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題名:交易者看法分歧有助於提升臺灣期指市場成交量?
書刊名:證券市場發展季刊
作者:莊鴻鳴林淑瑜徐守德 引用關係羅容恆
作者(外文):Chuang, Huang-mingLin, Shu-yuShyu, DavidLo, Henry Y.
出版日期:2010
卷期:22:2=86
頁次:頁27-53
主題關鍵詞:看法分歧資訊交易非資訊交易修正混合分配假說Dispersion of opinionsInformed tradingNon-informed tradingMMDH
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(1) 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:1
  • 共同引用共同引用:8
  • 點閱點閱:36
期刊論文
1.林昭賢、許溪南(20040200)。期貨交易者之交易行為及績效之研究。臺灣管理學刊,4(1),107-121。new window  延伸查詢new window
2.Daigler, R. T.(1997)。Intraday futures volatility and theories of market behavior。Journal of Futures Markets,17(1),45-74。  new window
3.Garcia, Philip、Leuthold, Raymond M.、Zapata, Hector(1986)。Lead-Lag Relationships Between Trading Volume and Price Variability: New Evidence。Journal of Futures Markets,6(1),1-10。  new window
4.Tse, Y.(1999)。Market Microstructure of FT-SE 100 Index Futures: An Intraday Empirical Analysis。The Journal of Futures Markets,19(1),31-58。  new window
5.Huffman, G. W.(1992)。Information, Asset Prices, and the Volume of Trade。Journal of Finance,47(4),1575-1590。  new window
6.Wiley, M. K.、Daigler, R. T.(1998)。Volume Relationships among Types of Traders in the Financial Futures Markets。The Journal of Futures Markets,18(1),91-113。  new window
7.Treagust, D. F.、Chittleborough, G. D.、Mamiala, T. L.(2004)。Students' understanding of the descriptive and predictive nature of teaching models in organic chemistry。Research in Science Education,34(1),1-20。  new window
8.Beaver, William H.(1968)。The Information Content of Annual Earnings Announcement。Journal of Accounting Research,6(Suppl.),67-92。  new window
9.Harrison, J. Michael、Kreps, David M.(1978)。Speculative investor behavior in a stock market with heterogeneous expectations。Quarterly Journal of Economics,92(2),323-336。  new window
10.Daigler, Robert T.、Wiley, Marilyn K.(1999)。The impact of trader type on the futures volatility-volume relation。Journal of Finance,54,2297-2316。  new window
11.Foster, F. D.、Viswanathan, S.(1993)。Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models。The Journal of Finance,48(1),187-211。  new window
12.Chatrath, A.、Ramchander, S.、Song, F.(1996)。The Role of Futures Trading Activity in Exchange Rate Volatility。Journal of Futures Markets,16(5),561-584。  new window
13.Clark, Peter K.(1973)。A subordinated stochastic process model with finite variance for speculative prices。Econometrica,41(1),135-155。  new window
14.Harris, M.、Raviv, A.(1993)。Difference of opinion make a horse race。Review of Financial Studies,6(3),473-506。  new window
15.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
16.Seguin, Paul J.、Bessembinder, Hendrik、Chan, Kalok(1996)。An Empirical Examination of Information, Differences of Opinion, and Trading Activity。Journal of Financial Economics,40(1),105-134。  new window
17.王友珊、鍾惠民、江佳玲(20041000)。臺灣期貨市場波動性及流動性之動態關聯分析。證券市場發展,16(3)=63,83-108。new window  延伸查詢new window
18.Chen, N. F.、Cuny, C. J.、Haugen, R. A.(1995)。Stock volatility and the levels of the basis and open interest in futures contracts。The Journal of Finance,50(1),281-300。  new window
19.Utama, S.、Cready, W. M.(1997)。Institutional ownership, differential predisclosure precision and trading volume at announcement dates。Journal of Accounting and Economics,24(2),129-150。  new window
20.Andersen, Torben G.(1996)。Return volatility and trading volume: An information flow interpretation of stochastic volatility。Journal of Finance,51(1),169-204。  new window
21.Barberis, N.、Huang, M.、Santos, T.(2001)。Prospect Theory and Asset Prices。Quarterly Journal of Economics,116(1),1-54。  new window
22.Kim, Oliver、Verrecchia, Robert E.(1991)。Trading Volume and Price Reactions to Public Announcements。Journal of Accounting Research,29(2),302-321。  new window
23.Ross, Stephen A.(1989)。Information and Volatility: The No-arbitrage Martingale Approach to Timing and Resolution Irrelevancy。The Journal of Finance,44(1),1-17。  new window
24.Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica,53(6),1315-1335。  new window
25.Ferguson, M. F.、Mann, S. C.(2001)。The Impact of off exchange Customer Trades in Futures Markets。Journal of Business,74,125-160。  new window
26.Hansen, L. P.(1982)。Large Sample Property of Generalized Method of Moments Estimators。Econometrica,50,1029-1054。  new window
27.Hellwig, M.(1980)。The Aggregation of Information in Competitive Markets。Journal of Economic Theory,22,477-498。  new window
28.Kandel, E.、Pearson, N.(1995)。Differential Interpretation of Public Signals and Trade in Speculative Market。Journal of Political Economy,103,831-872。  new window
29.Manaster, S.、Mann, S. C.(1996)。Life in the Pits: Competitive Market Making and Inventory Control。Review of Financial Studies,9,953-975。  new window
30.Shalen, C.(1993)。Volume, Volatility and the Dispersion Belief。Review of Financial Studies,6,405-434。  new window
31.Wang, C.(2002)。The Effect of Net Positions by Type of Trader on Volatility in Foreign Currency Futures Markets。Journal of Futures Markets,22,427-450。  new window
32.Wiggins, B. J.(1992)。Beta in Up and Down Markets。The Financial Review,27,107-127。  new window
會議論文
1.Varian, H. R.(1989)。Differences in Opinion in Financial Markets。Norwell, MA。  new window
研究報告
1.吳壽山、鍾惠民、李顯峰、劉美纓、溫秀英(2002)。健全資本市場與期貨課稅制度之變革。new window  延伸查詢new window
2.周行一、李志宏(2004)。我國期貨市場交易撮合制度及其對期貨交易者交易策略之影響。  延伸查詢new window
3.林筠、季秀(2000)。世界主要期貨交易所與本國期交所競爭優勢之比較分析。  延伸查詢new window
4.劉玉珍、李怡宗(2004)。委託簿資訊透明度對投資人福利與市場績效的影響。  延伸查詢new window
 
 
 
 
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