期刊論文1. | Jones, C. M.、Seguin, P. L.(1997)。Transaction Costs and Price Volatility: Evidence from Commission Deregulation。American Economic Review,87,728-737。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Schwert, G. W.、Seguin, P. J.(1993)。Securities Transaction Taxes: An Overview of Costs, Benefits and Unresolved Questions。Financial Analysts Journal,49,27-35。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Lieberman, O.、Ben-Zion, U.、Hauser, S.(1999)。A characterization of the price behavior of international dual stocks: an error correction approach。Journal of International Money and Finance,18(2),289-304。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Summers, Laurence H.、Summers, Victoria P.(1989)。When Financial Markets Work Too Well: A Cautious Case For a Securities Transactions Tax。Journal of Financial Services Research,3,261-286。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Ross, S. A.(1989)。Commentary: Using tax policy to curb speculative short-term trading。Journal of Financial Services Research,3,117-120。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | 黃玉娟、黃珮鈴、梁心怡、黃詩雅(20040300)。臺灣股價指數現貨與期貨價格領先落後關係之探討--以TAIFEX與SGX-DT為例。輔仁管理評論,11(1),125-152。 延伸查詢![new window](/gs32/images/newin.png) |
7. | Fleming, J.、Ostdiek, B.、Whaley, R. E.(1996)。Trading Costs and The Relative Rates of Price Discovery in Stock, Futures, and Option Markets。Journal of Futures Markets,16,353-387。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Shalen, Catherine T.(1993)。Volume, volatility, and the dispersion of beliefs。Review of Financial Studies,6(2),405-434。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Locke P. R.、Venkatesh, P. C.(1997)。Futures Market Transaction Costs。The Journal of Futures Markets: Futures, Options, and Other Derivative Products,17(2),229-245。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Wang, J.(1994)。A Model of Competitive Stock Trading Volume。Journal of Political Economy,102,127-168。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Chou, R. K.、Lee, J. H.(2002)。The relative efficiencies of price execution between the Singapore exchange and the Taiwan futures exchange。Journal of Futures Markets,22,173-196。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Edwards, F. R.(1993)。Taxing transactions in futures markets: Objectives and effects。Journal of Financial Services Research,7,75-91。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Roll, R.(1989)。Price volatility, international market links and their implications for regulatory policies。Journal of Financial Services Research,3,211-246。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Umlauf, S. R.(1993)。Transaction taxes and the behavior of the Swedish stock market。Journal of Financial Economics,33,227-240。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Granger, C. W. J.(1969)。Investigating causal relations by econometric models and cross-spectral models。Econometrica,37,424-438。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | 李瑞琳、薛立言(20050600)。交易稅政策對臺灣期貨市場效率績效之影響。財金論文叢刊,2,117-131。 延伸查詢![new window](/gs32/images/newin.png) |
17. | 李瑞琳、薛立言(20040600)。期貨交易成本對現貨波動之影響。財金論文叢刊,1,85-100。 延伸查詢![new window](/gs32/images/newin.png) |
18. | 陳聽安(20041100)。衍生性金融商品課稅制度初探--以期貨為例。財稅研究,36(6),1-13。 延伸查詢![new window](/gs32/images/newin.png) |
19. | 楊添水、李存修、蘇勇志(1999)。臺股期貨課稅制度與國際競爭力。證券市場發展季刊,11(3)=43,1-19。 延伸查詢![new window](/gs32/images/newin.png) |
20. | 劉美纓、鍾惠民(20020700)。利率期貨課程制度規劃。財稅研究,34(4),123-134。 延伸查詢![new window](/gs32/images/newin.png) |
21. | Eun, C. S.、Sabherwal, S.(2003)。Cross‐border listings and price discovery: Evidence from US‐listed Canadian stocks。Journal of Finance,58,549-576。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Wang, G. H.、Yau, J.、Baptiste, T.(1997)。Trading volume and transaction costs in futures markets。Journal of Futures Markets,17(7),757。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Bamber, Linda Smith、Barron, Orie E.、Stober, Thomas L.(1999)。Differential Interpretations and Trading Volume。Journal of Financial and Quantitative Analysis,34(3),369-386。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Harris, Milton、Raviv, Artur(1993)。Differences of Opinion Make a Horse Race。Review of Financial Studies,6(3),473-506。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Demsetz, Harold(1968)。The cost of Transacting。Quarterly Journal of Economics,82(1),33-53。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |