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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,
管
理學報
,
23
卷
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.
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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
卷
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
卷
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
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22
卷
3
期:
105-136
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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
卷
2
期:
74-99
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(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
卷
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