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題名:政府干預股市的理論與實證分析:臺灣股市的護盤實例
書刊名:財務金融學刊
作者:馬黛 引用關係詹傑仲胡德中 引用關係
作者(外文):Ma, TaiZhan, Jie-zhongHu, Te-chung
出版日期:2002
卷期:10:3
頁次:頁107-145
主題關鍵詞:政府干預國安基金機構投資人訊息交易者Government interferenceStabilization fundInstitutional investorsInformed trader
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(5) 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:5
  • 共同引用共同引用:0
  • 點閱點閱:40
期刊論文
1.Peiers, Bettina(1997)。Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market。The Journal of Finance,52(4),1589-1614。  new window
2.Allen, F.、Gale, D.(1992)。Stock-Price Manipulation。Review of Financial Studies,5(3),503-529。  new window
3.Benabou, Roland、Laroque, Cuy(1992)。Using Privileged Information to Manipulate Markets, Insiders, Gurus, and Credibility。Quarterly Journal of Economics,107(3),921-958。  new window
4.Devenow, Andrea、Welch, Ivo(1996)。Rational Herding in Financial Economics。European Economic Review,40(3-5),603-615。  new window
5.Box, G. E. P.、Tiao, G. C.(1975)。Intervention analysis with application to economic and environmental problems。Journal of the American Statistical Association,70(3),70-79。  new window
6.Welch, Ivo(1992)。Sequential Sales, Learning, and Cascades。The Journal of Finance,47(2),695-732。  new window
7.Bikhchandani, S.、Hirshleifer, D.、Welch, I.(1992)。A theory of fads, fashion, custom, and culture change as information cascades。Journal of Polotical Economy,100(5),992-1026。  new window
8.Chang, Eric C.、Cheng, Joseph W.、Khorana, Ajay(2000)。An examination of herd behavior in equity markets: An international perspective。Journal of Banking and Finance,24(10),1651-1679。  new window
9.Frankel, J. A.、Dominguez, K. M.(1993)。Does Foreign Exchange Intervention Matter? The Portfolio Effect。The American Economic Review,83(5),1356-1369。  new window
會議論文
1.Bommel, J. V.(1998)。Rumors。沒有紀錄。  延伸查詢new window
2.Yu, C. H.、Liu, Y. J.、Dai, W. I.(1998)。The Effect of Taiwan Stock Stabilization Fund under the Military Exercise from Mainland China。沒有紀錄。  new window
其他
1.Engle, R. F.(2000)。Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Model,0。  new window
 
 
 
 
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