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題名:漲跌停限制對股市交易活動之影響--以電子類股為例
書刊名:智慧與創新學報
作者:柯伯昇 引用關係吳政仲張淑慧
作者(外文):Ko, Po-shengWu, Cheng-chungChang, Shu-hui
出版日期:2008
卷期:2:1
頁次:頁103-122
主題關鍵詞:漲跌停限制升降單位Price limitsTick size
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 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:0
  • 共同引用共同引用:23
  • 點閱點閱:23
期刊論文
1.Ma, Christopher K.、Rao, Ramesh P.、Sears, R. Stephen(1989)。Volatility, price resolution, and the effectiveness of price limits。Journal of Financial Services Research,3(2/3),165-199。  new window
2.Bessembinder, H.(2000)。liquidity: An analysis of Nasdaq Securities trading near ten dollars。Journal of Financial Intermediation,9,213-239。  new window
3.陳溢茂(19970100)。Price Limits and Liquidity: A Five-Minute Data Analysis。中國財務學刊,4(3),45-65。new window  new window
4.Huang, Y. S.、Jiang, C. H.、Ke, M. C.(2000)。Tick size and stock price behavior on the Taiwan Stock Exchange。Asia Pacific Journal of Finance,3,149-170。  new window
5.Lee, S. B.、Chung, J. S.(1996)。Price Limits and Stock Market Efficiency。Journal of Business Finance and Accounting,23(4),585-601。  new window
6.Ma, C. K.、Rao, R. P.、Sears, R. S.(1989)。Limit Moves and Price Resolution: the Case of the Treasury Bond Futures Market。Journal of Futures Markets,9,321-335。  new window
7.Bollen, N. P. B.、Whaley, R. E.(1998)。Are "Teenies" Better?。Journal of Portfolio Management,25,10-24。  new window
8.Lau, S. T.、Mclnish, T. H.(1995)。Reducing tick size on the Stock Exchange of Singapore。Pacific-Basin Finance Journal,3(4),485-496。  new window
9.Coursey, D. L.、Dyl, E. A.(1990)。Price limits, Trading suspensions and the Adjustment of Price to new information。Review of Future Markets,9(2),342-360。  new window
10.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
11.Lee, S. B.、Kim, K. J.(1995)。The Effect of Price Limits on Stock Price Volatility: Empirical Evidence in Korea。Journal of Business Finance and Accounting,22(2),257-267。  new window
12.Lee, Charles M. C.、Ready, M. J.、Seguin, P. J.(1994)。Volume, Volatility, and New York Stock Exchange Trading Halts。Journal of Finance,49(1),183-214。  new window
13.Greenwald, B. C.、Stein, J. C.(1991)。Transactional Risk, Market Crashes, and the Role of Circuit Breakers。Journal of Business,64(4),443-462。  new window
14.Lehmann, B. N.(1989)。Commentary: Volatility, Price Resolution, and the Effectiveness of Price Limits。Journal of Financial Services Research,3,205-209。  new window
15.吳壽山、周賓凰(1996)。衡量漲跌停限制對股票報酬與風險之影響。證券市場發展季刊,8(1),1-28。new window  延伸查詢new window
16.Chen, H.(1998)。Price Limits, Overreaction, and Price Resolution in Futures Markets。Journal of Futures Markets,18(3),243-263。  new window
17.Porter, D. C.、Weaver, D. G.(1997)。Tick Size and Market Quality。Financial Management,26(4),5-26。  new window
18.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
研究報告
1.Ahn, H. J.、Cai, J.、Chan, K.、Hamao, Y.(2001)。Tick size change and liquidity provision on the Tokyo Stock Exchange。Hong Kong University of Science & Technology。  new window
2.Chan, K. C.、Hwang, C. Y.(2001)。The impact of tick size on the quality of a pure order-driven market: Evidence from the Stock Exchange of Hong Kong。Hong Kong University of Science & Technology。  new window
學位論文
1.吳榮志(2003)。日內限價對市場績效之影響(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
2.陳添裕(1999)。漲跌限幅對報酬率、波動性及交易量影響之研究(碩士論文)。東海大學。  延伸查詢new window
3.曾世賢(1998)。臺灣股價漲跌幅限制對股票市場效率性之研究(碩士論文)。國立成功大學。  延伸查詢new window
4.曾惠敏(2001)。價格限制對股市績效之影響---以傳統產業為例(碩士論文)。高雄第一科技大學。  延伸查詢new window
5.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
6.蔡宜陵(2000)。股市升降單位對股價反應速度影響之探討(碩士論文)。國立中正大學。  延伸查詢new window
7.洪淑華(2002)。從股價差異探討漲跌幅限制對高科技類股交易活動之影響(碩士論文)。朝陽科技大學。  延伸查詢new window
8.姜清海(2001)。升降單位機制對市場績效影響之研究(博士論文)。國立台灣科技大學。new window  延伸查詢new window
圖書
1.臺灣證券交易所。臺灣證券交易所股份有限公司營業細則。  延伸查詢new window
 
 
 
 
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