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題名:知情交易、證券交易的三面結構與內線交易的外沿
書刊名:交大法學評論
作者:林建中 引用關係吳奐廷
作者(外文):Lin, Chien-chungWu, Huan-ting
出版日期:2021
卷期:8
頁次:頁39-96
主題關鍵詞:知情交易知情交易機率證券交易三面結構花旗張偉凱案Informed tradingProbability of informed tradingThree-way nature of securities transactionCitigroup Global and Kevin Chang caseNewman caseSAC Capital
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:1
  • 點閱點閱:2
期刊論文
1.Kim, Sok Tae、Lin, Ji-Chai、Slovin, Myron B.(1997)。Market structure, informed trading, and analysts' recommendation。The Journal of Financial and Quantitative Analysis,32(4),507-524。  new window
2.Aslan, Hadiye、Easley, David、Hvidkjaer, Soeren、O'Hara, Maureen(2011)。The characteristics of informed trading: Implications for asset pricing。Journal of Empirical Finance,18(5),782-801。  new window
3.Durnev, Art A.、Nain, Amrita S.(2007)。Does Insider Trading Regulation Deter Private Information Trading International Evidence。Pacific-Basin Finance Journal,15(5),409-433。  new window
4.Easley, David、O'Hara, Maureen、Paperman, Joseph B.(1998)。Financial Analysts and Information-based Trade。Journal of Financial Markets,1(2),175-201。  new window
5.Ito, Takatoshi、Lyons, Richard K.、Melvin, Michael T.(1998)。Is There Private Information in the FX Market? The Tokyo Experiment。The Journal of Finance,53(3),1111-1130。  new window
6.Vega, Clara(2006)。Stock price reaction to public and private information。Journal of Financial Economics,82(1),103-133。  new window
7.Goshen, Zohar、Parchomovsky, Gideon(2006)。The Essential Role of Securities Regulation。Duke Law Journal,55(4),711-782。  new window
8.Stoll, Hans R.(1989)。Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests。The Journal of Finance,44(1),115-134。  new window
9.Amihud, Yakov、Mendelson, Haim(1986)。Asset Pricing and the Bid-Ask Spread。Journal of Financial Economics,17(2),223-249。  new window
10.Glosten, Lawrence R.、Harris, Lawrence E.(1988)。Estimating the Components of the Bid/Ask Spread。Journal of Financial Economics,21(1),123-142。  new window
11.Easley, David、Engle, Robert F.、O'Hara, Maureen、Wu, Liuren(2008)。Time-varying arrival rates of informed and uninformed trades。Journal of Financial Econometrics,6(2),171-207。  new window
12.Easley, David、Hvidkjaer, Soeren、O'Hara, Maureen(2002)。Is Information Risk a Determinant of Asset Returns?。The Journal of Finance,57(5),2185-2221。  new window
13.Bagehot, Walter(1971)。The Only Game in Town。Financial Analysis Journal,27(2),12-14。  new window
14.Holden, Craig W.、Subrahmanyam, Avanidhar(1992)。Long-lived Private Information and Imperfect Competition。The Journal of Finance,47(1),247-270。  new window
15.Wang, Jiang(1993)。A model of intertemporal asset prices under asymmetric information。Review of Economic Studies,60(2),249-282。  new window
16.Gilson, Ronald J.、Kraakman, Reinier H.(1984)。The mechanisms of market efficiency。Virginia Law Review,70(4),549-644。  new window
17.Kim, Oliver、Verrecchia, Robert E.(1997)。Pre-announcement and event period private information。Journal of Accounting and Economics,24(3),395-419。  new window
18.曾宛如(20160700)。內線交易重大消息明確時點之認定:綠點案之啟示。月旦法學教室,165,57-62。  延伸查詢new window
19.Easley, David、Kiefer, Nicholas M.、O'Hara, Maureen、Paperman, Joseph B.(1996)。Liquidity, information and infrequently traded stocks。The Journal of Finance,51(4),1405-1436。  new window
20.Huddart, Steven J.、Ke, Bin(2007)。Information asymmetry and cross-sectional variation in insider trading。Contemporary Accounting Research,24(1),195-232。  new window
21.Bhagat, Sanjai、Romano, Roberta(2002)。Event studies and the law: Part I: Technique and corporate litigation。American Law and Economics Review,4(1),141-167。  new window
22.Dolgopolov, Stanislav(2004)。Insider Trading and the Bid-Ask Spread: A Critical Evaluation of Adverse Selection in Market Making。Capital University Law Review,33,83-180。  new window
23.Dolgopolov, Stainslav(2008)。Insider trading, Chinese Walls, and brokerage commissions: The origins of modern regulation of information flows in securities markets。The Journal of Law, Economics & Policy,4(2),311-368。  new window
24.MacKinlay, A. Craig(1997)。Event Studies in Economics and Finance。Journal of Economic Literature,35(1),13-39。  new window
25.Grossman, Sanford J.、Stiglitz, Joseph E.(1980)。On the Impossibility of Informationally Efficient Markets。The American Economic Review,70(3),393-408。  new window
26.Ball, Ray、Brown, Philip(1968)。An Empirical Evaluation of Accounting Income Numbers。Journal of Accounting Research,6(2),159-178。  new window
27.Copeland, Thomas E.、Galai, Dan(1983)。Information Effects on the Bid-ask Spread。The Journal of Finance,38(5),1457-1469。  new window
28.Glosten, Lawrence R.、Milgrom, Paul R.(1985)。Bid, ask and transaction prices in a specialist market with heterogeneously informed traders。Journal of Financial Economics,14(1),71-100。  new window
