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題名:Effects of Individual Margin Requirement and Risk Preference on Individual Margin Trading
書刊名:Corporate Management Review
作者:王明昌鄭揚耀周邦營Chou, Pang-yingCheng, Lee-youngWang, Ming-chang
作者(外文):Wang, Ming-changCheng, Lee-youngChou, Pang-ying
出版日期:2016
卷期:36:1
頁次:頁69-96
主題關鍵詞:Individual margin requirementRisk preferenceIndividual margin tradingIndividual account
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(2) 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:3
  • 點閱點閱:7
期刊論文
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2.Ma, C. K.、Kao, G. W.、Frohlieh, C. J.(1993)。Margin Requirements and the Behavior of Silver Futures Prices。Journal of Business Finance and Accounting,20(1),41-60。  new window
3.Chung, J.、Gan, L.(2005)。Estimating the Effect of Price Limits on Limit-hitting Days。Econometrics Journal,8(1),79-96。  new window
4.Bodie, Z.、Crane, D. B.(1997)。Personal investing: advice, theory, and evidence。Financial Analysts Journal,53(6),13-23。  new window
5.林雅玲、馬黛(20140600)。The Relationship between Pre-trade Transparency, Order Imbalance and Investors' Behavioral Biases。交大管理學報,34(1),79-116。new window  new window
6.Adrangi, B.、Chatrath, A.(1999)。Margin requirements and futures activity: evidence from the soybean and corn markets。Journal of Futures Markets,19(4),433-455。  new window
7.Anbar, A.、Melek, E.(2010)。An empirical investigation for determining of the relation between personal financial risk tolerance and demographic characteristic。Ege Academic Review,10(2),503-523。  new window
8.Chan, S. H.、Kim, K. A.、Rhee, G.(2005)。Price limit performance: evidence from transaction data and the limit order book。Journal of Empirical Finance,12(2),269-290。  new window
9.Chou, P.、Lin, M.、Yu, M.(2000)。Price limits, margin requirements, and default risk。Journal of Futures Markets,20(6),573-602。  new window
10.Cramer, J. S.、Hartog, J.、Jonker, N.、Van Praag, C. M.(2002)。Low risk aversion encourages the choice for entrepreneurship: an empirical test of a truism。Journal of Economic Behavior and Organization,48(1),29-36。  new window
11.Fishe, R. P. H.、Goldberg, L. G.(1986)。The effects of margins on trading in futures markets。Journal of Futures Markets,6(2),261-272。  new window
12.Goldberg, L. G.、Hachey, G. A.(1992)。Price volatility and margin requirements in foreign exchange futures markets。Journal of International Money and Finance,11(4),328-339。  new window
13.Hartog, Joop、Ferrer-i-Carbonell, Ada、Jonker, Nicole(2002)。Linking measured risk aversion to individual characteristics。KYKLOS,55(1),3-26。  new window
14.Kihlstrom, R. E.、Laffont, J. J.(1979)。A general equilibrium entrepreneurial theory of new firm formation based on risk aversion。Journal of Political Economy,87(4),304-316。  new window
15.Mark, G.、Matti, K.(2009)。Sensation seeking, overconfidence, and trading activities。Journal of Finance,64(2),549-578。  new window
16.Wang, J. C.、Chueh, H.(2006)。Stock price volatility, short sales restrictions, and price performance: evidence from SGX-DT futures and TAIFEX futures。Chiao Da Management Review,26(2),91-122。  new window
17.王明昌、鄭揚耀、陳宥榤(20140600)。Adjusting Minimal Maintenance Margin Requirement When Price Limits Widening。交大管理學報,34(1),1-55。new window  延伸查詢new window
18.Ackert, L.、Hunter, W.(1994)。Rational price limits in futures markets: tests of a simple optimizing model。Review of Financial Economics,4(1),93-108。  new window
19.Arak, M.、Cook, R. E.(1997)。Do Daily Price Limits Act as Magnets? The case of Treasury Bond Futures。Journal of Financial Services Research,12(1),5-20。  new window
20.Brennan, Michael J.(1986)。A Theory of Price Limits in Futures Markets。Journal of Financial Economics,16(2),213-233。  new window
21.Chen, H.(1998)。Price Limits, Overreaction, and Price Resolution in Futures Markets。Journal of Futures Markets,18(3),243-263。  new window
22.Chowdhry, B.、Nanda, V.(1998)。Leverage and Market Stability: The Role of Margin Rules and Price Limits。Journal of Business,71(2),179-210。  new window
23.Hardouvelis, G. A.、Kim, D.(1995)。Margin Requirements, Price Fluctuations and Market Participation in Metal Futures。Journal of Money, Credit and Banking,27(3),659-671。  new window
24.Hardouvelis, G. A.、Theodossiou, P.(2002)。The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets。Review of Financial Studies,15(5),1525-1559。  new window
25.Kalavathi, L.、Shanker, L.(1991)。Margin requirements and the demand for futures contracts。Journal of Futures Markets,11(2),213-237。  new window
26.Phylaktis, Kate、Kavussanos, Manolis、Manalis, Gikas(1999)。Price limits and stock market volatility in the Athens Stock Exchange。European Financial Management,5(1),69-84。  new window
27.Hardouvelis, Gikas A.(1990)。Margin requirements, volatility, and the transitory component of stock prices。American Economic Review,80(4),736-762。  new window
28.Chordia, Tarun、Roll, Richard、Subrahmanyam, Avanidhar(2001)。Market Liquidity and Trading Activity。Journal of Finance,56(2),501-530。  new window
29.Boehmer, Ekkehart、Saar, Gideon、Yu, Lei(2005)。Lifting the Veil: An Analysis of Pre-Trade Transparency at the NYSE。Journal of Finance,60(2),783-815。  new window
30.Madhavan, Ananth、Porter, David、Weaver, Daniel(2005)。Should securities markets be transparent?。Journal of Financial Markets,8(3),265-287。  new window
31.Barber, Brad M.、Odean, Terrance(2001)。Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment。The Quarterly Journal of Economics,116(1),261-292。  new window
32.Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy,81(3),607-636。  new window
 
 
 
 
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