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    政大機構典藏 > 商學院 > 企業管理學系 > 學位論文 >  Item 140.119/88290
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/88290


    Title: 融資比率與融券保證金成數調整對臺灣股市影響之研究
    Market responses to the SEC changes in the margin requirement
    Authors: 林漢維
    Lin, Han Wei
    Contributors: 陳隆麒
    謝劍平

    Chen, Lung Chi
    Shieh, Joseph

    林漢維
    Lin, Han Wei
    Keywords: 信用交易
    融資比率與融券保證金成數調整參考指標
    證券市場
    Margin requlation
    Volatility
    Margin requirement
    Date: 1994
    1993
    Issue Date: 2016-04-29 15:16:02 (UTC+8)
    Abstract: 證券信用交易在我國雖行之有年,然而,自民國69年復華證券開辦股票融
    Reference: 1.工商時報資料庫中心編印,「工商時報股價平均參考手冊,民國七十九年
    2.王牲A ,「融資比率及融券保證金成數織調整對股市波動之影響」,證券金融市場之理論與實務研討會民國八十一年
    3.王牲B ,「融資比率及融券保證金成數與故價報酬波動關聯性初探」,證券金融,第34、35期,民國八十一年
    4.王浸恩,「融資比率調整對股價指數及融資餘額之影響」,證券金融,第23期,民國七十八年
    5.林炯垚,「半強勢效率資本市場檢定之實證方法」,管理評論,中華民國77年7月,第45至68頁。
    6.石齊平、郭照榮合著,當代計量經濟學,臺北,三民書局,民國七十四年,第303至310頁
    7.陳穎峰,「調整證券信用交易條件對股價影響之研究」,融券金融,第18期,民國七十七年
    8.趙美蘭,「融資融券比率調整對股價成交量影響之實證研究」,中興大學企業管理研究所未出版碩士論文,民國七十八年六月
    9.劉其昌,「歷年調整證券信用比率影響股價指數及成交量值之分析」,融券金融,第11期,民國七十五年
    9.顏月珠,商用統計學,七版,臺北,三民書局,民國八十年
    10.陳正澄,計量經濟學,初版,臺北,三民書局,民國七十九年九月,第153至177頁。
    11.陳淑金,「臺灣股票市場融資融券指標之研究」,臺大商學研究所未出版碩士論文,民國八十年六月
    12.陳隆麒,現代財務管理,初版,臺北,華泰書局,民國八十一年




    1.Eckardt,Jr., Walter L. and Donald L. Rogoff, “100% margins revisited,” Journal of Finance, Vol.XXXI, No. 3, 1976, pp.995-1000.
    2.Ferris,S. and D. Chance, “Margin requirements and stock market volatility,” Economics Letters 28, pp.251-254.
    3.Grube, R. C., O. Maurice Joy and Don B. Panton, “Market responses to Federal Reserve changes in the initial margin requirement,” Journal of Finance, Vol.XXIL, No. 3, June. 1979, pp.659-674.

    4.Hardouvelis, Gikas, “Margin requirements and Stock market volatility,” Federal Reserve Bank of New York Quarterly Review, 1988, pp.80-89.
    5.Hsieh, D. A. and M. H. Miller, “Margin regulation and market volatility,” Journal of Finance, Vol.XLV, No. 1, Mar. 1990, pp.3-29.
    6.Largay, J. A., “100% margins: Combating speculation in individual security issues,” Journal of Finance, Vol. 28, 1973, pp.973-986.
    7.Largay, J. A. and R. R. West, “Margin changes and stock price behavior,” Jounal of Political Economy, Vol. 81, 1973, pp.328-339.

    8.Luckett, D. G., “On the effectiveness of the Federal Reserve’s margin requirements,” Journal of Finance, Vol.37, Jun. 1982, pp.783-795.

    9.Moore, T., “Stock market margin requirements,” Journal of Political Economy, Vol. 74, 1966, pp.158-167.

    10.Sang Bin Lee, Tae Yol Yoo, “Margin regulation and stock market volatility: Further evidence from Japan, Korea and Taiwan,” Pacific-Basin Finance Journal , No. 1, 1993, pp.155-174.
    Description: 碩士
    國立政治大學
    企業管理學系
    81355051
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002003672
    Data Type: thesis
    Appears in Collections:[企業管理學系] 學位論文

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