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臺大管理論叢
第
27
卷第
2
期
253
Geske, R. 1977. The valuation of corporate liabilities as compound options.
The Journal of
Financial and Quantitative Analysis
, 12 (4): 541-552. doi: 10.2307/2330330
Grenadier, S. R. 1999. Information revelation through option exercise.
The Review of
Financial Studies
, 12 (1): 95-129. doi: 10.1093/rfs/12.1.95
Grinblatt, M. 2001. An analytic solution for interest rate swap spreads.
International Review
of Finance
, 2 (3): 113-149. doi: 10.1111/1468-2443.00022
Hayes, R. H., and Abernathy, W. J. 1980. Managing our way to economic decline.
Harvard
Business Review
, 58 (4): 66-77.
Hayes, R. H., and Garvin, D. A. 1982. Managing as if tomorrow mattered.
Harvard Business
Review
, 60 (3): 71-79.
Hsieh, G. W. L. 2002. Market integration, price discovery, and information transmission in
Taiwan index futures market.
Journal of Financial Studies
, 10 (3): 1-31. doi: 10.
6545/JFS.2002.10(3).1
Hsieh, T. S., Fang, C. L., and Goo, Y. J. 2009. Interaction and pricing between the Taiex call
options and spot market among different levels of moneyness: Application of
Bi-Egarch model and neuron algorithm.
Asia Pacific Management Review
, 14
(2): 159-174. doi: 10.6126/APMR.2009.14.2.04
Huang, M. G. 2014. Ordering and pricing policies for seasonal goods with random demand
and prompt and scheduled delivery option.
Asia Pacific Management Review
, 19
(2): i, 117-131. doi: 10.6126/APMR.2014.19.2.01
Huang, P. K. 2011. The intervention of NFSF and the overreaction of traders in the futures
market.
Journal of Financial Studies
, 19 (3): 41-80. doi: 10.6545/JFS.2011.
19(3).2
Huang, Y. C., and Lin, M. P. 2003. Order imbalance, spread and return: Evidence from
TAIFEX and SGX-DT.
Journal of Financial Studies
, 11 (2): 71-98. doi: 10.6545/
JFS.2003.11(2).3
Kritzman, M., and Rich, D. R. 1998. Risk containment for investors with multivariate utility
functions.
The Journal of Derivatives
, 5 (3): 28-44. doi: 10.3905/jod.1998.407996
Kuo, W. H., Hsu, H., and Chiang, C. Y. 2005. Price volatility, trading activity and market
depth: Evidence from Taiwan and Singapore Taiwan stock index futures markets.
Asia Pacific Management Review
, 10 (2): 131-143. doi: 10.6126/APMR.2005.
10.2.05
Lin, B. H., and Lin, Y. N. 2009. Synthetic currency cross-hedge using gold futures versus
currency forwards under a DCC-GARCH model.
Review of Futures Markets
, 17
(4): 357-382.