Page 186 - 34-2
P. 186
Order Choices, Order Execution Quality and Trading Volume: Evidence from Reductions in the Call Auction
Interval
References
王明昌與周明賢,2018, 撮合時間的縮短對證券市場交易品質的影響,
證券市場發展季刊,30 卷 1 期:1-48。https://doi.org/10.6529/
RSFM.201803_30(1).0001 (Wang, Ming-Chang, and Chou, Ming-Hsien. 2018.
The impact of shorten matching time on security market transaction quality.
Review of Securities and Futures Markets, 30 (1): 1-48. https://doi.org/10.6529/
RSFM.201803_30(1).0001)
李怡宗、劉玉珍、王錦瑩、陳薇如與賴文弘,2009,限價委託簿資訊透明度與
市場品質,證券市場發展季刊,21 卷 1 期:51-86。(Lee, Yi-Tsung, Liu,
Yu-Jane, Wang, Jin-Ying, Chen, Wei-Ju, and Lai, Wen-Hung. 2009. Limit
order book transparency and market quality. Review of Securities and Futures
Markets, 21 (1): 51-86.)
陳家慧、劉佩怡與許莘珮,2023,避稅程度與財務報表可讀性:論產業專精會計
師之角色,臺大管理論叢,33 卷 2 期:37-84。https://doi.org/10.6826/
NUTC.2013.00050 (Chen, Chia-Hui, Liu, Pei-Yi, and Syu, Sin-Pei. 2023. Tax
avoidance and financial statement readability: The role of industry specialization
auditor. NTU Management Review, 33 (2): 37-84. https://doi.org/10.6826/
NUTC.2013.00050)
黃玉娟、陳培林與鄭堯任,2007,交易機制改變對市場績效之影響:透明度與撮合
頻率之探討,證券市場發展季刊,19 卷 1 期:133-158。(Huang, Yu Chuan,
Chen, Pei-Lin, and Cheng, Yao-Jen. 2007. The impact of new trading rules on
market performance: The case of Taiwan Stock Exchange. Review of Securities
and Futures Markets, 19 (1): 133-158.)
黃勢璋、林馨怡與連賢明,2013,養雞生蛋或殺雞取卵—論期交稅之降稅效果,
經濟論文,41 卷 1 期:1-37。(Huang, Shih-Chang, Lin, Hsin-Yi, and Lien,
Hsien-Ming. 2013. Killing the goose that laid the golden eggs? Evidence from
the reduction of the futures transaction tax in Taiwan. Academia Economic
Papers, 41 (1): 1-37.)
曾翊恆,2016,集合競價、限價簿揭露資訊與委託積極度決策,證券市場發展
季 刊 ,28 卷 1 期:39-101。https://doi.org/10.6529/RSFM.2016.28(1).2
(Tseng, Yi-Heng. 2016. Call auctions, limit order book information and order
aggressiveness. Review of Securities and Futures Markets, 28 (1): 39-101.
https://doi.org/10.6529/RSFM.2016.28(1).2)
178