Table of Contents Table of Contents
Previous Page  252 / 330 Next Page
Information
Show Menu
Previous Page 252 / 330 Next Page
Page Background

台灣衍生性金融商品市場實證與運用研究文獻回顧與展望

252

price distributions in option pricing: Review and integration.

Journal of Financial

Studies

, 1 (1): 29-51. doi: 10.6545/JoFS.1993.1(1).2

Chiyachantana, C. N., Jain, P. K., Jiang, C., and Wood, R. A. 2004. International evidence on

institutional trading behavior and price impact.

The Journal of Finance

, 59 (2):

869-898. doi: 10.1111/j.1540-6261.2004.00651.x

Chordia, T., Goyal, A., Lehmann, B. N., and Saar, G. 2013. High-frequency trading.

Journal

of Financial Markets

, 16 (4): 637-645. doi: 10.1016/j.finmar.2013.06.004

Chou, R. Y., Lee, J. H., and Wu, C. C. 2002. The effect of futures introduction on market

volatility and information transmission.

Journal of Financial Studies

, 10 (2):

1-22. doi: 10.6545/JFS.2002.10(2).1

Chuang, C. C., and Hu, W. C. 2005. The return and volatility dynamics in the Taiwan stock

index and stock index futures markets as a regime-switching process.

Journal of

Financial Studies

, 13 (1): 1-30. doi: 10.6545/JFS.2005.13(1).1

Chueh, H., and Yang, D. Y. 2005. Expiration-day effects of index futures: Some empirical

evidence from Taiwan stock market.

Journal of Financial Studies

, 13 (2): 71-95.

doi: 10.6545/JFS.2005.13(2).3

Cossin, D., Leleux, B., and Saliasi, E. 2002.

Understanding the economic value of legal

covenants in investment contracts: A real-options approach to venture equity

contracts (FAME Research Paper No. 63)

. Geneva, Switzerland: International

Center for Financial Asset Management and Engineering. doi: 10.2139/ssrn.

375560

Coval, J. D., and Shumway, T. 2001. Expected option returns.

The Journal of Finance

, 56

(3): 983-1009. doi: 10.1111/0022-1082.00352

Dean, J. 1951.

Capital Budgeting

. New York, NY: Columbia University Press.

Ding, S., and Chen, D. 2013. Survival analysis on the timing of foreign banks into China

from the aspect of traditional real option.

Accounting and Finance Research

, 2

(4): 11-16. doi: 10.5430/afr.v2n4p11

Dixit, A., and Pindyck, R. S. 1994.

Investment under Uncertainty

. Princeton, NJ: Princeton

University Press.

Duan, C. W. 2013. Net buying pressure, volatility smirk and abnormal return of TXO.

Journal of Management & Systems

, 20 (2): 321-353.

Duan, J. C., and Yeh, C. Y. 2010. Jump and volatility risk premiums implied by VIX.

Journal of Economic Dynamics and Control

, 34 (11): 2232-2244. doi: 10.1016/j.

jedc.2010.05.006