期刊論文1. | Stoll, Hans R.、Whaley, R. E.(1990)。Stock Market Structure and Volatility。Review of Financial Studies,3(1),37-71。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Admati, A. R.、Pfleiderer, P.(1988)。A Theory of Intraday Patterns: Volume and Price Variability。Review of Financial Studies,1(1),3-40。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Lockwood, L. J.、Linn, S. C.(1990)。An Examination of Stock Market Return Volatility During Overnight and Intraday Periods 1964-1989。Journal of Finance,45(2),591-601。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Aggarwal, Raj、Gruca, E.(1993)。Intraday Trading Patterns in the Equity Options Markets。Journal of Financial Research,16(4),285-297。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Amihud, Yakov、Mendelson, Haim(1987)。Trading Mechanisms and Stock Returns: An Empirical Investigation。Journal of Finance,42(3),533-553。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Chan, K.、Chan, K. C.、Karolyi, A.(1991)。Intraday Volatility in the Stock Index and Futures Market。Review of Financial Studies,4(4),657-684。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Harris, L.(1986)。A Transaction's Data Study of Weekly and Intradaily Patterns in Stock Returns。Journal of Financial Economics,16(1),99-117。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Garbade, K. D.、Sekaran, C. P.(1981)。Opening Prices on the New York Stock Exchange。Journal of Banking and Finance,5,345-355。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Harris, Lawrenc(1989)。A Day-End Transaction Price Anomaly。Journal of Financial and Quantitative Analysis,24(1),29-45。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Cheung, Y. L.(1995)。Intraday Returns and the Day-end Effect: Evidence from the Hong Kong Equity Market。Journal of Business Finance and Accounting,22(7),1023-1034。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Jordan, J. V.、Searle, W. E.、Dinehart, S. J.、Kenyon, D. E.(1988)。The Intraday Variability of Soybean Futures Prices。Review of Research in Futures Markets,7,96-108。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Ho, Y. K.、Cheung, Y. L.(1991)。Behaviour of Intra-daily Return on an Asian Emerging Market--Hong Kong。Applied Economics,23(5),957-966。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Machina, Mark J.(1987)。Choice Under Uncertainty: Problems Solved and Unsolved。Journal of Economics Perspectives,1(1),121-154。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Mclnish, T. M.、Wood, R. A.(1990)。A Transaction Data Analysis Variability of Common Stock Returns During 1980-1984。Journal of Banking and Finance,14(1),99-112。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Miller, E. M.(1989)。Explaining Intraday and Overnight Price Behaviour。Journal of Portfolio Management,15(4),10-16。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Peterson, D. R.(1990)。A Transaction Data Study of Day-of-the-Week and Intraday Patterns in Option Returns。Journal of Financial Research,13(2),117-131。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Schultz, Joseph J. Jr.、Gustavson, Sandra G.、Reilly, Frank K.(1985)。Factors Influencing The New York Stock Exchange Specialists' Price-Setting Behavior: An Experiment。Journal of Financial Research,8(2),137-144。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | 楊朝成(19930500)。Intraday Relationship between Taiwan and Major Asia Equity Markets。臺大管理論叢,4(1),377-416。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Vijh, A. M.(1988)。Potential Biases from Using Only Trade Prices of Related Securities on Different Exchanges: A Comment。Journal of Finance,43(4),1049-1055。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Shultz, B. E.(1963)。The securities market and how it works, revised edition。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Chang, Rosita P.、McLeavey, D. W.、Rhee, S. Ghon(1995)。Short-term Abnormal Returns of the Contrarian Strategy in the Japanese Stock Market。Journal of Business Finance and Accounting,22(7),1035-1048。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |