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臺大管理論叢

27

卷第

2

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

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

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

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

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

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

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

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.)