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臺大管理論叢

27

卷第

2

251

stock market: An analysis of the information contents and trading strategies.

Journal of Management & Systems

, 13 (4): 471-497.)

闕河士、方怡與王怡婷,

2013

,指數期貨結算對股市從眾行為之影響,

期貨與選擇權

學刊

6

2

期:

1-22

(Chueh, Hora-Ce, Fang, Yi, and Wang, Yi-Ting. 2013.

The impact of index futures settlement on herding behavior in the Taiwan stock

market.

Journal of Futures and Options

, 6 (2): 1-22.)

魏慧珊,

2011

,公司治理與高階主管股票選擇權對股利支付之影響,

財務金融學刊

19

3

期:

1-40

doi: 10.6545/JFS.2011.19(3).1 (Wei, Hui-Shan. 2011.

Corporate governance and executive stock options’ influence on dividend payout.

Journal of Financial Studies

, 19 (3): 1-40. doi: 10.6545/JFS.2011.19(3).1)

Alvarez, F., and Dixit, A. 2014. A real options perspective on the future of the Euro.

Journal

of Monetary Economics

, 61: 78-109. doi: 10.1016/j.jmoneco.2013.11.007

Aragon, G. O. 2007. Share restrictions and asset pricing: Evidence from the hedge fund

industry.

Journal of Financial Economics

, 83 (1): 33-58. doi: 10.1016/j.jfineco.

2005.11.001

Carpenter, J. N., Stanton, R., and Wallace, N. 2010. Optimal exercise of executive stock

options and implications for firm cost.

Journal of Financial Economics

, 98 (2):

315-337. doi: 10.1016/j.jfineco.2010.06.003

Chan, C. H., and Chen, H. C. 2004. The motivation of issuing convertible bonds in Taiwan

market: A real option approach.

Asia Pacific Management Review

, 9 (1): 101-118.

doi: 10.6126/APMR.2004.9.1.05

Chang, M. C., Hung, J. C., and Chiu, C. L. 2013. One gold, two currencies: Price discovery

between spot exchange rate and implied exchange rate derived from futures.

International Journal of Information and Management Sciences

, 24 (1): 23-38.

doi: 10.6186/IJIMS.2013.24.1.2

Chen, C. P., Liu, Y. S., and Yang, J. W. 2010. Effect of transaction tax on the relationship

between volatility and trading activities of Taiwan stock index futures.

Chiao Da

Management Review

, 30 (2): 61-105.

Chen, R. R. 2012. Valuing a liquidity discount.

The Journal of Fixed Income

, 21 (3): 59-73.

doi: 10.3905/jfi.2012.21.3.059

Chen, R. R., Filonuk, W., Patro, D. K., and Yan, A. 2013. Valuing financial assets with

liquidity discount: An implication for Basel III.

The Journal of Fixed Income

, 22

(3): 45-63. doi: 10.3905/jfi.2012.22.3.045

Chen, R. R., and Lee, C. F. 1993. A constant elasticity of variance (CEV) family of stock