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題名:政府政策與制度的改變對臺灣股市波動性之影響…ARJI-Trend模型之應用
書刊名:企業管理學報
作者:林惠娜 引用關係姜淑美陳坤宏
作者(外文):Lin, Hui-naChiang, Shu-meiChen, Kun-hong
出版日期:2006
卷期:68
頁次:頁133-157
主題關鍵詞:ARJI-trend模型漲跌幅限制法人交易比例信用交易制度股市交易時間ARJI-trend modelPrice limitsOrganization's trading proportionMargin regulationTrading time
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(2) 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:2
  • 共同引用共同引用:21
  • 點閱點閱:22
期刊論文
1.Lee, S. B.、Chung, J. S.(1996)。Price Limits and Stock Market Efficiency。Journal of Business Finance and Accounting,23(4),585-601。  new window
2.Chan, W. H.、Maheu, J. M.(2002)。Conditional Jump Dynamics in Stock Market Return。Journal of Business and Economic Statistics,20,377-389。  new window
3.Khambata, D.(2000)。Impact of Foreign Investment on the Volatility and Growth of Emerging Stock Markets。Multinational Business Review,50-59。  new window
4.胡星陽、梁敏芳(19950100)。漲跌幅限制與臺灣股票市場波動。證券市場發展,7(1)=25,1-25。new window  延伸查詢new window
5.Chen, S. W.、Shen, C. H.(2004)。GARCH, jumps and permanent and transitory components of volatility: The case of the Taiwan exchange rate。Mathematics and Computers in Simulation,67(3),201-216。  new window
6.Diacogiannis, G. P.、Patsalis, Nikolaos、Tsangarakis, Nickolaos V.、Tsiritakis, Emanuel D.(2005)。Price Limits and Overreaction in the Athens stock exchange。Applied Financial Economics,15(1),53-61。  new window
7.Hargis, K.(2002)。Forms of Foreign Investment Liberalization and Risk in Emerging Stock Markets。The Journal of Financial Research,25(1),19-38。  new window
8.王儷容、沈中華(1999)。Do Foreign Investments Affect Foreign Exchange and Stock Markets - The Case of Taiwan。Applied Economics,31(11),1303-1314。  new window
9.Hsu, Yenshan(1996)。Margin Requirements and Stock Market Volatility Another Look at the Case of Taiwan。Pacific-Basin Finance Journal,4,409-419。  new window
10.周賓凰、吳壽山(19981000)。漲跌幅限制之再探討。中國財務學刊,6(2),19-48。new window  延伸查詢new window
11.Bekaert, G.、Harvey, C. R.(1997)。Emerging Equity Market Volatility。Journal of Financial Economics,43(1),29-77。  new window
12.French, Kenneth R.、Roll, Richard(1986)。Stock Return Variances: The Arrival of Information and the Reaction of Traders。Journal of Financial Economics,17(1),5-26。  new window
13.Hardouvelis, Gikas A.(1990)。Margin requirements, volatility, and the transitory component of stock prices。American Economic Review,80(4),736-762。  new window
14.Schwert, G. W.(1989)。Margin Requirements and Stock Volatility。Journal of Financial Service Research,3,153-164。  new window
15.馬黛、廖怡玲(20001200)。交易時間、交易行為與股市績效:臺灣股市隔週休二日之實證。中國財務學刊,8(3),79-105。new window  延伸查詢new window
16.Aggarwal, R.、Chen, S. N.(1990)。The Adjustment of Stock Returns to Block Trading Information。Quarterly Journal of Business and Economics,29,46-56。  new window
17.Bai, Jushan、Perron, Pierre(2003)。Computation and Analysis of Multiple Structural Change Models。Journal of Applied Econometrics,18(1),1-22。  new window
18.Kodres, Laura E.(1993)。Tests of Unbiasedness in the Foreign Exchange Futures Markets: An Examination of Price Limits and Conditional Heteroscedasticity。The Journal of Business,66(3),463-490。  new window
學位論文
1.歐雲蘭(1995)。開放外資對股價波動性之影響(碩士論文)。國立臺灣大學。  延伸查詢new window
2.王端鎂(1995)。檢定融資融劵比率對股票報酬率之影響(碩士論文)。國立政治大學。  延伸查詢new window
3.莊慶仁(2002)。延長交易時間對臺灣股市價格行為之影響(碩士論文)。國立成功大學。  延伸查詢new window
4.陳健華(2003)。交易時間改變對臺灣證券市場波動性、流動性及效率性之影響(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
5.黃懷慶(2000)。臺灣股市三大機構投資人(外資、投信與自營商)投資行為之實證研究(碩士論文)。朝陽大學。  延伸查詢new window
6.李允正(1995)。開放外資對臺灣股市之影響(碩士論文)。國立中正大學。  延伸查詢new window
7.許哲源(1992)。調整融資比例、融劵保證金成數與股價波動--臺灣股票市場之實證研究(碩士論文)。國立中正大學。  延伸查詢new window
圖書
1.林炯垚、盛偉德(1988)。股價漲跌幅限制對股市市場機能影響之研究。中華民國證劵市場發展基金會。  延伸查詢new window
其他
1.Engle, R. F.,Lee, G. J.(1993)。A Permanent and Transitory Component Model of Stock Return Volatility,San Diego:University of California。  new window
 
 
 
 
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