:::

詳目顯示

回上一頁
題名:盤前資訊意涵--開盤前資訊透明化之實證觀察
書刊名:經濟論文
作者:曾翊恆
作者(外文):Tseng, Yi-heng
出版日期:2021
卷期:49:4
頁次:頁569-607
主題關鍵詞:臺灣證券交易所限價簿盤前資訊自然人機構投資人Taiwan stock exchangeLimit order bookPre-opening quotes and depthsIndividual investorInstitutional investor
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:6
  • 點閱點閱:4
期刊論文
1.Bandi, Federico M.、Russell, Jeffrey R.(2006)。Separating Microstructure Noise From Volatility。Journal of Financial Economics,79(3),655-692。  new window
2.De Winnie, Rudy、D'hondt, Catherine(2007)。Hide-and-Seek in the Market: Placing and Detecting Hidden Orders。Review of Finance,11,663-692。  new window
3.Lu, Tsung-Hsun(2014)。The Profitability of Candlestick Charting in the Taiwan Stock Market。Pacific-Basin Finance Journal,26,65-78。  new window
4.Barclay, M. J.、Warner, J. B.(1993)。Stealth Trading and Volatility: Which Trades Move Prices?。Journal of Financial Economics,34,281-305。  new window
5.Cao, C.、Ghysels, E.、Hatheway, F.(2000)。Price discovery without trading: Evidence from the Nasdaq preopening。Journal of Finance,55,1339-1365。  new window
6.Moshirian, F.、Nguyen, H. G.、Pham, P. K.(2012)。Overnight Public Information, Order Placement, and Price Discovery during the Pre-opening Period。Journal of Banking and Finance,36(10),2837-2851。  new window
7.McCloskey, D. N.、Ziliak, S. T.(1996)。The Standard Error of Regressions。Journal of Economic Literature,34(1),97-114。  new window
8.Ma, Tai、Lin, Yaling、Chen, Hsiu-Kuei(2008)。Are Investor More Aggressive in Transparent Market?。Asia-Pacific Journal of Financial Studies,37(2),343-380。  new window
9.Cao, C.、Hansch, O.、Wang, X.(2009)。The Information Content of An Open Limit Order Book。Journal of Futures Markets,29(1),16-41。  new window
10.Aitken, Michael J.、Almeida, Niall、DeB. Harris, Frederick H.、McInish, Thomas H.(2007)。Liquidity Supply in Electronic Markets。Journal of Financial Markets,10(2),144-168。  new window
11.蔡佩雯(20100400)。我國證券集中交易市場開盤及收盤資訊揭露之規劃建議。證交資料,576,8-21。  延伸查詢new window
12.詹場、李志宏(20140300)。市場穩定與競價制度--臺灣期貨市場之實證。經濟論文叢刊,42(1),49-101。new window  延伸查詢new window
13.曾翊恆(20160300)。集合競價、限價簿揭露資訊與委託積極度決策。證券市場發展季刊,28(1)=109,39-101。new window  延伸查詢new window
14.Anagnostidis, P.、Kanas, A.、Papachristou, G.(2015)。Information Revelation in the Greek Exchange Opening Call: Daily and Intraday Evidence。Journal of International Financial Markets, Institutions and Money,38,167-184。  new window
15.Dia, M.、Pouget, S.(2011)。Sunshine Trading in an African Stock Market。Managerial Finance,37,257-274。  new window
16.Ibikunle, G.(2015)。Opening and Closing Price Efficiency: Do Financial Markets Need the Call Auction?。Journal of International Financial Markets, Institutions and Money,34,208-227。  new window
17.Tseng, Y. H.、Chen, S. H.(2015)。Limit Order Book Transparency and Order Aggressiveness at the Closing Call: Lessons from the TWSE 2012 New Information Disclosure Mechanism。Pacific-Basin Finance Journal,35,241-272。  new window
18.Cao, C.、Hansch, O.、Wang, X.(2008)。Order placement strategies in a pure limit order book market。Journal of Financial Research,31,113-140。  new window
19.Back, Kerry、Cao, C. Henry、Willard, Gregory A.(2000)。Imperfect Competition Among Informed Traders。Journal of Finance,55(5),2117-2155。  new window
20.Biais, Bruno、Hillion, Pierre、Spatt, Chester(1995)。An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse。Journal of Finance,50(5),1655-1689。  new window
21.Biais, Bruno、Hillion, Pierre、Spatt, Chester(1999)。Price discovery and learning during the preopening period in the Paris Bourse。Journal of Political Economy,107(6),1218-1248。  new window
