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題名：臺灣金融市場季節性之研究--股票市場、外匯市場、貨幣市場之實證
書刊名：臺灣銀行季刊
作者：黃志典 引用關係／郭軒岷
出版日期：1999
卷期：50:4
頁次：頁26-63
主題關鍵詞：臺灣；金融市場；股票市場；外匯市場；貨幣市場；季節性異常現象
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(1) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:4
  • 點閱點閱:10
期刊論文
1.Kato, Kiyoshi、Schallheim, James S.(1985)。Seasonal and Size Anomalies in the Japanese Stock Market。Journal of Financial and Quantitative Analysis，20(2)，243-260。  new window
2.Bhardwaj, R. K.、Brooks, L. D.(1992)。The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias。Journal of Finance，47(2)，553-575。  new window
3.Rogalski, R. J.、Tinic, S. M.(1986)。The January Size Effect: Anomaly or Risk Mismeasurement?。Financial Analysts Journal，42(6)，63-70。  new window
4.李存修(19920600)。臺灣股市之季節性及其成因之探討。社會科學論叢，40，181-215。  延伸查詢new window
5.Fama, Eugene F.、French, Kenneth R.(1989)。Business Conditions and Expected Returns on Stocks and Bonds。Journal of Financial Economics，25(1)，23-49。  new window
6.Tinic, Seha M.、West, Richard R.(1986)。Risk, return and equilibrium: A revisit。Journal of Political Economy，94，126-147。  new window
7.Chan, M. W. L.、Khanthavit, A.、Thomas, H.(1997)。Seasonality and cultural influences on four Asian stock markets。Asia Pacific Journal of Management，13(2)，1-24。  new window
8.Chen, C. R.(199602)。January seasonality in preferred stocks。Financial Review，31(1)，197-207。  new window
9.Corhay, Albert、Hawawini, Gabriel、Michel, Pierre(1987)。Seasonality in the risk-return relationship: Some international evidence。Journal of Finance，42(1)，49-68。  new window
10.Gultekin, M. N.、Gultekin, N. B.(1983)。Stock market seasonality: international evidence。Journal of Financial Economics，12，469-481。  new window
11.Branch, B.(1977)。A Tax Selling Loss Trading Rule。Journal of Business，50，198-207。  new window
12.Brown, P.、Keim, D. B.、Kleidon, A. W.、Marsh, T. A.(1983)。Stock Return Seasonalities and The Tax-Loss Selling Hypothesis: Analysis of The Arguments and Australian Evidence。Journal of Financial Economics，12(1)，105-127。  new window
13.Chen, C. R.、Chan, A.(1997)。From T-bills to Stocks: Seasonal Anomalies Revisited。Journal of Business Finance & Accounting，24(5)，573-592。  new window
14.Tinic, Seha M.、West, Richard R.(1984)。Risk and Return: January vs the rest of the year。Journal of Financial Economics，13(4)，561-574。  new window
15.Barth, J. R.、Bennett, J. T.(1975)。Seasonal Variation in Interest Rates。The Review of Economics and Statistics，1975(May)，80-83。  new window
16.Chang, Eric、Pinegar, Michael(1989)。Seasonal Fluctuations in Industrial Product ion and Stock Market Seasonality。Journal of Financial and Quantitative Analysis，24，59-74。  new window
17.Fields, M. J.(1931)。Stock Prices: A Problem in Verification。Journal of Business，4，415-418。  new window
18.Fields, M. J.(1934)。Security Prices and Stock Exchange Holidays in Relation to Short Selling。The Journal of Business of the University of Chicago，7(4)，328-338。  new window
19.Jaffe, J. F.、Westerfield, R. W.(1984)。The Weekend Effect in Common Stock Returns: The International Evidence。Journal of Business，40，433-454。  new window
