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題名:臺灣平盤放空限制改變對個股期貨交易量之影響
書刊名:當代商管研究
作者:林心心王惠美謝國松劉敏鋒
出版日期:2020
卷期:12:1
頁次:頁17-35
主題關鍵詞:股票期貨放空限制信用交易融券交易Single stock futuresShort sale constraintMargin tradingMargin trading-short
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:11
  • 點閱點閱:9
期刊論文
1.Alexander, Gordon J.、Peterson, Mark A.(2008)。The Effect of Price Tests on Trader Behavior and Market Quality: An Analysis of Reg SHO。Journal of Financial Markets,11(1),84-111。  new window
2.Boehmer, Ekkehart、Wu, Juan Julie(2013)。Short Selling and the Price Discovery Process。Review of Financial Studies,26(2),287-322。  new window
3.Chen, C. X.、Rhee, S. G.(2010)。Short Sales and Speed of Price Adjustment: Evidence from the Hong Kong Stock Market。Journal of Banking and Finance,34(2),471-483。  new window
4.Diether, Karl B.、Lee, Kuan-Hui、Werner, Ingrid M.(2009)。Short-Sale Strategies and Return Predictability。Review of Financial Studies,22(2),575-607。  new window
5.Ang, James S.、Cheng, Yingmei(2005)。Financial Innovations and Market Efficiency: The Case for Single Stock Futures。Journal of Applied Finance,15(1),38-51。  new window
6.Ang, James S.、Cheng, Yingmei(2005)。Single Stock Futures: Listing Selection and Trading Volume。Finance Research Letters,2(1),30-40。  new window
7.Blau, B.、Van Ness, B.、Van Ness, R.(2009)。Short Selling and the Weekend Effect for NYSE Securities。Financial Management,38,603-630。  new window
8.Danielsen, B. R.、Sorescu, S. M.(2001)。Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short Sale Constraints。Journal of Financial and Quantitative Analysis,36(4),451-484。  new window
9.Danielsen, Bartley R.、Van Ness, Robert A.、Warr, Richard S.(2009)。Single Stock Futures as a Substitute for Short Sales: Evidence from Microstructure Data。Journal of Business Finance & Accounting,36(9),1273-1293。  new window
10.Shastri, K.、Thirumalai, R. S.、Zutter, C. J.(2008)。Information Revelation in the FuturesMarket: Evidence from Single Stock Futures。Journal of Futures Markets,28,313-415。  new window
11.Ofek, Eli、Richardson, Matthew、Whitelaw, Robert F.(2004)。Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets。Journal of Financial Economics,74(2),305-342。  new window
12.Miller, E. M.(1977)。Risk, Uncertainty, and Divergence of Opinion。Journal of Finance,32(4),1151-1168。  new window
13.Figlewski, S.、Webb, G. D.(1993)。Options, short sales and market completeness。Journal of Finance,48(2),761-777。  new window
14.張眾卓、鄭揚耀、王明昌、蔡宜靜(20140300)。放空價格限制對市場品質之影響。證券市場發展,26(1)=101,147-182。new window  延伸查詢new window
15.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
16.林丙輝、張森林、葉仕國(20170600)。臺灣衍生性金融商品市場實證與運用研究文獻回顧與展望。臺大管理論叢,27(2),211-257。new window  延伸查詢new window
17.王明昌、鄭揚耀、丁裕家(20150300)。股票期貨與股票選擇權對個股信用交易之替代與互補效果。證券市場發展季刊,27(1)=105,33-70。new window  延伸查詢new window
18.林家璋、施惠敏、黃厚銘(20071100)。我國與美國股票市場價格限制制度之介紹與探討。證券暨期貨月刊,25(11),61-71。  延伸查詢new window
19.洪禮珺(20140600)。放寬平盤下融券及借券賣出標的制度介紹。證券暨期貨月刊,32(6),17-24。  延伸查詢new window
20.陳達新、陳君達、賴智民(20070100)。開放信用交易對臺股股票報酬、波動性與週轉率之影響。經濟與管理論叢,3(1),97-124。new window  延伸查詢new window
研究報告
1.Haas, Marlene(2017)。Equity Short Sales and Options complements or substitutes。  new window
 
 
 
 
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