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題名:漲跌幅限制下均衡價格的估計與過度反應假說之檢定
書刊名:中國財務學刊
作者:黃彥聖姜清海 引用關係柯美珠
作者(外文):Huang, Yen-shengJiang, Ching-haiKe, Mei-chu
出版日期:1999
卷期:7:3
頁次:頁27-59
主題關鍵詞:漲跌幅限制過度反應假說Price limitsOverreaction hypothesis
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(6) 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:6
  • 共同引用共同引用:43
  • 點閱點閱:44
期刊論文
1.Ma, C. K.、Rao, R. P.、Sears, R. S.(1989)。Limit moves and price resolution: The case of treasury bond futures market。Journal of Futures Markets,9(4),321-355。  new window
2.吳壽山、周賓鳳(19960100)。衡量漲跌幅限制對股票報酬與風險之影響。證券市場發展季刊,8(1)=29,1-29。new window  延伸查詢new window
3.Kim, Kenneth A.、Rhee, S. Ghon(1997)。Price Limit Performance: Evidence From the Tokyo Stock Exchange。Journal of Finance,52(2),885-901。  new window
4.Dissanaike, G.(1997)。Do Stock Market Investors Overreact?。Journal of Business Finance and Accounting,24(1),27-49。  new window
5.Shen, C. H.、Wang, L. R.(1998)。Daily Serial Correlation, Trading Volume and Price Limits: Evidence from the Taiwan Stock Market。Pacific Basin Finance Journal,6,251-273。  new window
6.林純瓊(1992)。漲跌停板與股價波動:有母數分析、無母數分析與譜系分析下之實證結果。管理評論,11,49-58。  延伸查詢new window
7.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。new window  延伸查詢new window
8.黃彥聖(19950300)。股票系統風險之估計--以日資料為例。中山管理評論,3(1),27-50。new window  延伸查詢new window
9.Atkins, A. B.、Dyl, E. A.(1990)。Price reversal, bid-ask spreads, and market efficiency。Journal of Financial and Quantitative Analysis,535-547。  new window
10.Black, F.(1986)。Noise。Journal of Finance,51,529-543。  new window
11.Brennan, M. J.(1986)。A theory of price limits in futures markets。Journal of Financial Economics,213-234。  new window
12.Chan, K. C.(1988)。On the return of the contrarian investment strategy。Journal of Business,2,147-163。  new window
13.Chen, C. R.、Sauer, D. A.(1997)。Is stock market overreaction persistent over time?。Journal of Business Finance & Accounting,24(1),51-66。  new window
14.Chou, P. -H.(1997)。A Gibbs sampling approach to the estimation of linear regression models undr daily price limits。Pacific-Basin Finance Journal,5,39-62。  new window
15.Huang, Y. S.(1998)。Stock market reaction to daily limit moves: Evidence from the Taiwan Stock Exchange。Journal of Business Finance & Accounting,25(3/4),469-483。  new window
16.Huang, Y. S.、Fu, T. W.、Ke, M. C.(2000)。Daily price limits and stock price behavior: Evidence from the Taiwan Stock Exchange。International Review of Economics and Finance。  new window
17.Ma, T.(1993)。Price limits, margin requirements, and stock market volatility: An empirical analysis of the Taiwan stock market, Rising Capital Markets: Empirical Studies。Research in International Business and Finance,10(2),229-251。  new window
18.Sutrick, K. H.(1993)。Reducing the bias in empirical studies due to limit moves。Journal of Futures Markets,13(5),527-543。  new window
19.Zarowin, P.(1989)。Short-run market overreaction: Size and seasonality effects。Journal of Portfolio Management,3,26-29。  new window
20.劉玉珍、周行一、潘璟靜(19961000)。臺灣股市價格限制與交易行為。中國財務學刊,4(2),41-60。new window  延伸查詢new window
21.李又剛、丁誌魰(1989)。股價漲跌幅限制措施下的我國股票與美、日、港三國股市比較。台北市銀月刊,20(1),14-26。  延伸查詢new window
22.Davidson, Wallace N. III、Dutia, Dipa(1989)。A Note on the Behavior of Security Returns: A Test of Stock Market Overreaction and Efficiency。The Journal of Financial Research,12(3),245-252。  new window
23.De Bondt, Werner F. M.、Thaler, Richard H.(1987)。Further Evidence on Investor Overreaction and Stock Market Seasonality。The Journal of Finance,42(3),557-581。  new window
24.李春旺、劉維琪、高孔廉(19890700)。股價行為與規模效應:臺灣股票市場實證研究。管理評論,8(1),99-121。new window  延伸查詢new window
25.Brown, Stephen J.、Warner, Jerold B.(1980)。Measuring security price performance。Journal of Financial Economics,8(3),205-258。  new window
26.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
27.Brown, Stephen J.、Warner, Jerold B.(1985)。Using Daily Stock Returns: The Case of Event Studies。Journal of Financial Economics,14(1),3-31。  new window
28.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
學位論文
1.蕭慧玲(1996)。漲跌限幅措施對市場交易活動影響之研究(博士論文)。國立台灣大學。new window  延伸查詢new window
2.邱美娟(1996)。漲跌幅限制,過度反應及資訊不對稱(碩士論文)。國立中央大學。  延伸查詢new window
3.黃健榮(1996)。漲跌幅限制下股價行為與財務指標受扭曲程度之研究(碩士論文)。國立政治大學。  延伸查詢new window
圖書
1.林炯垚、盛偉德(1988)。股價漲跌幅限制對股市市場機能影響之研究。中華民國證劵市場發展基金會。  延伸查詢new window
2.Kendal, M.、Stuart, A.(1977)。The advanced theory of statistics。N. Y.:Macmillian。  new window
3.Fama, Eugene F.(1976)。Foundations of Finance: Portfolio Decisions and Securities Prices。Basic Books。  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。臺灣股市結構與制度。中華民國管科學會。  延伸查詢new window
 
 
 
 
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