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題名:臺灣與美國股市互動之再檢測
書刊名:臺灣銀行季刊
作者:陳振遠 引用關係黃嘉興王朝仕 引用關係
出版日期:2006
卷期:57:4
頁次:頁259-275
主題關鍵詞:臺灣股市美國臺股美股投資人
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:4
  • 點閱點閱:9
Other
1.Jeon, B. N. and T. C. Chiang(1991)。A System of Stock Prices in World Stock Exchanges: Common Stochastic Trends for 1975-90。  new window
期刊論文
1.陳振遠、王朝仕(20050700)。臺灣股票市場陽光效應之實證研究。管理研究學報,5(2),171-198。new window  延伸查詢new window
2.Knif, J.、Pynnönen, S.(1999)。Local and Global Price Memory of International Stock Markets。Journal of International Financial Markets, Institutions and Money,9(2),129-147。  new window
3.Huang, B. N.、Yang, C. W.、Hu, John W. S.(2000)。Causality and Cointegration of Stock Market among the United States, Japan, and the South China Growth Triangle。International Review of Financial Analysis,9(3),281-297。  new window
4.Masih, R.、Masih, A. M. M.(2001)。Long and short term dynamic causal transmission amongst international stock markets。Journal of International Money and Finance,20(4),563-587。  new window
5.Mehra, R.、Sah, R.(2002)。Mood, Projection Bias and Equity Market Volatility。Journal of Economic Dynamics and Control,26,869-887。  new window
6.Solnik, B. H.(1974)。Why not diversify internationally rather than domestically?。Financial Analysts Journal,30,48-54。  new window
7.葉銀華(19911000)。國際股票市場股價指數共移型態與關聯性之研究。臺灣經濟金融月刊,27(10)=321,11-20。  延伸查詢new window
8.Warther, V. A.(1995)。Aggregate mutual fund flows and security returns。Journal of Financial Economics,39,209-235。  new window
9.Solnik, B. H.(1983)。International arbitrage pricing theory。Journal of Finance,38(2),449-457。  new window
10.Forgas, J. P.(1995)。Mood and judgment: The affect infusion model (AIM)。Psychological Bulletin,117,39-66。  new window
11.胡光華、蔡美華(20040500)。看美股操作臺股可行?--臺灣電子指數與美國科技指數日報酬率因果關係之探討。貨幣觀測與信用評等,47,88-96。  延伸查詢new window
12.徐守德、林恩右(19931200)。臺灣與國際股價互動關係之研究。管理科學學報,10(2),197-222。  延伸查詢new window
13.Agmon, T.(1972)。The Relationship among Equity Markets: A Study of Share Price Co-movements in the United States, United Kingdom, Germany, and Japan。Journal of Finance,27,839-855。  new window
14.Arshanapalli, B.、Doukas, J.、Lang, L. H. P.(1995)。Stock Market Linkages between U. S. and Asian Markets。Pacific-Basin Finance Journal,3,57-73。  new window
15.Chung, P. J.、Liu, D. J.(1994)。Common Stochastic Trends in Pacific Rim Stock Markets。The Quarterly Review of Economics and Finance,34,241-259。  new window
16.Ghosh, A.、Saidi, R.、Johnson, H. K.(1999)。Who Moves the Asia-Pacific Stock Markets-US or Japan? Empirical Evidence Based on the Theory of Cointegration。The Financial Review,34(1),159-170。  new window
17.Granger, Clive W. J.(1988)。Some Recent Developments in a Concept of Causality。Journal of Econometrics,39,199-211。  new window
18.Grubel, H. G.(1968)。Internationally Diversified Portfolio: Welfare Gains and Capital Flows。American Economic Review,58,1299-1314。  new window
19.MacDonald, R.、Taylor, M. P.(1989)。Interest Rate Parity: Some New Evidence。Bulletin of Economic Research,41,255-274。  new window
20.Weiss, A. A.(1986)。ARCH and Bilinear Time Series Models: Comparison and Combination。Journal of Business and Economic Statistics,4,59-70。  new window
21.Eun, Cheol S.、Shim, Sangdal(1989)。International Transmission of Stock Market Movements。Journal of Financial and Quantitative Analysis,24(2),241-256。  new window
22.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
23.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
24.Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics,2(2),111-120。  new window
會議論文
1.黃嘉興、王朝仕(2002)。三大機構投資人之資金流量對臺灣股票市場的影響。管理新思維學術研討會。國立臺灣科技大學。  延伸查詢new window
2.黃嘉興、王朝仕(2003)。臺股指數對美國三大主要指數理性預期關係之探討。中華決策科學學會年會暨論文研討會。中華決策科學學會:元培科學技術學院。  延伸查詢new window
圖書
1.Box, G. E. P.、Jenkins, G. M.(1976)。Time Series Analysis, Forecasting, and Control。Holden-Day。  new window
圖書論文
1.Clore, G.、Schwarz, L.、Conway, M.(1994)。Affective Causes and Consequences of Social Information Processing。Handbook of Social Cognition。Hillsdale, NJ:Lawrence Erlbaum。  new window
 
 
 
 
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