20.Jones, C. P.、Wilson, J. W.(1989)。An Analysis of The January Effect in Stocks and Interest Rates under Varying Monetary Regimes。The Journal of Financial Research，12，341-355。  new window
21.Jordan, Susan D.、Jordan, Bradford D.(1991)。Seasonality in Daily Bond Returns。Journal of Financial and Quantitative Analysis，26，269-285。  new window
22.Kramer, C.(1994)。Macroeconomics Seasonality and The January Effect。Journal of Finance，49，1883-1891。  new window
23.Lakonishok, J.、Smidt, S.(1988)。Are Seasonal Anomaly Real? A Ninety-Year Perspective。Review of Financial Studies，403-425。  new window
24.Schneeweis, T.、Woolridge, J. R.(1979)。Capital Market Seasonality, The Case of Bond Returns。Journal of Financial and Quantitative Analysis，14，939-956。  new window
25.Smirlock, Michael(1985)。Seasonality and Bond Market Returns。Journal of Portfolio Management，11，42-44。  new window
26.Tinic, M. S.、Barone-Ades, Giovanni、West, Richard(1987)。Seasonality in Canadian Stock Prices: A Test of the Tax Loss Selling Hypothesis。Journal of Financial and Quantitative Analysis，22，51-63。  new window
27.Wachtel, S. B.(1942)。Certain Observations on Seasonal Movements in Stock Prices。The Journal of Business of the University of Chicago，15(2)，184-193。  new window
28.Chen, Nai-fu、Roll, Richard、Ross, Stephen A.(1986)。Economic Forces and the Stock Market。Journal of Business，59(3)，383-403。  new window
29.Keim, Donald B.(1983)。Size-Related Anomalies and Stock Return Seasonality: Further Empirical Evidence。Journal of Financial Economics，12(1)，13-32。  new window
30.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance，25(2)，383-417。  new window
31.Reinganum, Marc R.(1981)。Misspecification of capital asset pricing: empirical anomalies based on earnings yields and market values。Journal of Financial Economics，9(1)，19-46。  new window
32.Ross, Stephen A.(1976)。The Arbitrage Theory of Capital Asset Pricing。Journal of Economic Theory，13(3)，341-360。  new window
33.Officer, R. R.(1975)。Seasonality in Australian Capital Markets: Market Efficiency and Empirical Issues。Journal of Financial Economics，2，29-51。  new window
學位論文
1.胡家瑜(1994)。我國股市日曆異常現象之探討(碩士論文)。淡江大學。  延伸查詢new window
2.黃俊榮(1995)。臺灣股票市場日曆異常現象之探討--各類指數報酬率分析與比較(碩士論文)。國立中正大學。  延伸查詢new window
3.吳漢銘(1994)。亞太股市之換月效果、一月效果、週末效果及相關性研究(碩士論文)。淡江大學。  延伸查詢new window
4.陳夢騰(1991)。台灣股票市場規模效應及季節性現象之研究(碩士論文)。國立成功大學。  延伸查詢new window
5.林東桂(1992)。臺灣股市季節性現象與資本資產訂價模型之實證研究(碩士論文)。淡江大學。  延伸查詢new window
6.林明生(1994)。一月效果與國際股市績效評估(碩士論文)。國立中山大學。  延伸查詢new window
7.張守為(1991)。台灣股票市場報酬率規則性現象之研究：月份因素暨產業因素之實證分析(碩士論文)。國立中央大學。  延伸查詢new window
8.許晁熊(1991)。台灣股市盈餘宣告之季節性探討(碩士論文)。東海大學。  延伸查詢new window
9.陳守賓(1993)。台灣票券市場報酬率異常性檢定(碩士論文)。淡江大學。  延伸查詢new window
10.楊淑娟(1995)。我國即期美元市場之季節性研究(碩士論文)。淡江大學。  延伸查詢new window
11.黃俊郁(1985)。股票投資報酬週末效應之研究(碩士論文)。國立政治大學。  延伸查詢new window
12.李春旺(1988)。股價行為與規模效應：台灣股票市場實證研究(博士論文)。國立政治大學。new window  延伸查詢new window
圖書
1.Haugen, R. A.、Lakonishok, J.(1988)。The Incredible January Effect: The Unsolved Stock Market's Mystery。Homewood, IL：Dow Jones-Irwin。  new window
單篇論文
1.Keim, Donald B.(1980)。Asset Pricing Anomalies and Capital Market Seasonality: Empirical Evidence，University of Chicago。  new window
2.Keim, D. B.(1982)。Further Evidence on Size Effect and Yield Effect，University of Chicago。  new window
 
 
 
 
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