| 2004-04 |
Information Content of Investors` Bids in IPO auctions: Evidence from Taiwan |
徐燕山、徐政義 |
article |
pdf(1612) |
| 2004-09 |
On the Demand Elasticity of IPO: An Analysis of Discriminatory Auctions |
劉玉珍、K.C. John Wei、Gwohorng Liaw |
article |
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| 2005-04 |
Intertemporal Futures Pricing with Different Opinions about Price Changes |
顏錫銘、Jai Jen Wang |
article |
pdf(1815) |
| 2005-03 |
Common Factors in Liquidity: Evidence from Taiwan`s OTC Stock Market |
Lee Jie-Haun、Shu-Ying Lin、Wan-Chen Lee、Chueh-Yung Tsao |
article |
pdf(671) |
| 2006-04 |
Determining Institutional Investor`s Dynamic Asset Allocation |
郭志安、顏錫銘 |
article |
pdf(2382) |
| 2006-01 |
Taxes and Dividend Clientele: Evidence from Trading and Ownership Structure |
劉玉珍、Lee, Yi-Tsung 、 \r\nLiu, Yu-Jane 、 \r\nRoll, Richard 、\r\nSubrahmanyam, Avanidhar |
article |
pdf(605) |
| 2007-05 |
IPO Auctions and Private nformation |
劉玉珍、Lin, Ji-Chai 、 Lee, Yi-Tsung 、 Liu, Yu-Jane |
article |
pdf(1147) |
| 2002-01 |
Explaining Intraday Pattern of Trading Volume from the Order Flow Data |
李翎竹、劉玉珍 |
article |
pdf(596) |
| 2006-06 |
相關係數可隨時間變動下的外匯期貨避險比例：簡易方法應用與其績效 |
杜化宇、鍾柏亭 |
article |
pdf(1264) |
| 2004-01 |
Order Imbalance and Market Efficiency: Evidence from the Taiwan Stock Exchange |
Yi-Tsung Lee、劉玉珍、Richard Roll、Avanidhar Subrahmanyam |
article |
|
| 2004-06 |
Order Imbalance and Market Efficiency: Evidence from the Taiwan Stock Exchange |
Lee Yi-Tsung、劉玉珍、Richard Roll、Avanidhar Subrahmanyam |
article |
|
| 2002-07 |
A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility |
張元晨、Martin Martens、Stephen J. Taylor |
article |
pdf(3428) |
| 2006 |
Dynamic Asset Allocation Strategies for Investors with Mortgage Liability in the Environment of Time-Varying Interest Rates |
徐辜元宏、顏錫銘、Hsu Ku,Yuan-Hung 、 Yen, Simon H. |
article |
說明頁(1164) |
| 2002 |
The relative efficiencies of price execution between the Singapore Exchange and the Taiwan Futures Exchange |
周冠男、李志宏、Chou, Robin K. 、 Lee,Jie-Haun |
article |
pdf(1148) |
| 2003 |
Information Arrivals and Intraday Exchange Rate Volatility |
張元晨、Stephen J. Taylor |
article |
pdf(1848) |
| 2007-04 |
The Innovations of E-mini Contracts and Futures Price Volatility Components? The Empirical Investigation of S&P 500 Stock Index Futures |
Tu, Anthony H. 、Ming-Chun Wang、杜化宇 |
article |
pdf(446) |
| 2006-12 |
The Accuracy of Reports of Foreign Exchange Intervention by the Bank of Japan: Does Tokyo Know More? |
張元晨、Chang,Yuan-Chen |
article |
pdf(2064) |
| 2002-12 |
The Pricing of Foreign Exchange Risk Around the Asian Financial Crisis: Evidence from Taiwan`s Stock Market |
張元晨 |
article |
pdf(1661) |
| 2000-10 |
The Study of Cointegration and Variance Decomposition among National Equity Indices before and during the period of the Asian Financial Crisis |
Tu, Anthony H. 、Hsiao-Ching Sheng、杜化宇 |
article |
pdf(626) |
| 2005-12 |
Futures Trading Volume and Bank of Japan Intervention |
張元晨 |
article |
pdf(1150) |
| 2003-02 |
Foreign ownership in the Taiwan stock market--an empirical analysis |
林基煌 |
article |
pdf(2920) |
| 2004 |
The Intraday Stock Return Characteristics Surrounding Price Limit Hits |
李志宏、周冠男、Lee, Jie-Haun 、 Chou, Robin K. |
article |
pdf(1224) |
| 2006 |
Market Condition,Number of Transactions and Price Volatility: Evidence from an Electronic Order Driven Call Market |
姜堯民、Vivien Tai、周冠男 |
article |
pdf(1203) |
| 2006 |
考慮極值與VaR限制之最適資產配置 |
顏錫銘、李美杏、Yen,Simon H.、Lee,Mei-Hsing |
article |
pdf(598) |
| 2001 |
The Serial Correlation of Intraday Return |
周行一、劉玉珍、P. Hao |
article |
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