29.Solomon, David、Soltes, Eugene(2015)。What are we meeting for? The consequences of private meetings with investors。The Journal of Law and Economics,58(2),325-355。  new window
30.Fox, Merrit B.、Glosten, Lawrence R.、Rauterberg, Gabriel V.(2018)。Informed Trading and Its Regulation。J. CORP. LAW.,43。  new window
31.Fama, Eugene F.、Fisher, Lawrence、Jensen, Michael C.、Roll, Richard J.(1969)。The adjustment of stock prices to new information。International Economic Review,10(1),1-21。  new window
32.Ahern, Kenneth R.(2017)。Information networks: Evidence from illegal insider trading tips。Journal of Financial Economics,125(1),26-47。  new window
33.Palk, Laura(2016)。Ignorance Is Bliss: Should Lack of Personal Benefit Knowledge Immunize Insider Trading?。Berkeley Business Law Journal,13(1),101-148。  new window
34.林建中、洪碩甫(20160300)。U.S. Insider Trading Law Enforcement: Issues and Survey of SEC Actions from 2009 to 2013。National Taiwan University Law Review,11(1),37-79。new window  new window
35.Langevoort, Donald C.(2020)。Watching Insider Trading Law Wobble: Obus, Newman, Salman, Two Martomas, and a Blaszczak。Fordham Law Review,89,507-528。  new window
36.Hirst, I. R. C.(1980)。A Model of Market-Making with Imperfect Information。Managerial and Decision Economics,1(1),12-18。  new window
37.Hanousek, Jan、Podpiera, Richard(2002)。Information-Driven Trading at the Prague Stock Exchange: Evidence from Intra-day Data。The Economics of Transition,10(3),747-759。  new window
38.Foster, F. Douglas、Viswanathan, S.(1990)。A Theory Interday Variations in Volume, Variance and Trading Costs in Securities Markets。The Review of Financial Studies,3(4),593-624。  new window
39.Dolgopolov, Stanislav(2012)。Insider Trading, Informed Trading, and Market Making: Liquidity of Securities Markets in the Zero-Sum Game。William & Mary Business Law Review,3(1)。  new window
40.Corrado, Charles J.(2011)。Event Studies: A Methodology Review。Accounting and Finance,51(1),207-234。  new window
41.Brown, Stephen J.、Warner, Jerold B.(1985)。Using Daily Stock Returns: The Case of Event Studies。Journal of Financial Economics,14(1),3-31。  new window
42.Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica,53(6),1315-1335。  new window
學位論文
1.洪榮耀(2005)。資訊交易機率模型及其應用(博士論文)。國立中山大學。new window  延伸查詢new window
圖書
1.Anderson, John P.(2018)。Insider Trading: Law, Ethics, and Reform。Cambridge:Cambridge University Press。  new window
2.Harris, Larry(2003)。Trading and Exchanges: Market Microstructure for Practitioners。New York, NY:Oxford University Press。  new window
3.Ross, Stephen A.(2008)。Modern Financial Management。  new window
4.Ferrara, Ralph C.(2019)。Ferrara On Insider Trading and The Wall。  new window
5.李德治(2012)。統計學。博碩文化。  延伸查詢new window
6.Kunter, Micheal H.、陳至安(2011)。應用線性迴歸模型。華泰文化。  延伸查詢new window
7.沈中華、李建然(2000)。事件研究法--財務與會計實證研究必備。華泰文化事業公司。  延伸查詢new window
其他
1.Strasburg, Jenny,Rothfeld, Michael(20130723)。U.S. Readies SAC Charges,https://www.wsj.com/articles/SB10001424127887323829104578624611979212632。  new window
2.Ross, Sean(20200206)。Financial Services: Sizing the Sector in the Global Economy,https://www.investopedia.com/ask/answers/030515/what-percentage-global-economy-comprised-financial-services-sector.asp。  new window
3.Raymond, Nate(20140410)。U.S. judge accepts SAC guilty plea, OK's 1.2 billion deal,https://www.reuters.com/article/us-saccapital-crime-idUSBREA391B520140410。  new window
4.Matthews, Christopher M.(20140516)。Former SAC Capital Manager Sentenced to 3 Years in Prison,http://www.wsj.com/articles/SB10001424052702304908304579566003749271222。  new window
5.Lattman, Peter,Protess, Ben(20131104)。1.2 Billion Fine for Hedge Fund SAC Capital in Insider Case,https://dealbook.nytimes.com/2013/11/04/sac-capital-agrees-to-plead-guilty-to-insider-trading/。  new window
6.(20110511)。Key Quotes from The Galleon Wiretaps,https://www.ft.com/content/d2f32724-7bfe-11e0-9b16-00144feabdc0。  new window
7.Goldstein, Matthew(20140618)。SAC Capital's Deal with S.E.C. Gets Final Court Approval,http://dealbook.nytimes.com/2014/06/18/sac-capitals-deal-with-s-e-c-gets-final-court-approval。  new window
8.Garcia, Ahiza,Perez, Evan(20151022)。Insider Trading Charges Dismissed Against Michael Steinberg, 6 Others,https://money.cnn.com/2015/10/22/news/michael-steinberg-insider-trading-charges-dismissed。  new window
9.Gapper, John(20170207)。How Steven Cohen Survived an Insider Trading Scandal,https://www.ft.com/content/efda2ca2-ec69-11e6-930f-061b01e23655。  new window
圖書論文
1.Fisch, Jill(2013)。Regulation FD: An Alternative Approach to Addressing Information Asymmetry。RESEARCH HANDBOOK ON INSIDER TRADING。  new window
2.Cruces, Juan J.、Kawamura, Enrique(2007)。Insider Trading and Corporate Governance in Latin America。INVESTOR PROTECTION AND CORPORATE GOVERNANCE: FIRM-LEVEL EVIDENCE ACROSS LATIN AMERICA。  new window
 
 
 
 
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