| 期刊論文1. | 張志向、謝松霖(20050900)。臺灣股市漲跌幅限制之績效:價格發現與基本面價值。亞太經濟管理評論,9(1),109-127。 延伸查詢 | 2. | Ma, Christopher K.、Rao, Ramesh P.、Sears, R. Stephen(1989)。Volatility, price resolution, and the effectiveness of price limits。Journal of Financial Services Research,3(2/3),165-199。 | 3. | Evans, T.。Efficiency Tests of the UK Financial Futures Markets and the Impact of Electronic Trading System。Applied Financial Economics,16,1273-1283。 | 4. | Figlewski, S.(1984)。Margins and Market Integrity: Margin Setting for Stock Index Futures and Options。Journal of Futures Markets,4(3),385-416。 | 5. | Telser, L. G.(1981)。Margins and Futures Contracts。The Journal of Futures Markets,1(2),127-152。 | 6. | Coursey, D. L.、Dyl, E. A.(1990)。Price limits, Trading suspensions and the Adjustment of Price to new information。Review of Future Markets,9(2),342-360。 | 7. | Kim, Kenneth A.、Rhee, S. Ghon(1997)。Price Limit Performance: Evidence From the Tokyo Stock Exchange。Journal of Finance,52(2),885-901。 | 8. | Lee, S. B.、Kim, K. J.(1995)。The Effect of Price Limits on Stock Price Volatility: Empirical Evidence in Korea。Journal of Business Finance and Accounting,22(2),257-267。 | 9. | Greenwald, B. C.、Stein, J. C.(1991)。Transactional Risk, Market Crashes, and the Role of Circuit Breakers。Journal of Business,64(4),443-462。 | 10. | Arak, M.、Cook, R. E.(1997)。Do Daily Price Limits Act as Magnets? The case of Treasury Bond Futures。Journal of Financial Services Research,12(1),5-20。 | 11. | 周賓凰、吳壽山(19981000)。漲跌幅限制之再探討。中國財務學刊,6(2),19-48。 延伸查詢 | 12. | 薛立言、陳獻儀(20040600)。漲跌幅限制變化對投資人預期之影響。臺大管理論叢,14(2),179-196。 延伸查詢 | 13. | Lo, Andrew W.、MacKinlay, A. Craig(1988)。Stock market prices do not follow random walks: Evidence from a simple specification test。Review of Financial Studies,1(1),41-66。 | 14. | Ayadi, O. F., and C. S. Pyun,(1994)。“An Application of Variance Ratio Test to the Korean Securities Market,”。Journal of Banking and Finance,18,643-658。 | 15. | Brennan, M. E.,(1986)。“A Theory of Price Limits in Future Markets,”。Journal of Financial Economics,16,213-233。 | 16. | Chang, K. P., and K. S. Ting,(2000)。“A Variance Ratio Test of the Random Walk Hypothesis for Taiwan’s Stock Market,”。Applied Financial Economics,10,525-532。 | 17. | Christie, W. G.、Corwin, S. A.、Harris, J. H.(2002)。Nasdaq Trading Halts: the Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs。Journal of Finance,57(3),1443-1478。 | 18. | Hoque, H., J. H. Kim, and C. S. Pyun,(2007)。“A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets,”。International Review of Economics and Finance,16,488–502。 | 19. | Ma, C. K., R. P. Rao, and R. S. Sears,(1989)。“Limit Moves and Price Resolution: the Case of the Treasury Bond Futures Market,”。Journal of Futures Markets,9,321-335。 | 20. | Wright, J. H.,(2000)。“Alternative Variance-Ratio Tests Using Ranks and Signs,”。Journal of Business and Economic Statistics,18,1-9。 | 會議論文1. | 張維碩、馬黛(2007)。個股特性對漲跌幅限制措施之影響-ARCH-Jump模式之應用。 延伸查詢 | 圖書論文1. | Fama, E. F.(1989)。Perspectives on October 1987, or What Did We Learn from the Crash?。Black Monday and the Future of Financial Markets。Homewood, IL:Dow Jones-Irwin, Inc.。 | |