:::

詳目顯示

回上一頁
題名:大股東訊息優勢與下單策略
書刊名:證券市場發展季刊
作者:韓千山 引用關係陳其美 引用關係
作者(外文):Han, Chien-shanChen, Chyi-mei
出版日期:2000
卷期:12:1=45
頁次:頁33-69
主題關鍵詞:市價委託限價委託資本市場個體結構理性預期模型混雜均衡分離均衡Market orderLimit orderCapital market microstructureRational expectations equilibrium modelOrder-driven trading mechanismPooling equilibriumSeparating equilibrium
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(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:0
  • 點閱點閱:59
期刊論文
1.Glosten, L.(1994)。Is the Electronic Open Limit Order Book Inevitable?。Journal of Finance,49,1127-1161。  new window
2.Seppi, D. J.(1997)。Liquidity Provision with Limit Orders and a Strategic Specialist。Review of Financial Studies,10(1),103-150。  new window
3.Foster, F. Douglas、Viswanathan, S.(1990)。A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets。Review of Financial Studies,3(4),593-624。  new window
4.Admati, Anat R.(1985)。A Noisy Rational Expectations Equilibrium for Multi-asset Securities Markets。Econometrica,53(3),629-657。  new window
5.Harris, Lawrence、Hasbrouck, Joel(1996)。Market vs. Limit Orders: The Super DOT Evidence on Order Submission Strategy。Journal of Financial and Quantitative Analysis,31,213-231。  new window
6.Hellwig, Martin F.(1980)。On the aggregation of information in competitive markets。Journal of Economic Theory,22,477-498。  new window
7.Grossman, Sanford J.、Miller, Merton H.(1988)。Liquidity and market structure。Journal of Finance,43(3),617-633。  new window
8.Back, K.(1992)。Insider trading in continuous time。Review of Financial Studies,5(3),387-409。  new window
9.Admati, A. R.、Pfleiderer, P.(1988)。A Theory of Intraday Patterns: Volume and Price Variability。Review of Financial Studies,1(1),3-40。  new window
10.Holden, Craig W.、Subrahmanyam, Avanidhar(1992)。Long-lived Private Information and Imperfect Competition。The Journal of Finance,47(1),247-270。  new window
11.Kyle, Albert S.(1989)。Informed Speculation with Imperfect Competition。Review of Economic Studies,56(187),317-355。  new window
12.Handa, Puneet、Schwartz, Robert A.(1996)。Limit Order Trading。Journal of Finance,51(5),1835-1861。  new window
13.Parlour, Christine A.(1998)。Price Dynamics in Limit Order Markets。Review of Financial Studies,11(4),789-816。  new window
14.Grossman, Sanford J.、Stiglitz, Joseph E.(1980)。On the Impossibility of Informationally Efficient Markets。The American Economic Review,70(3),393-408。  new window
15.Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica,53(6),1315-1335。  new window
16.Diamond, D. W.、Verrecchia, R. E.(1981)。Information Aggregation in a Noisy Rational Expectations Economy。Journal of Financial Economics,9,221-235。  new window
17.Admati, A.、Pfleiderer, P.(1988)。Sunshine Trading and Financial Market Equilibrium。The Review of Financial Studies,4,443-482。  new window
18.Brown, D. P.、Zhang, Z. M.(1997)。Market Orders and Market Efficiency。The Journal of Finance,1,277-308。  new window
19.Chakravarty, S.、Holden, C.(1995)。An Integrated Model of Market and Limit Orders。Journal of Intermediation,4,213-241。  new window
20.Cohen, K.、Maier, S.、Schwartz, R.、Whitcomb, D.、Schwartz, R. A.(1981)。Transaction Costs, Order Placement Strategy, and Existence of the Bid-ask Spread。Journal of Political Economy,89,287-305。  new window
21.Wood, R. A.、McInish, T. H.(1995)。Hidden Limit Orders on the NYSE。The Journal of Portfolio Management,19-26。  new window
研究報告
1.Harris, L.(1995)。Optimal Dynamic Order Submission Strategies In Some Stylized Problem。0。  new window
圖書
1.顏月珠(1982)。數理統計學。臺北:三民。  延伸查詢new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE