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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

248

(3): 1-21, 109-116. doi: 10.6656/MR.2014.33.3.CHI.1)

黃柏凱、臧大年、何加政與張元晨,

2006

,國安基金以期貨維護現貨策略之分析,

理學報

23

1

期:

125-147

doi: 10.6504/JOM.2006.23.01.07 (Huang, Po-Kai,

Tzang, Dah-Nein, Ho, Chia-Cheng, and Chang, Yuan-Chen. 2006. An analysis of

the National Financial Stabilization Fund’s intervention in Taiwan’s stock and

futures markets.

Journal

of Management

, 23 (1): 125-147. doi: 10.6504/JOM.

2006.23.01.07)

黃健銘、蘇欣玫與張惠雅,

2009

,臺股指數期貨與摩根臺股指數期貨之市場效率性檢

定及漲跌幅限制的影響,

期貨與選擇權學刊

2

2

期:

89-107

(Huang,

Chien-Ming, Su, Hsin-Mei, and Chang, Hui-Ya. 2009. Market efficiency tests and

price limit impacts on TAIFEX and STX.

Journal of Futures and Options

, 2 (2):

89-107.)

黃詩婷,

2013

,台灣認購權證所隱含標的股票貝塔係數與股票期望報酬之實證研究,

期貨與選擇權學刊

6

2

期:

23-50

(Huang, Shih-Ting. 2013. An empirical

study of warrant-implied CAPM beta and the expected return in the Taiwan stock

market.

Journal of Futures and Options

, 6 (2): 23-50.)

楊明晶、董澍琦與劉孟宜,

2010

,外匯風險管理-外匯期貨及遠期外匯契約之避險效

益分析,

證券市場發展季刊

22

3

期:

105-136

doi: 10.6529/RSFM.

2010.22(3).4 (Yang, Ming-Jing, Doong, Shuh-Chyi, and Liu, Meng-Yi. 2010.

Foreign exchange risk management

Analysis of the hedging effectiveness of the

currency futures and currency forwards.

Review of Securities and Futures

Markets

, 22 (3): 105-136. doi: 10.6529/RSFM.2010.22(3).4)

楊東曉、楊聲勇與蔡逸賢,

2011

,買賣權期貨平價誤差與隱含波動度差之應用,

期貨

與選擇權學刊

4

2

期:

74-99

(Yang, Tung-Hsiao, Yang, Sheng-Yung, and

Tsai, Yi-Hseing. 2011. Deviations from put-call-futures parity and the application

of implied volatility spread.

Journal of Futures and Options

, 4 (2): 74-99.)

楊東曉與蘇秋竹,

2012

,經理人股權相關薪酬對違約風險的影響,

會計評論

54

期:

77-115

doi: 10.6552/JOAR.2012.54.3 (Yang, Tung-Hsiao, and Su, Chiu-Chu.

2012. The impact of executive stock-based compensation on default risk.

The

International Journal of Accounting Studies

, 54: 77-115. doi: 10.6552/

JOAR.2012.54.3)

楊奕農、周恆志與巫春洲,

2008

,農產品期貨價格波動性的到期效應與交易量效應,

農業經濟叢刊

14

1

期:

83-110

doi: 10.6196/TAER.2008.14.1.3 (Yang,

Yi-Nung, Chou, Heng-Chih, and Wu, Chun-Chou. 2008. Maturity and volume