期刊論文1. | Chen, Nai-Fu、Kan, Raymond、Miller, Merton H.(1993)。Are the Discounts on Closed-End Funds a Sentiment Index?。Journal of Finance,48(2),795-800。 |
2. | Venkatesh, P. C.、Chiang, R.(1986)。Information Asymmetry and the Dealer's Bid-Ask Spread: A Case Study of Earnings and Dividend Announcements。The Journal of Finance,41(5),1089-1102。 |
3. | 胡星陽、梁敏芳(19950100)。漲跌幅限制與臺灣股票市場波動。證券市場發展,7(1)=25,1-25。 延伸查詢 |
4. | Lo, Andrew W.、MacKinlay, A. Craig(1989)。The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation。Journal of Econometrics,40(2),203-238。 |
5. | French, Kenneth R.、Roll, Richard(1986)。Stock Return Variances: The Arrival of Information and the Reaction of Traders。Journal of Financial Economics,17(1),5-26。 |
6. | 黃仁甫、劉玉珍(19950700)。臺灣股市交易資訊不對稱之實證研究--VAR模型之應用。中國財務學刊,3(1),95-117。 延伸查詢 |
7. | Brauer, G. A.(1993)。Investor Sentiment and the Closed-end Fund Puzzle: A 7 Percent Solution。Journal of Financial Services Research,7(3),199-216。 |
8. | 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。 |
9. | Fama, Eugene F.、French, Kenneth R.(1988)。Permanent and Temporary Components of Stock Prices。Journal of Political Economy,96(2),246-273。 |
10. | Lee, Charles M. C.、Shleifer, Andrei、Thaler, Richard H.(1991)。Investor Sentiment and the Closed-End Fund Puzzle。The Journal of Finance,46(1),75-109。 |
11. | Fama, E. F.(1965)。The behavior of stock market prices。Journal of Business,38(1),34-105。 |
12. | Cochrane, John H.(1988)。How Big is the Random Walk in GNP?。Journal of Political Economy,96(5),893-920。 |
13. | Easley, David、O'Hara, Maureen(1987)。Price, trade size and information in securities markets。Journal of Financial Economics,19(1),69-90。 |
14. | Black, Fisher(1986)。Noise。Journal of Finance,41(3),529-543。 |
15. | 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。 |
16. | Hasbrouck, Joel(1991)。Measuring the Information Content of Stock Trades。Journal of Finance,46(1),179-207。 |
17. | Poterba, James M.、Summers, Lawrence H.(1988)。Mean Reversion in Stock Prices: Evidence and Implications。Journal of Financial Economics,22(1),27-59。 |
18. | 馬黛、陳效踐(1995)。臺灣股市異常交易監視制度與股價行為關係之實證研究。中國財務學刊,3(1),69-93。 延伸查詢 |
19. | 陳錦村、林哲正(1997)。檢測臺灣股市監視制度之穩定機制-訊息傳遞效果。亞太管理評論,2(2),17-39。 延伸查詢 |
20. | Barber, Brad M.(1994)。Noise Trading and Prime and Score Premiums。Journal of Empirical Finance,251-278。 |
21. | Chan, Kolok、Chan, Yue-Cheong(1993)。Price Volatility in the Hong Kong Stock Market: A Test of the Information and Trading Noise Hypothesis。Pacific-Basin Finance Journal,189-201。 |
22. | Chopra, Navin、Lee, Charles M. C.、Shleifer, Andrei、Thaler, Richard H.(1993)。Yes Discounts on Closed-end Funds are a Sentiment Index。The Journal of Finance,48,801-808。 |
23. | Ferris, S. P.、Kumar, R.、Wolfe, G. A.(1992)。The Effect of SEC Ordered Suspensions on Returns, Volatility, and Trading Volume。The Financial Review,27(1),1-34。 |
24. | Hasbrouck, Joel(1991)。The Summary Informativeness for Stock Trades: An Econometric Analysis。Review of Financial Studies,871-595。 |
25. | Lee, C. M. C.、Ready, M. J.、Sequin, P. J.(1994)。Volatility and New York Stock Exchange Trading Halts。The Journal of Financial Research,49,183-214。 |
26. | Palomino, Frederic(1996)。Noise Trading in Small Markets。The Journal of Finance,51(4),1537-1550。 |
27. | 沈中華、王儷容(1998)。Daily Serial Correlation, Trading Volume, and Price Limit: Evidence from the Taiwan Stock Market。Pacific-Basin Finance Journal,6,251-274。 |