期刊論文1. | 詹司如、林靖中、郭玟秀(20080700)。平盤以下可融券賣出對股票價格行為之影響。經濟與管理論叢,4(2),203-228。 延伸查詢 |
2. | Lee, S. B.、Chung, J. S.(1996)。Price Limits and Stock Market Efficiency。Journal of Business Finance and Accounting,23(4),585-601。 |
3. | Belaire-Franch, J.、Opong, K. K.(2005)。Some Evidence of Random Walk Behavior of Euro Exchange Rates using Ranks and Signs。Journal of Banking and Finance,29(7),1631-1643。 |
4. | Belaire-Franch, J.、Opong, K. K.(2005)。A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices using Ranks and Signs。Review of Quantitative Finance and Accounting,24,93-107。 |
5. | Campbell, B.、Dufour, J. M.(1997)。Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter。International Economic Review,38,151-173。 |
6. | Lo, A. W.、Mackinlay, A. C.(1989)。The Size and Power Variance Ratio test in Finite Samples: A Monte Carlo Investigation。Journal of Econometrics,40,203-238。 |
7. | Luger, R.(2003)。Exact Non-parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroskedasticity。Journal of Econometrics,115,259-276。 |
8. | Wright, J. H.(2000)。Alternative Variance-ratio Tests using Ranks and Signs。Journal of Business & Economic Statistics,18(1),1-9。 |
9. | 許溪南、王耀斌、洪銓(20110500)。臺灣股票市場成分波動性之分解、趨勢與影響因素。中華管理評論,14(2),(6)0-(6)27。 延伸查詢 |
10. | Kim, J. H.、Shamsuddin, A.(2008)。Are Asian stock markets efficient? Evidence from new multiple variance ratio tests。Journal of Empirical Finance,15(3),518-532。 |
11. | Jarque, C. M.、Bera, A. K.(1987)。A Test for Normality of Observations and Regression Residuals。International Statistical Review,55(2),163-172。 |
12. | 黃德芬(19951000)。臺灣股票市場波動性之研究。證券市場發展,7(4)=28,157-184。 延伸查詢 |
13. | 胡星陽、梁敏芳(19950100)。漲跌幅限制與臺灣股票市場波動。證券市場發展,7(1)=25,1-25。 延伸查詢 |
14. | Chow, K. V.、Denning, K. C.(1993)。A simple multiple variance ratio test。Journal of Econometrics,58(3),385-401。 |
15. | Liu, Christina Y.、He, Jia(1991)。A Variance-Ratio Test of Random Walks in Foreign Exchange Rates。Journal of Finance,46(2),773-785。 |
16. | Alexander, G. J.、Peterson, M. A.(1999)。Short Selling on the New York Stock Exchange and the Effect of the Uptick Rule。Journal of Financial Intermediation,8(1/2),90-116。 |
17. | Demirguc-Kunt, A.、Maksimovic, V.(1996)。Stock Market Development and Financing Choices of Firms。World Bank Economic Review,10(2),341-369。 |
18. | Lee, S. B.、Chung, J. S.(1998)。The Effect of Market Transparency: Volatility and Liquidity in Korean Stock Market。Review of Quantitative Finance and Accounting,11,23-35。 |
19. | 洪瑞成、劉洪鈞、顏偉倫(20080500)。延時交易對臺股指數效率性的影響--變異數比率檢定之應用。輔仁管理評論,15(2),41-59。 延伸查詢 |
20. | Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。 |
21. | Lo, Andrew W.、MacKinlay, A. Craig(1988)。Stock market prices do not follow random walks: Evidence from a simple specification test。Review of Financial Studies,1(1),41-66。 |