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題名:跨國上市的訊息傳遞與市場整合效果
書刊名:證券市場發展季刊
作者:楊淑玲 引用關係薛立言 引用關係劉亞秋 引用關係
作者(外文):Yang, Shu-lingHsueh, Paul L.Liu, Angela Y.
出版日期:2011
卷期:23:1=89
頁次:頁1-41
主題關鍵詞:跨國上市市場微結構訊息傳遞市場整合Cross-listingMarket microstructureInformation transmissionMarket integration
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:0
  • 點閱點閱:31
期刊論文
1.Tesar, L. L.、Werner, I. M.(1995)。Home Bias and High Turnover。Journal of International Money and Finance,14(4),467-492。  new window
2.Heston, S. L.,、Rouwenhorst, K. G.(1994)。Does industrial structure explain the benefits ofinternational diversification?。Journal of Financial Economics,36,3-27。  new window
3.Foerster, Stephen R.、Karolyi, George Andrew(1999)。The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States。The Journal of Finance,54(3),981-1013。  new window
4.Eu, C. S.、Sabherwal, S.(2003)。Cross-border listings and price discovery: evidence from U.S.-listed Canadian stocks。Journal of Finance,58,549-576。  new window
5.Gerety, M. S.、Mulherin, J. H.(1992)。Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close。The Journal of Finance,47,1765-1784。  new window
6.Chan, K. C.、Fong, Wai-Ming、Kho, Bong-Chan、Stulz, René M.(1996)。Information, Trading and Stock Returns: Lessons from Dually Listed Securities。Journal of Banking and Finance,20,1161-1187。  new window
7.Karolyi, G. Andrew(1998)。Why Do Companies List Shares Abroad? A Survey of the Evidence and Its Managerial Implications。Financial Markets, Institutions, and Instruments,7(1),1-60。  new window
8.Mittoo, Usha R.(1992)。Additional Evidence on Integration in the Canadian Stock Market。Journal of Finance,47(5),2035-2054。  new window
9.Brock, W. A.、Kleidon, A. W.(1992)。Periodic Market Closure and Trading Volume: A Model of Intraday Bids and Asks。Journal of Economic Dynamics and Control,16(3/4),451-489。  new window
10.Baxter, Marianne、Jermann, Urban J.(1997)。The International Diversification Puzzle is worse than you think。American Economic Review,87(1),170-191。  new window
11.Foster, F. D.、Viswanathan, S.(1993)。Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models。The Journal of Finance,48(1),187-211。  new window
12.Amihud, Y.、Mendelson, H.(1990)。Volatility, Efficiency and Trading: Evidence From the Japanese Stock Market。The Journal of Finance,46(5),1765-1789。  new window
13.Admati, A. R.、Pfleiderer, P.(1988)。A Theory of Intraday Patterns: Volume and Price Variability。Review of Financial Studies,1(1),3-40。  new window
14.Errunza, Vihang R.、Losq, Etienne(1985)。International asset pricing under mild segmentation: Theory and test。Journal of Finance,40(1),105-124。  new window
15.Amihud, Y.、Mendelson, H.(1987)。Trading Mechanisms and Stock Returns: An Empirical Investigation。The Journal of Finance,42(3),533-553。  new window
16.French, Kenneth R.、Roll, Richard(1986)。Stock Return Variances: The Arrival of Information and the Reaction of Traders。Journal of Financial Economics,17(1),5-26。  new window
17.French, Kenneth R.、Poterba, James M.(1991)。Investor diversification and international equity markets。American Economic Review,81(2),222-226。  new window
18.Jain, Prem C.、Joh, Gun-Ho(1988)。The dependence between hourly prices and trading volume。Journal of Financial and Quantitative Analysis,23(3),269-283。  new window
19.Karpoff, Jonathan M.(1987)。The Relation between Price Changes and Trading Volume: A Survey。Journal of Financial and Quantitative Analysis,22(1),109-126。  new window
20.Wood, R. A.、McInish, T. H.、Ord, J. K.(1985)。An Investigation of Transactions Data for NYSE Stocks。Journal of Finance,40(3),723-739。  new window
21.Holden, Craig W.、Subrahmanyam, Avanidhar(1992)。Long-lived Private Information and Imperfect Competition。The Journal of Finance,47(1),247-270。  new window
22.Subrahmanyam, Avanidhar(1991)。Risk Aversion, Market Liquidity, and Price Efficiency。Review of Financial Studies,4(3),417-441。  new window
23.Bekaert, G.、Harvey, C. R.(1995)。Time-Varying World Market Integration。The Journal of Finance,50(2),403-444。  new window
24.Roll, Richard(1992)。Industrial structure and the comparative behavior of international stock market indices。Journal of Finance,47(1),3-42。  new window
