:::

詳目顯示

回上一頁
題名:交易機制改變對市場績效之影響:透明度與撮合頻率之探討
書刊名:證券市場發展季刊
作者:黃玉娟 引用關係陳培林鄭堯任
作者(外文):Huang, Yu ChuanChen, Pei-LinCheng, Yao-Jen
出版日期:2007
卷期:19:1=73
頁次:頁133-158
主題關鍵詞:透明度揭示制度撮合頻率市場績效TransparencyDisclosure rulesTrading frequencyMarket performance
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(12) 博士論文(2) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:12
  • 共同引用共同引用:3
  • 點閱點閱:155
期刊論文
1.Amihud, Y.、Mendelson, H.(1991)。Volatility, Efficiency, and Trading Evidence from the Japanese Stock Market。Journal of Finance,46(5),1765-1789。  new window
2.Bloomfield, R.、O'Hara, M.(1999)。Market, Transparency: Who Wins and Who Loses?。The Review of Financial Studies,12,5-35。  new window
3.Gerke, W.、Arneth, S.、Syha, C.(2000)。The Impact of the Order Book Privilege on Traders' Behavior and the Market Process: An Experimental Study。Journal of Economic Psychology,21,167-189。  new window
4.Goldman, M. B.、Sosin, H. B.(1979)。Information Dissemination, Market Efficiency and the Frequency of Transactions。Journal of Financial Economics,7(1),29-61。  new window
5.Lang, L. H. P.、Lee, Y. T.(1999)。Performance of Various Transaction Frequencies under Call Markets: The Case of Taiwan。Pacific-Basin Finance Journal,7,23-39。  new window
6.Ma, T.(1998)。Trading Frequencies and Stock Market Performance: The Case of Taiwan。Asia Pacific Journal of Finance,1,1-26。  new window
7.Madhavan, A.、Smidt, S.(1991)。A Bayesian Model of Intraday Specialist Pricing。Journal of Financial Economics,30,99-135。  new window
8.Chung, K. H.、Ness, B. F. V.、Ness, R. A. V.(1999)。Limit Orders and the Bid-ask Spread。Journal of Financial Economics,53,255-287。  new window
9.Becker, S.(1983)。Variance of Security Price Return Based on High, Low and Closing Prices。Journal of Business,56,97-112。  new window
10.McInish, T. H.、Wood, R. A.(1992)。An analysis of intraday patterns in bid/ask spreads for NYSE stocks。Journal of Finance,47,753-765。  new window
11.Madhavan, Ananth(1992)。Trading Mechanisms in Securities Markets。Journal of Finance,47(2),607-642。  new window
12.Glosten, L. R.、Harris, L. E.(1988)。Estimating the Components of the Bid/Ask Spread。Journal of Financial Economics,21,123-142。  new window
13.Garbade, Kenneth D.、Silber, William L.(1979)。Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk。Journal of Finance,34,577-593。  new window
14.Admati, A. R.、Pfleiderer, P.(1988)。A theory of intraday patterns: Volume and price variability。The Review of Financial Studies,1(1),3-40。  new window
15.Madhavan, Ananth(1996)。Security Prices and Market Transparency。Journal of Financial Intermediation,5(3),255-283。  new window
16.Pagano, Marco、Röell, Ailsa(1996)。Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading。Journal of Finance,51(2),579-611。  new window
17.Lee, Charles M. C.、Ready, Mark J.(1991)。Inferring Trade Direction from Intraday Data。Journal of Finance,46(2),733-746。  new window
18.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
19.Parkinson, Michael(1980)。The extreme value method for estimating the variance of the rate of return。Journal of Business,53(1),61-65。  new window
20.Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica,53(6),1315-1335。  new window
研究報告
1.Boehmer, E.、Saar, G.、Yu, L.(2004)。Lifting the Veil: An Analysis of Pre-trade Transparency at the NYSE。Texas A&M University。  new window
學位論文
1.洪玉枚(1996)。臺灣店頭市場交易制度改變對市場績效之影響(碩士論文)。國立中山大學。  延伸查詢new window
2.張國宏(2002)。透明度對台灣證券市場波動性、流動性及效率性之影響(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
3.董士德(1996)。撮合頻率的改變及電腦輔助人工撮合改成電腦自動撮合對台灣股市績效的影響(碩士論文)。國立中山大學。  延伸查詢new window
4.劉玉珍(1991)。資訊到達影響競價制度績效之模擬研究(博士論文)。國立中山大學。new window  延伸查詢new window
5.蘇盟元(1995)。從人工輔助撮合改為電腦撮合對股票市場績效的影響(碩士論文)。國立中山大學。  延伸查詢new window
6.黃寶慧(1995)。台灣股市競價撮合與行情揭示制度對資訊揭露的影響之研究(碩士論文)。國立中正大學。  延伸查詢new window
圖書
1.Campbell, John Y.、Lo, Andrew W.-C.、MacKinlay, A. Craig(1997)。The Econometrics of Financial Markets。Princeton University Press。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top