| 2002-01 |
Explaining Intraday Pattern of Trading Volume from the Order Flow Data |
李翎竹、劉玉珍 |
article |
pdf(618) |
| 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(1173) |
| 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(1167) |
| 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(463) |
| 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(639) |
| 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(1260) |
| 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(611) |
| 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(1138) |
| 2004 |
A Re-examination of Variance-Ratio Test of Random Walks in Foreign Exchange Rates |
張元晨 |
article |
pdf(1161) |
| 2001-08 |
The Demand of Flexibility and Bank`s Loan Decisions |
杜化宇 |
article |
|
| 2006 |
Pricing real growth options when the underlying assets have jump diffusion processes: the case of R&D investments |
吳明政、顏錫銘、Wu, Ming-Cheng、Simon H. Yen |
article |
pdf(1386) |
| 2000-12 |
Bank Market Structure and Performance in Taiwan Before and After the 1991`s Liberalization |
杜化宇、Shen-Yuan Chen |
article |
|
| 2002 |
On the Effect of Stock Stabilization Fund: A Case of Taiwan |
Liu, Yu-Jane、劉玉珍 |
article |
pdf(533) |
| 2000 |
Bank market structure and performance in Taiwan before and after the 1991 liberalization |
杜化宇、陳勝源、Tu, Anthony H. 、 Chen, Shen-Yuan |
article |
pdf(649) |
