Publications-期刊論文

Showing 1-23 of 23
Date Title Type Full Text Scopus WOS Altmetric
2016-07 技術分析對台灣波動度及規模效果之影響 article pdf(572)
2014.01 Value Investing and Technical Analysis in Taiwan Stock Market article pdf(1253)
2013.01 Credit Rating Anomaly in Taiwan Stock Market article pdf(1277)
2012-10 資產成長與股票報酬之關係:臺灣實證 article pdf(713)
2012.05 考量轉換下的銀行利率和匯率風險管理 article pdf(1165)
2012-05 考量狀態轉換下的銀行利率和匯率風險管理 article pdf(760)
2012.03 能源價格衝擊與台灣總體經濟 article pdf(3754)
2012-03 能源價格衝擊與臺灣總體經濟 article pdf(890)
2012-03 Firm Characteristics, Alternative Factors, and Asset-Pricing Anomalies: Evidence from Japan article pdf(1182)
2011-12 Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets article 說明頁(1353)
2011-03 技術交易策略在外匯市場無往不利? article pdf(835)
2011-03 技術交易策略在外匯市場無往不利? article pdf(852)
2010-02 Do Relative Leverage and Relative Distress Really Explain Size and BM Anomalies? article pdf(1290)
2009-12 Volatility, Volume and the Uptick Rule: Evidence article pdf(1210)
2009-12 臺灣上市產業指數之權益存續期間及其結構性變化的研究 article pdf(869)
2009-12 台灣上市產業指數之權益存續期間及其結構性變化 article pdf(461)
2009-11 動態隱含波動度模型:以臺指選擇權為例 article pdf(1188)
2009 Robust Testing for ARCH by Wavelet Shrinkage article pdf(666)
2003-01 Examining Intraday Returns with Buy/Sell Information article pdf(981)
2002 平盤以下不得放空限制對價格形成的影響 article pdf(891)
2001 Wavelet Analysis of the Cost-of-Carry Model article pdf(734)
1999 Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach article pdf(712)
1999 Wavelet Analysis of Index Prices in Futures and Cash Markets: Implication for the Cost-Of-Carry Model article 說明頁(959)
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