| 2004-04 |
IPO競價拍賣中投資人標單的資訊內涵：以臺灣為例 |
YEN-SHAN HSU、CHENG-YI SHIU |
article |
pdf(1613) |
| 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 |
SIMON H . YEN、Jai Jen Wang |
article |
pdf(1815) |
| 2005-03 |
Common Factors in Liquidity: Evidence from Taiwan`s OTC Stock Market |
JIE-HAUN LEE、Shu-Ying Lin、Wan-Chen Lee、Chueh-Yung Tsao |
article |
pdf(777) |
| 2006-04 |
Determining Institutional Investor`s Dynamic Asset Allocation |
郭志安、SIMON H . YEN |
article |
pdf(2383) |
| 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(699) |
| 2007-05 |
IPO Auctions and Private nformation |
劉玉珍、Lin, Ji-Chai 、 Lee, Yi-Tsung 、 Liu, Yu-Jane |
article |
pdf(1278) |
| 2002-01 |
Explaining Intraday Pattern of Trading Volume from the Order Flow Data |
李翎竹、劉玉珍 |
article |
pdf(670) |
| 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 |
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| 2004-06 |
Order Imbalance and Market Efficiency: Evidence from the Taiwan Stock Exchange |
Lee Yi-Tsung、劉玉珍、Richard Roll、Avanidhar Subrahmanyam |
article |
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| 2002-07 |
A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility |
YUAN-CHEN CHANG、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、SIMON H . YEN、Hsu Ku,Yuan-Hung 、 Yen, Simon H. |
article |
web page(1263) |
| 2002 |
The relative efficiencies of price execution between the Singapore Exchange and the Taiwan Futures Exchange |
CHOU ROBIN、JIE-HAUN LEE、CHOU ROBIN、JIE-HAUN LEE |
article |
pdf(1222) |
| 2003 |
Information Arrivals and Intraday Exchange Rate Volatility |
YUAN-CHEN CHANG、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(498) |
| 2006-12 |
The Accuracy of Reports of Foreign Exchange Intervention by the Bank of Japan: Does Tokyo Know More? |
YUAN-CHEN CHANG、YUAN-CHEN CHANG |
article |
pdf(2064) |
| 2002-12 |
The Pricing of Foreign Exchange Risk Around the Asian Financial Crisis: Evidence from Taiwan`s Stock Market |
YUAN-CHEN CHANG |
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(691) |
| 2005-12 |
Futures Trading Volume and Bank of Japan Intervention |
YUAN-CHEN CHANG |
article |
pdf(1150) |
| 2003-02 |
Foreign ownership in the Taiwan stock market--an empirical analysis |
CHI-HUANG LIN、CHENG-YI SHIU |
article |
pdf(2920) |
| 2004 |
The Intraday Stock Return Characteristics Surrounding Price Limit Hits |
JIE-HAUN LEE、CHOU ROBIN、JIE-HAUN LEE、CHOU ROBIN |
article |
pdf(1335) |
| 2006 |
Market Condition,Number of Transactions and Price Volatility: Evidence from an Electronic Order Driven Call Market |
姜堯民、Vivien Tai、CHOU ROBIN |
article |
pdf(1203) |
| 2006 |
考慮極值與VaR限制之最適資產配置 |
SIMON H . YEN、李美杏、Yen,Simon H.、Lee,Mei-Hsing |
article |
pdf(663) |
| 2001 |
The Serial Correlation of Intraday Return |
HSING-YI CHOW、劉玉珍、P. Hao |
article |
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