22.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
23.Chang, Rosita P.、Rhee, S. Ghon、Stone, Gregory R.、Tang, Ning(2008)。How Does the Call Market Method Affect Price Efficiency? Evidence From the Singapore Stock Market。Journal of Banking and Finance,32(10),2205-2219。  new window
24.Comerton-Forde, Carole、Lau, Sie Ting、McInish, Thomas(2007)。Opening and Closing Behavior Following the Introduction of Call Auctions in Singapore。Pacific-Basin Finance Journal,15(1),18-35。  new window
25.Duong, Huu Nhan、Kalev, Petko S.、Krishnamurti, Chandrasekhar(2009)。Order Aggressiveness of Institutional and Individual Investors。Pacific-Basin Finance Journal,17(5),533-546。  new window
26.Fong, Kingsley Y. L.、Liu, Wai-Man(2010)。Limit Order Revisions。Journal of Banking and Finance,34(8),1873-1885。  new window
27.Goettler, Ronald L.、Parlour, Christine A.、Rajan, Uday(2005)。Equilibrium in a Dynamic Limit Order Market。Journal of Finance,60(5),2149-2192。  new window
28.Griffiths, Mark D.、Smith, Brian F.、Turnbull, D. Alasdair S.、White, Robert W.(2000)。The Costs and the Determinants of Order Aggressiveness。Journal of Financial Economics,56(1),65-88。  new window
29.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
30.Parlour, Christine A.(1998)。Price Dynamics in Limit Order Markets。Review of Financial Studies,11(4),789-816。  new window
31.Pascual, Roberto、Veredas, David(2009)。What Pieces of Limit Order Book Information Matter in Explaining Order Choice by Patient and Impatient Traders?。Quantitative Finance,9(5),527-545。  new window
32.Ranaldo, Angelo(2004)。Order Aggressiveness in Limit Order Book Markets。Journal of Financial Markets,7(1),53-74。  new window
33.Valenzuela, Marcela、Zer, Iiknur(2013)。Competition, Signaling and Non-walking through the Book: Effects on Order Choice。Journal of Banking and Finance,37(12),5421-5435。  new window
34.Roşu, Ioanid(2009)。A dynamic model of the limit order book。Review of Financial Studies,22,4601-4641。  new window
35.Lyons, R. K.(1996)。Optimal Transparency In A Dealer Market With An Application to Foreign Exchange。Journal of financial intermediation,5,225-254。  new window
36.曾翊恆、魏品揚(20171200)。盤前公開資訊、開盤價格發現與投資人委託決策。經濟論文,45(4),503-597。new window  延伸查詢new window
37.Barber, Brad M.、Lee, Yi-Tsung、Liu, Yu-Jane、Odean, Terrance(2009)。Just How Much Do Individual Investors Lose by Trading?。The Review of Financial Studies,22(2),609-632。  new window
38.Lee, Eun Jung、Eom, Kyong Shik、Park, Kyung Suh(2013)。Microstructure-based manipulation: Strategic behavior and performance of spoofing traders。Journal of Financial Markets,16(2),227-252。  new window
39.Chiu, J.、Chung, H.、Wang, G. H. K.(2017)。Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market。Journal of Futures Markets,37(11),1094-1123。  new window
40.Foucault, T.(1999)。Order Flow Composition and Trading Cost in a Dynamic Limit Order Book。Journal of Financial Market,2,99-134。  new window
41.曾翊恆、張嘉玲、王凱立(20170600)。Order Choices, Order Performance, and Price Discovery during Closing Call Auctions--A Case Study of Improved LOB Disclosure in Taiwan Stock Exchange。財務金融學刊,25(2),105-156。new window  new window
42.王韻怡(20190300)。Strategic Spoofing Order Trading by Different Types of Investors in Taiwan Index Futures Market。財務金融學刊,27(1),65-103。new window  new window
研究報告
1.Kuk, J.、Lui, W.、Pham, P. K.(2016)。Strategic Order Submission and Cancellation in Pre-Opening Periods and Its Impact on Price Discovery: The Case of IPO Firms。  new window
圖書
1.顏月珠(2010)。無母數統計方法。台北:顏月珠。  延伸查詢new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
無相關博士論文
 
無相關書籍
 
無相關著作
 
QR Code
QRCODE