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題名:開放信用交易對臺股股票報酬、波動性與週轉率之影響
書刊名:經濟與管理論叢
作者:陳達新 引用關係陳君達賴智民
作者(外文):Chen, Dar-hsinChen, Chun-daLai, Chih-min
出版日期:2007
卷期:3:1
頁次:頁97-124
主題關鍵詞:開放信用交易股票異常報酬波動性週轉率Margin tradingAbnormal returnVolatilityTurnover rate
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(7) 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:7
  • 共同引用共同引用:10
  • 點閱點閱:60
期刊論文
1.王甡(1992)。融資比率及融券保證金成數與股價報酬率波動關連性初探--Granger因果關係檢定。證券金融,33,50-79。  延伸查詢new window
2.Ackert, L. F.、Athanassakos, G.(2005)。The Relationship between Short Interest and Stock Returns in the Canadian Market。Journal of Banking and Finance,29,1729-1749。  new window
3.Brown, M.、Forsythe, A.(1974)。Robust Test for the Equality of Variances。Journal of American Statistical Association,69,364-367。  new window
4.Chatrath, A.、Adrangi, B.、Allender, M.(2001)。The Impact of Margins in Futures Markets: Evidence from the Gold and Silver Markets。Quarterly Review of Economics and Finanace,41,279-294。  new window
5.Coen-Pirani, D.(2005)。Margin Requirements and Equilibrium Asset Prices。Journal of Monetary Economics,52,449-475。  new window
6.Day, T. E.、Lewis, C. M.(1997)。Initial Margin Policy and Stochastic Volatility in the Crude Oil Futures Market。Review of Financial Studies,10,303-332。  new window
7.Douglas, G.(1969)。Risk in the Equity Markets: An Empirical Appraisal of Market Efficiency。Yale Economic Essays,9,3-45。  new window
8.Goldberg, M. A.(1985)。The Relevance of Margin Regulations: Note。Journal of Money, Credit and Banking,17,521-527。  new window
9.Grube R. C.、Joy, O. M.、Panton, D. B.。Responses to Federal Reserve Changes in the Initial Margin Requirement。Journal of Finance,34,659-674。  new window
10.Harris, R. E.(1959)。Federal Margin Requirements: A Selective Instrument of Monetary Policy。Journal of Finance,14,563-564。  new window
11.Largay, J. A.(1973)。100 % Margins: Combating Speculation in Individual Security Issues。Journal of Finance,28(4),973-986。  new window
12.Ma, T.(1993)。Price Limits, Margin Requirements and Stock Market Volatility。Research in International Business and Finance,5,229-252。  new window
13.Moore, T. G.(1966)。Stock Market Margin Requirements。Journal of Political Economy,74(2),158-167。  new window
14.Seguin, P. J.、Jarrell, G. A.(1993)。The Irrelevance of Margin: Evidence form the Crash of 87。Journal of Finance,48,1456-1473。  new window
15.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
16.Hsieh, David A.、Miller, Merton H.(1990)。Margin regulation and stock market volatility。Journal of Finance,45(1),3-30。  new window
17.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
18.王甡(1992)。融資比率及融券保證金成數與股價報酬率波動關連性初探--Granger因果關係檢定。證券金融,34,62-87。  延伸查詢new window
19.Chowdhry, B.、Nanda, V.(1998)。Leverage and Market Stability: The Role of Margin Rules and Price Limits。Journal of Business,71(2),179-210。  new window
20.Hardouvelis, G. A.、Kim, D.(1995)。Margin Requirements, Price Fluctuations and Market Participation in Metal Futures。Journal of Money, Credit and Banking,27(3),659-671。  new window
21.姚海青、杜化宇、陳勝源(19991100)。我國股票市場融資比率與融券保證金成數調整對股價波動性影響之研究。證券市場發展,11(2)=42,129-154。new window  延伸查詢new window
22.Hardouvelis, Gikas A.(1990)。Margin requirements, volatility, and the transitory component of stock prices。American Economic Review,80(4),736-762。  new window
23.Schwert, G. W.(1989)。Margin Requirements and Stock Volatility。Journal of Financial Service Research,3,153-164。  new window
學位論文
1.吳其昌(1998)。從新上市公司樣本探討店頭市場開放信用交易對股價波動性與效率性的影響(碩士論文)。輔仁大學。  延伸查詢new window
2.傅顯章(1987)。臺灣地區上市股票公告得為信用交易對股價的影響(碩士論文)。國立臺灣大學。  延伸查詢new window
3.謝東瀛(2004)。新上市股票開放信用交易對股票價格行為的影響(碩士論文)。國立成功大學。  延伸查詢new window
4.李宣宜(1999)。上市公司股票初次信用交易對價格波動性及週轉率影響之研究(碩士論文)。銘傳大學。  延伸查詢new window
5.鄭昌錞(2002)。台灣店頭市場之研究--企業上櫃策略與開放信用交易之影響(博士論文)。國立臺灣大學。new window  延伸查詢new window
圖書論文
1.Hardouvelis, G. A.(1988)。Margin Requirements and Stock Market Requirements and Volatility。FRBNY Quarterly Review。New York:Federal Reserve BanK。  new window
 
 
 
 
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