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政大機構典藏 > 商學院 > 國際經營與貿易學系 > 學位論文 > Item 140.119/87837

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/87837

Title:	警示股價量行為之實證研究 The empirical evidence on price and trade volume behavior of alarted securities.
Authors:	張主卿 Chiang, Chu Ching
Contributors:	林修葳 Lin, Shiou Hwei 張主卿 Chiang, Chu Ching
Keywords:	訊息不對稱警示股向量自身回歸衝擊反應 asymmetry Informed Impulse VAR Alarted Information
Date:	1994
Issue Date:	2016-04-29 09:14:50 (UTC+8)
Abstract:	實務界多將監視制度之實施效果定義為防止操縱市場。的確，國內股市一向投機氣氛濃厚、短線交易盛行，惟異常交易未必全導因於投機炒作，事實上，股市交易者交易目的有四種：一是風險分攤(risk sharing)，二是變現性交易(liquidity tradings)，三是具有訊息基礎的交易(information-based tradings)，四是炒作(manipulation)。異常交易宣告訊息在實證上，可以同時作為最可能發生市場訊息不對稱的樣本組，異常交易之肇致，究竟是否純係炒作造成，抑或具有訊息基礎的交易亦佔若干比重，應是一有趣之研究課題。
Description:	碩士國立政治大學國際經營與貿易學系 82351019
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002003362
Data Type:	thesis
Appears in Collections:	[國際經營與貿易學系 ] 學位論文

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