Table of Contents Table of Contents
Previous Page  244 / 330 Next Page
Information
Show Menu
Previous Page 244 / 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

244

張大成、林郁翎與蘇郁嵐,

2009

,無股價企業信用風險模式之建立:

Merton

模型

Ohlson

模型之結合,

中山管理評論

17

4

期:

1045-1081

(Chang,

Ta-Cheng, Lin, Yu-Ling, and Su, Yu-Lan. 2009. Credit risk model establishment

for private firms: The integration of Merton model and Ohlson model.

Sun Yat-

Sen Management Review

, 17 (4): 1045-1081.)

張巧宜與張傳盛,

2011

,多空期間投資人情緒與台股期貨報酬關係,

期貨與選擇權學

4

2

期:

113-138

(Chang, Chiao-Yi, and Chang, Chuang-Sheng. 2011.

The relationship between investor sentiment and futures return under bear and bull

market.

Journal of Futures and Options

, 4 (2): 113-138.)

張美玲、陳麗雪與王國樑,

2010

,台灣專營期貨商市場結構、效率與獲利率之探討,

期貨與選擇權學刊

3

2

期:

71-92

(Chang, Mei-Lin, Chen, Li-Hsueh, and

Wang, Kuo-Liang. 2010. Market structure, efficiency and profitability of Taiwan’s

futures commission merchants.

Journal of Futures and Options

, 3 (2): 71-92.)

張紹基與王振宇,

2000

,市場間交易資訊流動之探討-以台灣及新加坡期貨市場為例,

亞太管理評論

5

4

期:

423-433

doi: 10.6126/APMR.2000.5.4.03 (Chang,

Shao-Chi, and Wang, Chen-Yu. 2000. The international transmission of

information between SIMEX and TAIFEX.

Asia Pacific Management Review

, 5

(4): 423-433. doi: 10.6126/APMR.2000.5.4.03)

張森林、石百達、李存修與施宗佐,

2009

,臺股指數期貨保證金估計模型及結構比之

研究,

期貨與選擇權學刊

2

2

期:

109-138

(Chung, San-Lin, Shih, Pai-

Ta, Lee, Tsun-Siou, and Shih, Tsung-Tzou. 2009. On the methodologies of margin

setting and the ratios among initial, maintenance and clearing margins

The case

of TAIFEX stock index futures.

Journal of Futures and Options

, 2 (2): 109-138.)

張傳章與謝佩芳,

2016

,台灣選擇權市場交易活動之實證研究:文獻回顧與展望,

濟論文叢刊

44

1

期:

57-75

doi: 10.6277/TER.2016.441.2 (Chang, Chuang-

Chang, and Hsieh, Pei-Fang. 2016. A survey of empirical studies on trading

activities in the Taiwan index options market.

Taiwan Economic Review

, 44 (1):

57-75. doi: 10.6277/TER.2016.441.2)

張靜玫,

2004

,實質選擇權與賽局理論在產品開發競爭策略之應用,

科技管理學刊

9

4

期:

129-147

(Chang, Ching-Mei. 2004. Application of real options and

game theory on the product development rivalry strategies.

Journal of Technology

Management

,

9 (4): 129-147.)

張瓊嬌與古永嘉,

2003

,台灣股價指數期貨與現貨市場資訊傳遞及價格波動性之研

究-雙元

EGARCH-X

模式與介入模式之應用,

管理評論

22

1

期: