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題名:漲跌幅限制下之星期效應--以臺灣電子類股為例
書刊名:臺灣銀行季刊
作者:陳亞為 引用關係莊希豐 引用關係林晏如
出版日期:2007
卷期:58:3
頁次:頁245-267
主題關鍵詞:股價股市星期效應
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:7
  • 點閱點閱:4
期刊論文
1.French, Dan W.(1984)。The Weekend Effect on the Distribution of Stock Prices-Implications for Option Pricing。Journal Financial Economics,13(4),547-559。  new window
2.Board, J. L. G.、Sutcliffe, C. M. S.(1988)。The Weekend Effect in UK Stock Market Returns。Journal of Finance and Accounting,15,199-213。  new window
3.Lo, Andrew W.、MacKinlay, A. Craig(1989)。The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation。Journal of Econometrics,40(2),203-238。  new window
4.林宜勉(19891100)。臺灣證券市場股價季節型態分析--套利定價模式之應用。臺灣經濟金融月刊,25(11)=298,14-19。  延伸查詢new window
5.Jaffe, J.、Westerfield, R.(1985)。Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects。Journal of Financial and Quantitative Analysis,20(2),261-272。  new window
6.Lakonishok, Josef、Levi, Maurice(1982)。Weekend Effects on Stock Returns: A Note。Journal of Finance,37(3),883-889。  new window
7.Sutrick, K. H.(1993)。Reducing the bias in empirical studies due to limit moves。Journal of Futures Markets,13(5),527-543。  new window
8.Bishara, Halim(1989)。Stock Returns and the Weekend Effect in Canada。Akron Business and Economic Review,20,62-71。  new window
9.Chib, S.(1995)。Marginal Likelihood from the Gibbs Output。Journal of the American Statistical Association,90,1313-1321。  new window
10.Fama, Eugene F.、French, Kenneth R.(1988)。Permanent and Temporary Components of Stock Prices。Journal of Political Economy,96(2),246-273。  new window
11.Chou, P. H.(1997)。A Gibbs sampling approach to the estimation of linear regression models under daily price limits。Pacific-Basin Finance Journal,5(1),39-62。  new window
12.李又剛、丁誌魰(19880700)。探討一九八七年中、美、日、港四國股市的表現。臺北市銀月刊,19(7)=226,8-26。  延伸查詢new window
13.沈中華、周賓凰(19970300)。漲跌幅限制下臺灣股市的星期效應與自我相關--Gibbs Sampler的應用。經濟論文,25(1),21-44。new window  延伸查詢new window
14.Cornell, B.(1985)。The Weekly Pattern in Stock Returns: Cash Versus Futures: A Note。The Journal of Finance,11(2),583-588。  new window
15.Cross, F.(1973)。The Behavior of Stock Price on Fridays and Mondays。Financial Analysts Journal,29(6),67-69。  new window
16.Dyl, E. A.、Maberly, E. D.(1986)。The Weekly Pattern in Stock Index Futures: A Further Note。The Journal of Finance,41(5),1149-1152。  new window
17.Gibbons, M. R.、Hess, P.(1981)。Day of the Week Effect and Asset Returns。Journal of Business,54,579-596。  new window
18.Harris, L.(1986)。A Transaction Data Study of Weekly and Intradaily Pattern in Stock Returns。Journal of Financial Economics,16,99-117。  new window
19.Jacobs, B. I.、Kenneth, N. L.(1988)。Calendar Anomalies: Abnormal Returns at Calendar Turning Points。Financial Analysts Journal,44(6),28-39。  new window
20.Keim, Donald B.、Stambaugh, Robert F.(1984)。A Further Investigation of The Weekend Effect in Stock Return。Journal of Finance,39(3),819-837。  new window
21.Keim, Donald Bruce、Stambaugh, Robert F.(1984)。A further investigation of the weekend effect in stock returns。The Journal of Finance,39(3),819-835。  new window
22.French, Kenneth R.(1980)。Stock Returns and the Weekend Effect。Journal of Financial Economics,8(1),55-69。  new window
23.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
學位論文
1.張清福。台灣股票市場情報效率性的再探討-春節前後資料之運用(碩士論文)。淡江大學。  延伸查詢new window
2.吳漢銘(1994)。亞太股市之換月效果、一月效果、週末效果及相關性研究(碩士論文)。淡江大學。  延伸查詢new window
3.簡仁德(1981)。台灣證券市場價格變動習性為隨機漫步假定之實證分析(博士論文)。淡江大學。new window  延伸查詢new window
4.林丙輝(1987)。台灣證券市場股票報酬週末效果之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
5.鄭智成(1993)。臺灣與國際股市週日效應的比較(碩士論文)。國立臺灣大學。  延伸查詢new window
6.陳碩強(1990)。我國股市週一效果的實證研究(碩士論文)。淡江大學。  延伸查詢new window
7.黃俊郁(1985)。股票投資報酬週末效應之研究(碩士論文)。國立政治大學。  延伸查詢new window
圖書
1.李春旺(1989)。股價行為與規模效應:台灣股票市場實證研究。臺北:臺灣經濟研究雜誌社。  延伸查詢new window
圖書論文
1.Chiang, R.、Wei, K. C. J.(1990)。Price Limits in Taiwan and Risk-Return Estimation。Pacific-basin capital markets research。Amsterdam:Oxford:Tokyo:North-Holland。  new window
 
 
 
 
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