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顯示項目311-320 / 1008. (共102頁) << < 27 28 29 30 31 32 33 34 35 36 > >> 每頁顯示[10|25|50]項目

日期	題名	作者
2005-09	Political elections and foreign investor trading in South Korea's financial markets	Chiu, Chien-liang; Chen, Chun-da; Tang, Wan-wei
2011-03	Portfolio value at risk with Copula-ARMAX-GJR-GARCH model: Evidence from the gold and silver futures	Lee, Wo-Chiang; Lin, Hui-Na; Lee, Wo-Chiang
2024-03-11	The price continuity, return and volatility spillover effects of regular and after-hours trading	Chiu, Chien-Liang; Chang, Ting-Huan; Hsiao, I-Fan; Chiou, De-Shin
2020-01	Price Discovery and Trading Activity in Taiwan Stock and Futures Markets	Jui-Cheng Hung, Yu-Hong Liu, I-Ming Jiang, Shuh Liang
2008-10	Price Discovery in the Option Markets: An Application of Put-Call Parity	謝文良
2012-07-25	Price discovery of Index options when futures are limited-locked - Evidence from Taiwan	Lin, Yun-yung; Lin, Yun-yung
1999-01-01	Price discovery on the S&P 500 index markets : an analysis of spot index, index futures, and SPDRs	Chu, Quentin C.; 謝文良; Hsieh, Wen-liang; Tse, Yiuman
2012-08	The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market	Lu, Yang-Cheng; Fang, Hao; Nieh, Chien-Chung
2011	Price informativeness and predictability: how liquidity can help	Lin, William T.; Tsai, Shih-Chuan; Sun, David S.; Tsai, Shih-Chuan; Sun, David S.
2010-07	Price level convergence across cities? Evidence from panel unit root tests	Huang, Ho-Chuan; Lin, Pei-Chien; Yeh, Chih-Chuan; Yeh, Chih-chuan

顯示項目311-320 / 1008. (共102頁) << < 27 28 29 30 31 32 33 34 35 36 > >> 每頁顯示[10|25|50]項目