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題名:臺灣未上市股票市場買賣價差之決定因子
書刊名:證券市場發展季刊
作者:劉玉珍臧大年陳薇如 引用關係
作者(外文):Liu, Yu-janeTzang, Dah-neinChen, Wei-ju
出版日期:1998
卷期:10:4=40
頁次:頁27-54
主題關鍵詞:未上市股票市場買賣價差日內型態Unlisted stock marketBid-ask spreadIntraday pattern
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(6) 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:6
  • 共同引用共同引用:8
  • 點閱點閱:61
期刊論文
1.Shuch,H. Paul(20040200)。The Only Game in Town。Journal of Futures Studies,8:3,頁55-60。new window  new window
2.Ma, C. K.、Peterson, R. L.、Sears, R. S.(1992)。Trading Noise, Adverse Selection, and Intraday Bid-Ask Spreads in Futures Markets。The Journal of Futures Markets,12,519-538。  new window
3.Benston, George J.、Hagerman, Robert L.(1974)。Determinants of bid-asked spreads in the over-the-counter market。Journal of Financial Economics,1(4),353-364。  new window
4.Stoll, Hans R.(1978)。The Supply of Dealer Services in Securities Markets。Journal of Finance,33(4),1133-1151。  new window
5.Tinic, Seha M.(1972)。The Economics of Liquidity Services。Quarterly Journal of Economics,86(1),79-93。  new window
6.Demsetz, Harold(1968)。The cost of Transacting。Quarterly Journal of Economics,82(1),33-53。  new window
7.Stoll, H. R.(1978)。The Pricing of Security Dealer Services: An Empirical Study of Nasdaq Stocks。The Journal of Finance,33(4),1153-1172。  new window
8.吳欽杉、劉玉珍(1989)。臺灣地區上市公司股票最後進出喊價價差的決定因子之實證研究。管理科學學報,6(1),1-16。  延伸查詢new window
9.劉玉珍、郭郁琦(1997)。實施報備股票制度的幾點建議。證券暨期貨管理,15(6),1-13。  延伸查詢new window
10.Berkman, H.(1992)。The Market Spread, Limit Orders, and Options。Journal of Financial Services Research,6,399-415。  new window
11.Branch, B.、Freed, W.(1977)。Bid-asked Spreads on the AMEX and the Big Board。The Journal of Finance,32(1),159-163。  new window
12.Fabozzi, Frank J.(1979)。Bid-Ask Spreads for Over-the-Counter Stocks。Journal of Economics & Business,32,56-65。  new window
13.Hamilton, J. L.(1978)。Marketplace Organization and Marketability: NASDAQ, the Stock Exchange, and the National Market System。The Journal of Finance,May,487-502。  new window
14.Laux, Paul A.(1995)。Dealer Market Structure, Outside Competition, and the Bid-Ask Price。Journal of Economic Dynamics & Control,19,683-710。  new window
15.Menyah, K.、Paudyal, K.(1996)。The Determinants and Dynamics of Bid-Ask Spreads on the London Stock Exchange。The Journal of Financial Research,19,377-395。  new window
16.Tripathy, N.、Peterson, L.(1991)。Portfolio Risk, Adjustment Costs, and Security Dealers' Bid/ Ask Spreads。Journal of Financial Services Research,5,131-142。  new window
17.Wahal, S.(1997)。Entry, Exit, Market Makers, and the Bid-Ask Spread。Review of Financial Studies,10,871-901。  new window
18.Tinic, S. M.、West, R. R.(1972)。Competition and the Pricing of Dealer Service in the Over-the-Counter Stock Market。Journal of Financial and Quantitative Analysis,June,1707-1727。  new window
19.Benston, G. J.、Hagerman, R. L.(1978)。Risk, Volume and Spread。Financial Analysts Journal,34(1),46-49。  new window
研究報告
1.Foerster, S. R.、Keim, D. B.、Porter, D. C.(1990)。Intraday Spreads, Returns and Variances: Tests of the Informed Trader Hypothesis。0。  new window
學位論文
1.林安樂(1997)。臺灣未上市股票市場之市場結構與市場效率,0。  延伸查詢new window
圖書
1.Schwartz, R. A.(1991)。Reshaping the Equity Markets--A Guide for the 1990s。New York, NY:Harper Business。  new window
2.Garbade, K.(1985)。Securities Market。Securities Market。New York, NY。  new window
 
 
 
 
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