

臺大管理論叢
第
27
卷第
2
期
243
邱清顯、劉維琪與林達榮,
2006
,不同隨機影響規模下創投投資決策:實質選擇權法,
管理與系統
,
13
卷
4
期:
393-413
。
(Chiu, Ching-Hsien, Liu, Victor W., and
Lin, Tyrone T. 2006. Assessing venture capital investment decisions with different
stochastic impact scales: A real-options approach.
Journal of Management &
Systems
, 13 (4): 393-413.)
柏婉貞與黃柏農,
2007
,台股指數期貨與現貨市場日內報酬波動與交易量非線性行為
之研究,
經濟研究
,
43
卷
2
期:
181-208
。
(Po, Wan-Chen, and Huang, Bwo-
Nung. 2007. The study on the nonlinear behavior of intraday return volatility and
trading volume in Taiwan stock index futures and spot markets.
Taipei Economic
Inquiry
, 43 (2): 181-208.)
,
2009
,台股日內指數期貨與現貨市場價格發現與套利行為-多變量門檻自
我迴歸模型之應用,
證券市場發展季刊
,
21
卷
2
期:
35-68
。
(Po, Wan-Chen,
and Huang, Bwo-Nung. 2009. Price discovery and arbitrage between Taiwan
intraday stock index futures and spot market
—
An application of multivariate
threshold models.
Review of Securities and Futures Markets
, 21 (2): 35-68.)
洪瑞成、張志宏、黃健銘與邱建良,
2013
,期貨商財務績效與經營風險,
期貨與選擇
權學刊
,
6
卷
2
期:
51-72
。
(Hung, Jui-Cheng, Chang, Matthew C., Huang,
Chien-Ming, and Chiu, Chien-Liang. 2013. Financial performance and business
risk of futures commission merchants: A panel threshold regression approach.
Journal of Futures and Options
, 6 (2): 51-72.)
徐憶文、溫恩孝、李進生與吳壽山,
2008
,台指選擇權波動率微笑決定因子之研究,
期貨與選擇權學刊
,
1
卷
1
期:
1-32
。
(Shyu, Yih-Wen, Wen, En-Hsiao, Lee,
Chin-Shen, and Wu, Sou-Shan. 2008. Determinants of the volatility smile
—
Evidence from the TAIEX option.
Journal of Futures and Options
, 1 (1): 1-32.)
袁淑芳與李進生,
2007
,臺灣市場隱含波動率指標的探究:
Taifex’s VXO
與展望理論,
管理學報
,
24
卷
2
期:
211-228
。
doi: 10.6504/JOM.2007.24.02.06 (Yuan, Shu-
Fang, and Lee, Chin-Shen. 2007. The property of market volatility index on
Taiwan market: Taifex’s VXO and prospect theory.
Journal of Management
,
24
(2): 211-228. doi: 10.6504/JOM.2007.24.02.06)
高櫻芬與宋昌原,
2013
,台灣期貨市場交易制度之變化對於交易量、買賣價差、與波
動度影響,
期貨與選擇權學刊
,
6
卷
1
期:
1-22
。
(Gau, Yin-Feng, and Sung,
Chang-Yuan. 2013. Impact of trading mechanism change on trading volume,
spread, and volatility: Evidence from the Taiwan futures exchange.
Journal of
Futures and Options
,
6 (1): 1-22.)