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題名:臺灣股市價格限制與交易行為
書刊名:中國財務學刊
作者:劉玉珍周行一 引用關係潘璟靜 引用關係
作者(外文):Liu, Yu-janeChow, Edward H.Pan, Gin-gin
出版日期:1996
卷期:4:2
頁次:頁41-60
主題關鍵詞:正回饋交易漲跌幅限制交易行為買賣單週轉率Positive feedback tradingPrice limitsTrading behaviorBuy and sell ordersTurnover rate
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(8) 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:8
  • 共同引用共同引用:0
  • 點閱點閱:12
期刊論文
1.Brown, David P.、Jenningo, Robert H.(1989)。On Technical Analysis。Review of Financial Studies,2,527-552。  new window
2.Grundy, Bruce D.、Mcnichols, Maureen(1989)。Trade and Revelation of Information Through Prices and Direct Disclosure。Review of financial Studies,2(4),495-526。  new window
3.Stoll, Hans R.、Whaley, R. E.(1990)。Stock Market Structure and Volatility。Review of Financial Studies,3(1),37-71。  new window
4.Ma, C. K.、Rao, R. P.、Sears, R. S.(1989)。Limit Moves and Price Resolution: the Case of the Treasury Bond Futures Market。Journal of Futures Markets,9,321-335。  new window
5.Goldman, M. B.、Sosin, H. B.(1979)。Information Dissemination, Market Efficiency and the Frequency of Transactions。Journal of Financial Economics,7(1),29-61。  new window
6.DeBondt, Werner F. M.、Thaler, Richard H.(1987)。Further Evidence on Investor Overreaction and Stock Market Seasonally。Journal of Finance,42,557-581。  new window
7.Greenwald, B. C.、Stein, J. C.(1991)。Transactional Risk, Market Crashes, and the Role of Circuit Breakers。Journal of Business,64(4),443-462。  new window
8.Roll, R.(1984)。A simple implicit measure of the effective bid-ask spread in an efficient market。Journal of Finance,39,1127-1139。  new window
9.Stein, J. C.(1987)。Informational externalities and welfare-reducing speculation。Journal of Political Economy,95(6),1123-1145。  new window
10.Santoni, G. T.、Liu, Tung(1993)。Circuit Breakers and Stock Market Volatility。Journal of Futures Markets,13,261-277。  new window
11.Fabozzi, F. J.、Ma, C. K.(1988)。The Over-the-counter Market and New York Stock Exchange Trading Halts。Financial Review,23,427-437。  new window
12.Hopewell, M. H.、Schwartz, A. L. Jr.(1978)。Temporary Trading Suspensions in Individual NYSE Securities。Journal of Finance,33,1355-1373。  new window
13.Kodres, L. E.(1988)。Tests of Unbiasedness in the Foreign Exchange Futures Markets: The Effects of Price Limits。Review of Futures Markets,7,139-166。  new window
14.Lee, C. M. C.、Ready, M. J.、Seguin, P. J.(1994)。Volume, Volatility, and New York Stock Exchange Tracing Halts。Journal of Finance,1,183-214。  new window
15.Ma, C. K.、Rao, R. P.、Sears, R.(1989)。Volatility, Price Resolution, and the Effectiveness of Price Limits。Jowrna/ of Financial Service Research,3,67-101。  new window
16.De Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Positive Feedback Investment Strategies and Destabilizing Rational Speculation。Journal of Finance,45(2),379-395。  new window
17.de Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Noise trader risk in financial markets。Journal of Political Economy,98(4),703-738。  new window
18.Kodres, Laura E.(1993)。Tests of Unbiasedness in the Foreign Exchange Futures Markets: An Examination of Price Limits and Conditional Heteroscedasticity。The Journal of Business,66(3),463-490。  new window
19.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
20.Coursey, D. L.、Dyl, E. A.(1989)。Price Limits, Trading Suspensions, and the Adjustment of Prices to New Information (with comments and discussion)。Review of Futures Markets,9(2),342-371。  new window
21.Stein, J.、Greenwald, B.(1988)。The Task Force Report: the reasoning behind the recommendations。The Journal of Economic Perspectives,2(3),3-23。  new window
研究報告
1.Kodres, L. E.、O'Brien, D. P.(1991)。The Existence of Pareto Superior Price Limits and Trading Halts。University of Michigan。  new window
單篇論文
1.Dow, J.,Gorton, G.(1989)。Self-generating Trade and Rational Fads: The Response of Price to New Information,London Business School。  new window
2.Madhavan, A.(1991)。Security Prices and Market Transparency,University of Pennsylvania。  new window
圖書論文
1.馬黛(1993)。臺灣股市波動因素及穩定措施之研究--停板、信用交易保證金及證交稅對股市波動性之影響。臺灣股市結構與制度。中華民國管理科學學會。  延伸查詢new window
 
 
 
 
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