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題名:臺灣股市異常交易監視制度與股價行為關係之實證研究
書刊名:中國財務學刊
作者:馬黛 引用關係陳效踐
出版日期:1995
卷期:3:1
頁次:頁69-93
主題關鍵詞:股市異常交易監視制度股價行為
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(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:4
  • 共同引用共同引用:0
  • 點閱點閱:39
期刊論文
1.Garman, Mark B.、Klass, Michael J.(1980)。On the Estimation of Security Price Volatilities from Historical Data。Journal of Business,53(1),67-78。  new window
2.Hsieh, David A.、Miller, Merton H.(1990)。Margin regulation and stock market volatility。Journal of Finance,45(1),3-30。  new window
3.Karpoff, Jonathan M.(1986)。A theory of trading volume。Journal of Finance,41(5),1069-1087。  new window
4.Madhavan, Ananth(1992)。Trading Mechanisms in Securities Markets。Journal of Finance,47(2),607-642。  new window
5.Amihud, Yakov、Mendelson, Haim、Murgia, Maurizio(1990)。Stock market microstructure and return volatility: Evidence from Italy。Journal of Banking and Finance,14(2/3),423-440。  new window
6.Amihud, Yakov、Mendelson, Haim(1991)。Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market。The Journal of Finance,46(5),1765-1789。  new window
7.Douglas, G.(1969)。Risk in the Equity Market: An Empirical Appraisal of Market Efficiency。Yale Economic Essays,3-45。  new window
8.Fabozi, Frank J.、Ma, Christopher K.(1988)。The Over-the-Counter Market and New York Stock Exchange Trading Halts。The Financial Review,23(4),427-437。  new window
9.Gerety, Mason S.、Mulherin, J. Harold(1992)。Trading Halts and Market Activity: An Analysis of Volume at the Open and Close。Journal of Finance,47(5),1765-1781。  new window
10.Goldman, M. Barry、Sosin, Howard B.(1992)。Information Dissemination, Market Efficiency and the Frequency of Transactions。Journal of Financial Economics,7,607-641。  new window
11.Grube, R.、Corwin, O.、Joy, Maurice、Panton, Don B.(1979)。Market Responese to Federal Reserve Changes in the Initial Margin Requirement。The Journal of Finance,34(3),659-674。  new window
12.Hardouvelis, Gikas A.(1990)。Margins Requirements, Volatility, and the Transitory Component of Stock Prices。American Economic Review,80(4),736-762。  new window
13.Hopewell, Michael H.、Schwartz, Arthur L.(1976)。Stock Price Movement Associated with Tempory Trading Suspensions: Bear Market versus Bull Market。Journal of Financial and Quantitative Analysis,11(4),577-590。  new window
14.Howe, John S.、Shlarbaum, G. Gary(1986)。SEC Trading Suspensions: Empirical Evidence。Journal of Financial and Quantitative Analysis,21(3),323-333。  new window
15.Krzanowski, Lawrence(1979)。The Efficiency of Trading Suspensions: A Regulatory Action Designed to Prevent the Exploitation of Monopoly Information。The Journal of Finance,34(5),1187-1200。  new window
16.Kyle, Albert S.(1988)。Trading Halts and Price Limits。The Review of Futures Markets,7(3),427-433。  new window
17.Largay, James A. III(1973)。100% Margins Combating Speculation in Individual Security Issues The。Journal of Finance,28,973-986。  new window
18.Ma, Tai(1992)。On the Determinants of Stock Markets Volatility: An Em pirical Analysis of the Taiwan Stock Market。Pacific Basin Capital Market Research,3,343-358。  new window
19.Officer, Robert R.(1973)。The Variability of the Market Factor of the New York Stock Exchange。Journal of Business,46(3),434-453。  new window
20.Schwartz, Robert A.(1988)。A Proposal to Stabilize Stock Prices。Journal of Portfolio Management,15(1),4-11。  new window
會議論文
1.Ma, Tai、Lin, Y. P.(1993)。Invester Structure, Stabilizing Mechanisms and the Behaviour of Stock Price Volatility: A System Dynamic Simulation Approach。Fifth Annual PACAP Conference。Kuala Lumpur。  new window
研究報告
1.Hirshleifer, J.(1971)。Reflections on the Role and Functioning of the Organized Exchanges。  new window
圖書論文
1.Cohen, Kalman J.、Schwartz, Robert A.(1989)。An Electronic Call Market: Its Design and Desirability。The Challenge of Information Technology for the Securities Markets, Liquidity, Valatility, and Global Trading。Richard D. Irwin Inc.。  new window
 
 
 
 
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