25.Merton, Robert C.(1987)。A simple model of capital market equilibrium with incomplete information。The Journal of Finance,42(3),483-510。  new window
26.Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1008。  new window
27.Nelson, Daniel B.(1991)。Conditional Heteroskedasticity in Asset Returns: A New Approach。Econometrica: Journal of the Econometric Society,59(2),347-370。  new window
28.Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica,53(6),1315-1335。  new window
29.Glosten, Lawrence R.、Jagannathan, Ravi、Runkle, David E.(1993)。On the Relation Between the Expected Value and the Volatility on the Nominal Excess Returns on Stocks。Journal of Finance,48(5),1779-1801。  new window
30.Barclay,M.、Litzenberger, R.、Warner, J.(1990)。Private Information,Information, Trading Volume and Stock Return Variances。Review of Financial Studies,3,233-253。  new window
31.Griffin, J.、Karolyi, A.(1998)。Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies。Journal of Financial Economic,50,351-373。  new window
32.Cooper, I. A.、Kaplanis, E.(1994)。Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium。Review of Financial Studies,7,45-60。  new window
33.Jorion,P.、Schwartz, E.(1986)。Integration vs. Segmentation in the Canadian Stock Market。Journal of Finance,41,503-616。  new window
34.Coursey,D.L.、Dyl, E.A.(1989)。Price Limits,Trading Suspensions and the Adjustment of Prices to New Information。Review of Futures Markets,9,342-371。  new window
35.Domowitz, I.、Glen, J.、Madhavan, A.(1997)。Market Segmentation and Stock Prices; Evidence from an Emerging Market。Journal of Finance,52,1059-1085。  new window
36.Lowengrub, P.、Melvin, M.(2002)。Before and After International Cross-listing: An Intraday Examination of Volume and Volatility。Journal of International Financial Markets, Institutions and Money,12,139-155。  new window
37.Maldonado, R.、Saunders, A.(1983)。Foreign Exchange Restriction and the Law of One Price。Financial Management,12,19-23。  new window
38.Mclnish, T.H.、Wood, R.A.(1990)。An Analysis of Transactions Data for the Toronto Stock Exchange。Journal of Banking and Finance,14,441-458。  new window
39.Michaelides, A.(2003)。“International Portfolio Choice, Liquidity Constraints and the Home Equity Bias Puzzle。Journal of Economic Dynamics and Control,28,555-594。  new window
40.Domowitz, I.、Glen, J.、Madhavan, A.(1998)。International Cross-listing and Order Flow Migration: Evidence from an Emerging Market。Journal of Finance,53,2001-2027。  new window
41.Forester,S.R.、Karolyi, G.A.(1993)。International Listings of Stocks: The Case of Canada and the U.S.。Journal of International Business Studies,24,763-784。  new window
42.Forster, M. M.、George, T. J.(1995)。Trading Hours, Information Flow, and International Cross-listing。International Review of Financial Analysis,4,19-34。  new window
43.Glassman, D.A.、Riddick, L.A.(2001)。What Causes Home Asset Bias and How should it be Measured?。Journal of Empirical Finance,8,35-54。  new window
44.Harris, L.(1986)。A Transaction Data Study of Weekly and Intraday Patterns in Stock Returns。Journal of Financial Economics,16,99-117。  new window
45.Hargis, K.、Ramanlal, P.(1998)。The Internationalization of Equity Markets: Domestic Market Development or Retardation?。Journal of Financial Intermediation,7,263-292。  new window
46.Varela, O.、Sang, H. L.(1993)。International Listings, the Security Market Line and Capital Market Integration: The Case of US Listings on the London Stock Exchange。Journal of Business Finance and Accounting,20,843-863。  new window
47.Werner, I.M.、Kleidon, A.W.(1996)。U.K. and U.S. Trading of British Cross-listed Stocks: An Intraday Analysis of Market Integration。Review of Financial Studies,9,619-664。  new window
48.Kryzanowski, L.、Zhang, Hao(2002)。Intraday Market Price Integration for Shares Cross-listed Internationally。Journal of Financial and Quantitative Analysis,37,243-269。  new window
49.Zakoian, M.(1994)。Threshold Heteroscedastic Models。Journal of Economic Dynamics and Control,18,931-955。  new window
學位論文
1.Freedman, R.(1991)。International Cross-listing: A Theoretical and Empirical Analysis。  new window
 
 
 
 
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