內容下載
| 「期貨與選擇權學刊」 Journal of
Futures and Options 第 19 卷 第一期 |
||
|---|---|---|
| 封面 Cover | ||
| 封面 Cover | ||
| 書名頁 Title Page | ||
| 書名頁 Title Page | ||
| 版權頁 Copyright | ||
| 版權頁 Copyright | ||
| 出版政策 Publishing Policy | ||
| 出版政策 Publishing Policy | ||
| 編輯手札 Editor's Notes | ||
| 編輯手札 Editor's Notes | ||
| 目錄 Contents | ||
| 目錄 Contents | ||
| 基於價格全距之價差估計-以時間序列CARR模型改善價差小於0的發生機率<br>Correcting for Negative Values in Range-Based Spread Estimator – A Conditional Auto-Regressive Range (CARR) Approach | ||
| 基於價格全距之價差估計-以時間序列CARR模型改善價差小於0的發生機率<br>Correcting for Negative Values in Range-Based Spread Estimator – A Conditional Auto-Regressive Range (CARR) Approach | 朱奎翰Quei-Han Chu<br>周雨田Ray Yeutien Chou<br>許哲維Che-Wei Hsu<br>蔡秉真Ping Chen Tsai | |
| 運用長文本BERT情感分析探討ESG事件對台灣股市的影響<br>Investigating the Impact of ESG Events on Taiwan's Stock Market Using Long-Text BERT Sentiment Analysis | ||
| 廖志峰<br>Chih-Feng Liao | ||
| 高頻交易股票報酬之錯誤定價、交易策略及報酬可預測性<br>Mispricing, Trading Strategies, and the Return Predictability in the High-Frequency Stock Returns | ||
| 高頻交易股票報酬之錯誤定價、交易策略及報酬可預測性<br>Mispricing, Trading Strategies, and the Return Predictability in the High-Frequency Stock Returns | 黃麟翔Lin-Hsiang Huang<br>林盈課Anchor Y. Lin<br>葉宗穎Chung-Ying Yeh | |
| 徵稿簡則 Submission Guidelines | ||
| 徵稿簡則 Submission Guidelines | ||
| 評審程序 Review Process | ||
| 評審程序 Review Process | ||
| 論文格式說明 Style Guidelines | ||
| 論文格式說明 Style Guidelines | ||
相關期刊：《證券市場發展季刊》
