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1Dissertation/ Thesis
المؤلفون: 林鼎鈞
المساهمون: 周冠男
مصطلحات موضوعية: 磁吸效應, 漲跌幅限制, 台灣股市, 自我迴歸模型, 電子股, 負債比率, 法人持股比率, 本益比, Magnet effect, Daily price limit, Taiwan stock market, Autoregression model, Electronic stocks, Debt ratio, Institutional share-holding ratio, Price to earnings ratio, manag, eco
Relation: http://nccur.lib.nccu.edu.tw/bitstream/140.119/111315/1/701001.pdf; http://nccur.lib.nccu.edu.tw//handle/140.119/111315
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2Dissertation/ Thesis
المؤلفون: 林鼎鈞, Lin, Ding Jun
المساهمون: 周冠男
مصطلحات موضوعية: 磁吸效應, 漲跌幅限制, 台灣股市, 自我迴歸模型, 電子股, 負債比率, 法人持股比率, 本益比, Magnet effect, Daily price limit, Taiwan stock market, Autoregression model, Electronic stocks, Debt ratio, Institutional share-holding ratio, Price to earnings ratio
وصف الملف: 548637 bytes; application/pdf
Relation: G0105357010; http://nccur.lib.nccu.edu.tw//handle/140.119/111315; http://nccur.lib.nccu.edu.tw/bitstream/140.119/111315/1/701001.pdf
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3Dissertation/ Thesis
المؤلفون: 林鼎鈞, Lin, Ding Jun
المساهمون: 周冠男
مصطلحات موضوعية: 磁吸效應, 漲跌幅限制, 台灣股市, 自我迴歸模型, 電子股, 負債比率, 法人持股比率, 本益比, Magnet effect, Daily price limit, Taiwan stock market, Autoregression model, Electronic stocks, Debt ratio, Institutional share-holding ratio, Price to earnings ratio
وصف الملف: 548637 bytes; application/pdf
Relation: ●中文文獻\n沈中華、黃河泉 (1994)。股價波動性與結構轉變之探討──不同漲跌幅限制下的分析。台大管理叢書，第5卷第2期，頁23~24。\n吳壽山、周賓鳳 (1996)。衡量漲跌限制對股票報酬與風險之影響。證券市場發展季刊，第8卷第1期，頁1~25。\n林佳聲 (2001)。股市在漲跌幅限制下之資訊效率性。未出版之碩士論文，財務管理學研究所，國立政治大學。\n林孟函 (2014)。利用磁吸效應之當沖停板策略績效──台灣股票市場之實證。未出版之碩士論文，財務管理學研究所，國立中山大學。\n胡星陽、梁敏芳 (1995)。漲跌幅限制與台灣股票市場波動。證券發展季刊，第7卷第1期，頁1~24。\n洪淑華 (2002)。從股價差異探討漲跌幅限制對高科技類交易活動之影響。未出版之碩士論文，財務金融碩士班，朝陽科技大學。\n陳添裕 (1999)。漲跌限幅對報酬率、波動性及交易量影響之研究─臺灣實證分析。未出版之碩士論文，管理學研究所，東海大學。\n張維碩、馬黛 (2012)。由個股價格跳躍觀點分析台股漲跌幅限制放寬措施。管理與系統，19卷4期，頁701~727。\n鄧鍇 (1990)。漲跌幅設限對股價變動率影響之研究。未出版之碩士論文，管理學研究所，輔仁大學。\n劉逖、葉武、章秀奇 (2006)。進一步完善開放式集合競價機制──基於上海證券市場的實證研究。上海證券交易所研究報告。\n蕭慧玲 (1996)。漲跌限幅措施對市場交易活動影響之研究。未出版之碩士論文，商學研究所，國立臺灣大學。\n \n●English Literature\nArak, M., Cook, R.E., 1997. Do daily price limits act as magnets? The case of Treasury bond futures. Journal of Financial Services Research 12, 5-20.\nChen, Yea-Mow., 1993. Price limits and stock market volatility in Taiwan. Pacific-Basin Finance Journal 1, 139-153.\nCho, D.D., Russell, J., Tiao, G.C., Tsay, R., 2003. The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange. Journal of Empirical Finance 10, 133-168.\nDu Y., Liu Q., Rhee S.G., 2006. An anatomy of the magnet effect: evidence from the Korea Stock Exchange high frequency data. Unpublished working paper, University of Hawaii.\nHsieh, P. H., Y. H. Kim, and J. J. Yang, 2009. The magnet effect of price limits: A logit approach. Journal of Empirical Finance 16, 830-837.\nLee, S. B., and K. J. Kim, 1995. The effect of price limits on stock price volatility: empirical evidence in Korea. Journal of Business Finance and Accounting 22, 257-267.\nLehmann, B. N., 1989. Commentary: volatility, price resolution, and the effectiveness of price limits. Journal of Financial Services Research 3, 205-209.\nMa, Christopher K., Rao, Ramesh P., and Sears, R. Stephen, 1989. Limit moves and price resolution: the case of the Treasury bond futures market. Journal of Futures Markets. 9 321-335.\nSubrahmanyam, A., 1994. Circuit breakers and market volatility: a theoretical perspective. Journal of Finance 49, 237-254.\nWong,W.K., Chang, M.C., Tu, A.H., 2009. Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange. Pacific-Basin Finance Journal 17, 28-40.; G0105357010; https://nccur.lib.nccu.edu.tw//handle/140.119/111315; https://nccur.lib.nccu.edu.tw/bitstream/140.119/111315/1/701001.pdf