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題名:縮小股價升降單位對臺灣股票市場之影響
書刊名:國立臺中技術學院學報
作者:戴錦周 引用關係張誌賓
作者(外文):Dai, Jin-jouChang, Chih-pin
出版日期:2008
卷期:9:1
頁次:頁39-59
主題關鍵詞:股價升降單位買賣價差市場深度Tick sizeBid-ask spreadMarket depth
原始連結:連回原系統網址new window
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  • 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:4
  • 點閱點閱:32
期刊論文
1.曾耀輝、陳文練、佘珮琦(20050900)。集中市場股價升降單位之檢討及調整後初步實證分析。證交資料,521,4-30。  延伸查詢new window
2.Anshuman, V. R.、Kalay, A.(1998)。Market Making with Discrete Price。Review of Financial Studies,11,81-109。  new window
3.Bernhardt, D.、Hughson, E.(1996)。Discrete Pricing and The Design of Dealership Markets。Journal of Economic Theory,71,148-182。  new window
4.Hameed, A.、Terry, E.(1998)。The Effect of Tick Size on Price Clustering and Trading Volume。Journal of Business Finance & Accounting,25(7/8),849-867。  new window
5.Kandel, E.、Marx, L.(1997)。NASDAQ Market Structure and Spread Patterns。Journal of Financial Economics,45,61-89。  new window
6.Mackinnon, G.、Nemiroff, H.(1999)。Liquidity and Tick Size : Does Decimalization Matter?。Journal of Financial Research,22(3),287-299。  new window
7.Choe, H.、Ahn, H. J.、Cao, C. Q.(1996)。Tick Size, Spread and Volume。Journal of Financial Intermediation,5(1),2-22。  new window
8.Bacidore, J.(1997)。The Impact of Decimialization on Market Quality: An Empirical Investigation of the Toronto Stock Exhang。Journal of Financial Intermediation,6,92-120。  new window
9.Bessembinder, H.(2000)。Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars。Journal of Financial Intermediation,9,213-239。  new window
10.Bollen, N. P. B.、Whaley, R. E.(1998)。Are "Teenies" Better?。Journal of Portfolio Management,25,10-24。  new window
11.Lau, S. T.、Mclnish, T. H.(1995)。Reducing tick size on the Stock Exchange of Singapore。Pacific-Basin Finance Journal,3(4),485-496。  new window
12.Seppi, D. J.(1997)。Liquidity Provision with Limit Orders and a Strategies Specialist。Review of Financial Studies,10,103-150。  new window
13.Patell, J. M.(1976)。Corporate Forecasts of Earnings Per Share And Stock Price Behavior: Empirical Test。Journal of Accounting Research,14(2),246-276。  new window
14.Ziebart, D. A.(1985)。Control of Beta Reliability in Studies of Abnormal Return Magnitudes : A Methodological Note。Journal of Accounting Research,23(2),920-926。  new window
15.Harris, L.(1991)。Stock price clustering and discreteness。Review of Financial Studies,4,389-415。  new window
16.Porter, D. C.、Weaver, D. G.(1997)。Tick Size and Market Quality。Financial Management,26(4),5-26。  new window
17.Peterson, P. P.(1989)。Event Studies: A Review of Issues and Methodology。Quarter Journal of Business and Economics,28(3),36-66。  new window
18.Boehmer, E.、Musumeci, J.、Poulsen, A. B.(1991)。Event-study Methodology under Conditions of Event-Induced Variance。Journal of Financial Economics,30(2),253-272。  new window
19.Harris, L.(1994)。Minimum Price Variations, Discrete Bid-Ask Spreads, and Quotation Sizes。Review of Financial Studies,7(1),149-178。  new window
20.Ahn, Hee-Joon、Bae, Kee-Hong、Chan, Kalok(2001)。Limit Orders, Depth and Volatility: Evidence from the Stock Exchange of Hong Kong。Journal of Finance,56(2),767-788。  new window
學位論文
1.柯美珠(2003)。升降單位機制影響日內股票價格行為之研究(博士論文)。國立台灣科技大學。new window  延伸查詢new window
2.蔡宜陵(2000)。股市升降單位對股價反應速度影響之探討(碩士論文)。國立中正大學。  延伸查詢new window
3.姜清海(2001)。升降單位機制對市場績效影響之研究(博士論文)。國立台灣科技大學。new window  延伸查詢new window
4.吳俊億(2004)。升降單位與除權日異常報酬率關係之實證(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
圖書
1.台灣證券交易所(2005)。2005 年世界主要證券市場相關制度。證券交易所。  延伸查詢new window
2.沈中華、李建然(2000)。事件研究法--財務與會計實證研究必備。華泰文化事業公司。  延伸查詢new window
 
 
 
 
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