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臺大管理論叢

27

卷第

2

247

risk: Evidence from the TAIEX options.

Journal of Futures and Options

, 3 (1):

1-46.)

傅瑞彬、陳松男與吳庭斌,

2009

,選擇權賣方有利可圖嗎:加價利益的觀點,

臺大管

理論叢

19

2

期:

57-74

doi: 10.6226/NTURM2009.19.2.57 (Fu, Jui-Pin,

Chen, Son-Nan, and Wu, Ting-Pin. 2009. Options sellers gain the extra profits:

The “mark-up interest” opinion.

NTU Management Review

, 19 (2): 57-74. doi:

10.6226/NTURM2009.19.2.57)

菅瑞昌、王健聰與闕河士,

2009

,交易持續時間與交易價格衝擊之關係,

管理與系統

16

4

期:

533-554

(Chien, Andy, Wang, Jan-Chung, and Chueh, Hora-Ce.

2009. The relationship between time duration and price impact of trades.

Journal

of Management & Systems

, 16 (4): 533-554.)

菅瑞昌、闕河士與方怡,

2013

,台灣期貨交易所股價指數期貨之交易量群聚與成因,

管理與系統

20

1

期:

165-200

(Chien, Andy, Chueh, Hora-Ce, and Fang,

Yi. 2013. Trade-size clustering and its determinants in the equity index futures

contracts traded on the TAIFEX.

Journal of Management & Systems

, 20 (1): 165-

200.)

黃玉娟與陳嘉琳,

2004

,買賣價差之分解-

TAIFEX

SGX-DT

之比較,

管理評論

23

1

期:

49-72

doi: 10.6656/MR.2004.23.1.CHI.49 (Huang, Yu-Chuan, and

Chen, Chia-Lin. 2004. Decomposition of bid-ask spreads

The comparison of

TAIFEX and SGX-DT.

Management Review

, 23 (1): 49-72. doi: 10.6656/

MR.2004.23.1.CHI.49)

黃玉娟、詹淑慧與陳則學,

2012

,新加坡摩根台股期貨到期日效應之因素探討:套利

或操縱?,

管理與系統

19

4

期:

761-782

(Huang, Yu-Chuan, Chan, Shu-

Hui, and Chen, Tse-Hsueh. 2012. Expiration-day effect of SGX MSCI Taiwan

index futures: Arbitrage or manipulation?.

Journal of Management & Systems

, 19

(4): 761-782.)

黃宜侯、沈中華與陳志鈞,

2013

,金融海嘯主要事件對信用違約交換之影響,

中山管

理評論

21

2

期:

255-298

doi: 10.6160/2013.06.01 (Huang, Alex Yi-Hou,

Shen, Chung-Hua, and Chen, Chih-Chun. 2013. Impacts on credit default swaps

by major events of financial crisis.

Sun Yat-Sen Management Review

, 21 (2):

255-298. doi: 10.6160/2013.06.01)

黃柏凱,

2014

,國安基金政策績效與期貨市場滑價,

管理評論

33

3

期:

1-21, 109-

116

doi: 10.6656/MR.2014.33.3.CHI.1 (Huang, Po-Kai. 2014. The policy

performance of NFSF and slippage in futures markets.

Management

Review

, 33