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題名:臺灣股市日內價格變動分析
書刊名:證券市場發展季刊
作者:劉維琪 引用關係劉玉珍黃建順潘璟靜 引用關係
出版日期:1995
卷期:7:2=26
頁次:頁47-73
主題關鍵詞:證券市場結構買賣價差技術分析Market microstructureBid-ask spreadsTechnical analysis
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(2) 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:23
期刊論文
1.Hausman, Jerry A.、Lo, Andrew W.、MacKinlay, A. Craig(1992)。An Ordered Probit Analysis of Transaction Stock Prices。Journal of Financial Economics,31(3),319-379。  new window
2.Stoll, Hans R.(1989)。Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests。The Journal of Finance,44(1),115-134。  new window
3.Glosten, Lawrence R.、Harris, Lawrence E.(1988)。Estimating the Components of the Bid/Ask Spread。Journal of Financial Economics,21(1),123-142。  new window
4.Kaul, Gautam、Nimalendran, M.(1990)。Price Reversals: Bid-ask Errors or Market Overreaction?。Journal of Financial Economics,28(1/2),67-93。  new window
5.Bessembinder, H.、Hertzel, M. G.(1993)。Return Autocorrelations around Nontrading Days。Review of Financial Studies,6,155-189。  new window
6.Fisher, L.(1966)。Some New Stock Market Indexes。The Journal of Business,39,191-225。  new window
7.Harris, L.(1991)。Stock price clustering and discreteness。Review of Financial Studies,4,389-415。  new window
8.Niederhoffer, V.、Osborne, M. F. M.(1966)。A New Look at Clustering of Stock Prices。Operations Research,39(2),309-313。  new window
9.Porter, David C.(1992)。The Probability of A Trade at the Ask: An Examination of Interday and Intraday Behavior。Journal of Financial and Quantitative Analysis,27,209-227。  new window
10.Roll, R.(1984)。A Simple Implicit Measure of Effective Bid-Ask Spread in an Efficient Market。Journal of Finance,39(4),1127-1139。  new window
11.Ball, Clifford A.(1988)。Estimation Bias Induced by Discrete Security Prices。Journal of Finance,43(4),841-865。  new window
12.Bergulund, Tom、Liljeblom, Eva(1988)。Market Serial Correlation on a Small Security Market: A Note。Journal of Finance,43(5),1265-1274。  new window
13.劉玉珍、藍新仁(1993)。台灣股票集中市場與店頭市場變現性之研究。證券市場發展季刊。  延伸查詢new window
14.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
15.Cho, E. Chinhyung、Frees, Edward W.(1988)。Estimating the Volatility of Discrete Stock Prices。Journal of Finance,43(2),451-466。  new window
16.Cohen, K. J.(1980)。Implications of Microstructure Theory for Empirical Research on Stock Price Behavior。Journal of Finance,35,249-257。  new window
17.Gottlieb, Gary、Kalay, Avner(1985)。Implications of the Discreteness of Observed Stock Prices。Journal of Finance,40(1),135-153。  new window
18.Easley, David、O'Hara, Maureen(1987)。Price, trade size and information in securities markets。Journal of Financial Economics,19(1),69-90。  new window
19.Blume, Lawrence、Easley, David、O'Hara, Maureen(1994)。Market Statistics and Technical Analysis: The Role of Volume。The Journal of Finance,49(1),153-181。  new window
20.Shiller, Robert J.(1981)。Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?。American Economic Review,71(3),421-436。  new window
21.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
研究報告
1.Chu, E. L.(1994)。Association Between Price Limit and Stock Returns: Influences and Implication。NTU。  new window
學位論文
1.蔡昌邦(1992)。臺灣股市價格叢聚、價格反轉與股價震盪之實證研究(碩士論文)。國立中正大學。  延伸查詢new window
圖書
1.Schwartz, R. A.(1991)。Reshaping the Equity Markets--A Guide for the 1990s。New York, NY:Harper Business。  new window
 
 
 
 
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