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題名:交易制度對價格執行及資訊解析之影響:以SIMEX及OSE為例
書刊名:證券市場發展季刊
作者:李志宏 引用關係
作者(外文):Lee, Jie-hauh
出版日期:1999
卷期:11:1=41
頁次:頁1-24
主題關鍵詞:價格執行執行成本資訊解析資訊不對稱電腦輔助交易系統公開喊價系統Price executionExecution costInformation resolutionInformation asymmetryComputer-assisted trading systemOpen outcry trading system
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(3) 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:3
  • 共同引用共同引用:0
  • 點閱點閱:21
期刊論文
1.Huang, Roger D.、Stoll, Hans R.(1994)。Market Microstructure and Stock Return Predictions。Review of Financial Studies,7,179-213。  new window
2.Nimalendran, M.、Kaul, G.、George, T. J.(1991)。Estimation of the Bid-Ask Spread and Its Components: A New Approach。Review of Financial Studies,4,623-656。  new window
3.Huang, R. D.、Stoll, H. R.(1996)。Dealer Versus Auction Markets: a Paired Comparison of Execution on NASDAQ and the NYSE。Journal of Financial Economics,41(3),313-357。  new window
4.Stoll, Hans R.(1989)。Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests。Journal of Finance,44(1),115-134。  new window
5.Chow, Edward H.、Lee, Jie-Haun、Shyy, Gang(1996)。Trading mechanisms and trading preferences on a 24-hour futures market: A case study of the Floor/GLOBEX switch on MATIF。Journal of Banking & Finance,20(10),1695-1713。  new window
6.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。  new window
7.Lee, Charles M. C.、Ready, Mark J.(1991)。Inferring Trade Direction from Intraday Data。Journal of Finance,46(2),733-746。  new window
8.Domowitz, Ian(1993)。Equally open and competitive: regulatory approval of automated trade execution in the futures markets。The Journal of Futures Markets,13,93-113。  new window
9.Domowitz, Ian(1990)。The mechanics of automated trade execution system。Journal of Financial Intermediation,1,167-194。  new window
10.Adkins, A.、Cohn, R.、Lopez, E.、Becker, B.、Berberi-Doumar, V.(1992)。Automated Securities Trading。Journal of Financial Service Research,327-341。  new window
11.Vila, A. F.、Bacha, O.(1994)。Futures Markets, 'Regulation and Volatility: The Case of the Nikkei Stock Index Futures Market'。Pacific-Basin Finance Journal,201-225。  new window
12.史綱、李志宏(1995)。Price Transmission and Information Asymmetry in Bund Future Markets: LIFFE vs. DTB。The Journal of Futures Markets,15(1),87-99。  new window
13.Shyy, G.、Lee, J. H.(1994)。Intermarket Relationship and Information Asymmetry in Currency Futures Markets: Globex vs. Simex。Review of Futures Markets,13(4),1091-1120。  new window
14.Shyy, G.、Shen, C. H.(1997)。A Comparative Study on Interday Market Volatility and Intraday Price Transmission of Nikkei/ JGB Futures Market Between Japan and Singapore。Review of Quantitative Finance and Accounting。  new window
15.Massimb, M. N.、Phelps, B. D.(1994)。Electronic Trading, Market Structure and Liquidity。Financial Analysts Journal,50,39-50。  new window
研究報告
1.Economides, N.、Schwartz, R. A.(1994)。Marking the trade: equity trading practices and market structure-1994。0。  new window
2.Harris, L. E.(1993)。Consolidation, fragmentation, segmentation, and regulation。0。  new window
 
 
 
 
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