![Show Menu](styles/mobile-menu.png)
![Page Background](./../common/page-substrates/page0264.png)
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
254
Lin, C. C., Hsu, H., and Chiang, C. Y. 2004. The information transmission between two
substitutes of index futures: The case of TAIEX and Mini-TAIEX stock index
futures.
Asia Pacific Management Review
, 9 (4): 689-707. doi: 10.6126/APMR.
2004.9.4.07
Lin, C. H., Hsu, H. N., and Li, H. C. 2008. The dynamics of major type of traders in Taiwan
futures market.
Journal of Financial Studies
, 16 (3): 149-172. doi: 10.6545/JFS.
2008.16(3).5
Liu, S., Hung, K., and Duan, C. W. 2011. Index options and informativeness of the
underlying stocks’ prices: An empirical study.
Journal of Financial Studies
, 19
(4): 119-139. doi: 10.6545/JFS.2011.19(4).4
Liu, S. M. 2002. Forward pricing efficiency and risk premium of stock indices futures in
Pacific-rim countries: A fractional (co)integration analysis.
Taipei Economic
Inquiry
, 38 (2): 165-201.
Liu, S. M., and Chen, H. C. 2006. Microstructures, price dominance, and liquidity
measurement of spot and futures markets.
Journal of Financial Studies
, 14 (4):
59-109. doi: 10.6545/JFS.2006.14(4).3
Lu, Y. C., Wang, Y. C., and Lee, H. C. 2013. Determinants of New Taiwan Dollar interest
rate swap spreads.
Journal of Financial Studies
, 21 (2): 91-120. doi: 10.6545/
JFS.2013.21(2).4
Mayers, D. 1998. Why firms issue convertible bonds: The matching of financial and real
investment options.
Journal of Financial Economics
, 47 (1): 83-102. doi:
10.1016/S0304-405X(97)00038-X
McDonald, R., and Siegel, D. 1986. The value of waiting to invest.
The Quarterly Journal
of Economics
, 101 (4): 707-727. doi: 10.2307/1884175
Menkveld, A. J. 2013. High frequency trading and the new market makers.
Journal of
Financial Markets
, 16 (4): 712-740. doi: 10.1016/j.finmar.2013.06.006
Merton, R. C. 1974. On the pricing of corporate debt: The risk structure of interest rates.
The
Journal of Finance
, 29 (2): 449-470. doi: 10.1111/j.1540-6261.1974.tb03058.x
Ohlson, J. A. 1995. Earnings, book values, and dividends in equity valuation.
Contemporary
Accounting Research
, 11 (2): 661-687. doi: 10.1111/j.1911-3846.1995.tb00461.x
Phylaktis, K., and Aristidou, A. 2013. Margin changes and futures trading activity: A new
approach.
European Financial Management
, 19 (1): 45-71. doi: 10.1111/j.1468-
036X.2010.00565.x
Rich, D. R., and Leipus, R. 1997. An option-based approach to analyzing financial contracts