| 1999-04 |
我國銀行發展投資銀行業務之探討 |
林基煌 |
article |
說明頁(873) |
| 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) |
| 1997 |
The Economic Exposure of U.S. Multinational Firms |
周行一、Chow, Edward H.、 Lee, Wayne Y.、 Michael E. Solt |
article |
pdf(1211) |
| 1999 |
Instututional Arrangements and Market Microstructure. Financial innovation in Taiwan: the engineering of treasury bond margin contracts |
周行一、劉璞、Chow, Edward H. 、 Liu, Pu |
article |
說明頁(1242) |
| 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(1158) |
| 1996-12 |
Evaluating the Performance of a Synthetic Put Stratege with Alternate Voltility Forcasts: The case of Taiwan |
徐燕山 |
article |
pdf(1109) |
| 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(1147) |
| 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(437) |
| 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(625) |
| 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(1217) |
| 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) |
| 1992 |
Drifting Dollars,Mercurial Marks:Managing Exchange Rate Risk in the Global Marketplace |
周行一、Wayne Lee、Michael Solt |
article |
|
| 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(595) |
| 1994-04 |
Debt Rescheduling and the Choice between Bonds and Loans for LDC`s Foreign Debt |
周行一、Chow, Edward H. |
article |
pdf(1291) |
| 2001 |
The Serial Correlation of Intraday Return |
周行一、劉玉珍、P. Hao |
article |
|
| 2001-02 |
Trading Behavior and Asset Returns: Evidence from the Interday Serial Correlations of Intraday-to-Intraday Daily Returns of Taiwan |
Chow, Edward H. 、 Hsiao, Ping 、 Liu, Yu-Jane、周行一、劉玉珍 |
article |
pdf(1114) |
| 1990 |
Properties of Daily Stock Returns from the Pacific Basin Stock Markets:Evidence and Implication |
顏錫銘、Bailey W. |
article |
|
| 2004 |
A Re-examination of Variance-Ratio Test of Random Walks in Foreign Exchange Rates |
張元晨 |
article |
pdf(1161) |
