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題名:限價委託簿資訊透明度與市場品質
書刊名:證券市場發展季刊
作者:李怡宗劉玉珍王錦瑩陳薇如 引用關係賴文弘
作者(外文):Lee, Yi-tsungLiu, Yu-janeWang, Jin-yingChen, Wei-juLai, Wen-hung
出版日期:2009
卷期:21:1=81
頁次:頁51-86
主題關鍵詞:資訊透明度買賣價差流動性市場品質Information transparencyBid ask spreadsMarket liquidityMarket quality
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(5) 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:5
  • 共同引用共同引用:0
  • 點閱點閱:39
期刊論文
1.Chung, K. H.、Van Ness, B. F.、Van Ness, R. A.(1999)。Limit Orders and the Bid-ask Spread。Journal of Financial Economics,53,255-287。  new window
2.Vermaelen, Theo(1981)。Common stock repurchases and market signaling: An empirical study。Journal of Financial Economics,9(2),139-183。  new window
3.Boehmer, Ekkehart、Saar, Gideon、Yu, Lei(2005)。Lifting the Veil: An Analysis of Pre-Trade Transparency at the NYSE。Journal of Finance,60(2),783-815。  new window
4.Madhavan, Ananth(1996)。Security Prices and Market Transparency。Journal of Financial Intermediation,5(3),255-283。  new window
5.Madhavan, Ananth、Porter, David、Weaver, Daniel(2005)。Should securities markets be transparent?。Journal of Financial Markets,8(3),265-287。  new window
6.Pagano, Marco、Röell, Ailsa(1996)。Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading。Journal of Finance,51(2),579-611。  new window
7.Bloomfield R. and M. O’Hara(1999)。Market Transparency: Who Wins and Who Loses。The Review of Financial Studies,vol.12,5-35。  new window
8.Bloomfield R. and M. O’Hara(2000)。Can Transparent Markets Survive。Journal of Financial Economics,vol.55,425-459。  new window
9.Brockman, P. and D.Y. Chung(2001)。Managerial Timing and Coporate Liquidity: Evidence from Actual Share Repurchases。Journal of Financial Economics,vol.61,417-448。  new window
10.Brown, P., N. Thomson and D. Walsh(1999)。Characteristics of the Order Flow through an Electronic Open Limit Order Book。Journal of International Financial Markets,vol.9,335-357。  new window
11.Chung, K. H. and R. A. V. Ness(2001)。Order Handling Rules, Tick Size, and the Intraday Pattern of Bid-ask Spreads for Nasdaq Stocks。Journal of Financial Markets,vol.4,143-161。  new window
12.Degryse, H.(1999)。The Total Cost of Trading Belgian Shares: Brussels versus London。Journal of Banking and Finance,vol.23,1331-1355。  new window
13.Flood, M. D., R. Huisman, K. G. Koedijk and R. J. Mahieu(1999)。Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets。The Review of Financial Studies,vol.12,37-59。  new window
14.Gerke, W., S. Arneth and C. Syha(2000)。The Impact of the Order Book Privilege on Traders’ Behavior and th e Market Process: An Experimental Study。Journal of Economic Psychology,vol.21,167-189。  new window
15.Leland, H. E.(1992)。Insider Trading: Should It Be Prohibited?。Journal of Political Economy,vol.100,859-887。  new window
16.Lyons, R. K.(1996)。Optimal Transparency in a Dealership Market with an Application to Foreign Exchange。Journal of Financial Intermediation,vol.5,225-254。  new window
17.Madhavan, A.(2000)。Market Microstructure: A Surveyvol.3,205-258。  new window
18.McInish, T. H.、B. F. V. Ness、R. A. V. Ness(1998)。The Effect of the SEC’s Order-Handling Rules on Nasdaq。Journal of Financial Research,21(3),247-254。  new window
19.Röell, A.(1990)。Dual-Capacity Trading and the Quality of the Market。Journal of Financial Intermediation,vol.1,105-124。  new window
20.Schwartz, R. A. and B. W. Weber(1997)。Next-generation Securities Market Systems: An Experimental Investigation of Quote-driven and Order-driven Trading。Journal of Management Information Systems,vol.14,57-79。  new window
研究報告
1.劉玉珍、李怡宗、王錦瑩、賴文弘(2004)。「委託簿資訊透明度對投資人福利與市場績效的影響」。  延伸查詢new window
2.Hedvall, K. and J. Niemeyer(1997)。Order Flow Dynamics: Evidence from the Helsinki Stock Exchange。  new window
3.Hendershott, T.、C. M. Jones(2003)。Island Goes Dark: Transparency, Fragmentation, Liquidity Externalities, and Multimarket Regulation。  new window
圖書
1.Harris, L.(2003)。Trading & Exchanges:Market Microstrucure for Practitioners, 1st edition。N.Y., N.Y.。  new window
2.O’Hara M.(1995)。Market Microstucture Theory, 1st edition。Cambridge, MA。  new window
 
 
 
 
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