  new window
圖書
1.顏月珠(1982)。數理統計學。臺北:三民。  延伸查詢new window
其他
1.陳建宏,林修葳(2002)。公司內部人宣告轉讓持股行為之研究,沒有紀錄。  延伸查詢new window
 
 
 
 
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