臺大管理論叢 NTU Management Review VOL.30 NO.1

197 NTU Management Review Vol. 30 No. 1 Apr. 2020 詹場與池祥麟, 2014 ,台灣券商發行之權證市場品質及造市績效評比, 臺大管理論 叢 , 24 卷 S1 期: 29-60 。 (Chan, Chang, and Chih, Hsiang-Lin. 2014. Market quality and market making performance: Evaluating the issuers of warrants in Taiwan stock markets. NTU Management Review , 24 (S1): 29-60.) 詹場、胡星陽、池祥麟、葉鴻志與徐崇閔, 2013 ,實施造市機制對台灣權證市場品 質之影響, 證券市場發展季刊 , 25 卷 4 期: 1-66 。 (Chan, Chang, Hu, Shing-Yang, Chih, Hsiang-Ling, Yeh, Hung-Chih, and Hsu, Chung-Min. 2013. The impact of the implementation of market maker mechanism on the quality of the Taiwan warrants market. Review of Securities and Future Markets , 25 (4): 1-66.) Anand, A., and Weaver, D. G. 2006. The value of the specialist: Empirical evidence from the CBOE. Journal of Financial Markets , 9 (2): 100-118. Barber, B. M., Lee, Y. T., Liu, Y. J., and Odean, T. 2009. Just how much do individual investors lose by trading?. Review of Financial Studies , 22 (2): 609-632. Barber, B. M., and Odean, T. 2000. Trading is hazardous to your wealth: The common stock investment performance of individual investors. The Journal of Finance , 55 (2): 773-806. Boyer, B. H., and Vorkink, K. 2014. Stock options as lotteries. The Journal of Finance , 69 (4): 1485-1527. Byun, S. J., and Kim, D. H. 2016. Gambling preference and individual equity option returns. Journal of Financial Economics , 122 (1): 155-174. Calvet, L. E., Campbell, J. Y., and Sodini, P. 2009. Fight or flight? Portfolio rebalancing by individual investors. The Quarterly Journal of Economics , 124 (1): 301-348. Chang, C. C., Hsieh, P. F., and Lai, H. N. 2009. Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange. Journal of Banking and Finance , 33 (4): 757-764. Chou, R. K., and Wang, Y. Y. 2009. Strategic order splitting, order choice and aggressiveness: Evidence from the Taiwan Futures Exchange. Journal of Futures Markets , 29 (12): 1102-1129. . 2011. A test of the different implications of the overconfidence and disposition hypotheses. Journal of Banking and Finance , 35 (8): 2037-2046. Eraker, B., and Ready, M. 2015. Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks. Journal of Financial Economics , 115 (3): 486-504.

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