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	機構投資人及三大法人與企業 ESG 策略之關聯性以台灣上市櫃公司為實...
	動態共整合與最小獲利界限交易策略在台灣股市的實證研究;Dynamic ...
	An Analysis of Ethics-augmented Mea...
	策略差異化與貸款利差;Strategic Deviation and ...
	戰爭對參戰國股市之衝擊 -宣戰、終戰之全面性分析;Impact of ...
	An Extended Black-Litterman Model w...
	產業指數上下行波動預測 -可解釋性多元因子;Industry Inde...
	建構情緒因子新方法及其對股市面向的預測性;The Constructi...
	經理人大學階段恐怖攻擊經驗對公司現金政策及其價值之影響-以S&...
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Date	Title	Authors
2005-07-07	台灣加權指數波動率之實證研究; Empirical Research on Taiwan Volatitlity Index	郭欣慈; Hsin-Tsz Kuo
2005-06-30	新產品宣告之日內市場反應; Stock price reactions to new products announcements—An intraday analysis	姜志誠; Chih-Cheng Chian
2005-06-30	股利初次發放之長期影響與負債和股權關聯之探討; Relation Between Debt and Equity and Long-term Influence With Dividend Initiation	鄭世仁; Shih-Jen Chen
2005-06-27	資產定價模型樣本外績效之檢定; Out of sample test of competing asset pricing models	李傑榕; Barro Li
2005-06-27	規模效果和元月效應之微觀; A Microscopic View of the Size and January Effects	黎國揚; Kevin Li
2005-06-27	因子或特徵:全球觀點; Factors or Characteristics: A Global Perspective	陳弘明; Hong-Ming Chen
2005-06-25	市場利率模型對區間型計息債券之定價及分析; Pricing and Analyzing Range Note in LIBOR Market Model	王薇楨; Wei-Jen Wang
2005-06-25	利率上限及交換選擇權之定價－多因子市場利率模型; Prices of Caps and Swaptions under Multi-Factor LIBOR Market Models	陳尚群; Shang-Chiun Chen
2005-06-25	標的物相關係數對合成式債務抵押債券及一籃子違約交換訂價的影響; The Correlation Impact of Underlying on Prices of Synthetic Collateralized Debt Obligations and Basket Default Swaps	施凱程; Kai-Chen Shih
2005-06-24	不連續股價下變異數交換之定價與避險; The Valuation and Hedging of Variance Swaps with Jumps in Returns and Volatility	林淑貴; Shu-Kuei Lin
2005-06-21	台灣股市系統性風險之檢定; The test of the systematic risk of Taiwan Stocks Market	朱盈臻; YIN-CHEN CHU
2005-06-21	指數期貨操縱模型--以台灣股價指數為例; A Model of Index Futures Manipulation with TAIEX Futures	詹乃磬; Nai-Ching Chan
2005-06-21	結算制度與到期日效應; The Settlement Procedure and Expiration-Day Effects	許義忠; Yi-Chung Hsu
2005-06-18	匯率風險與亞洲金融風暴之研究; Exchange Rate Exposure and Asian Financial Crisis	黃淑梅; Shu-Mei Huang
2005-06-18	現金股利與股票股利之選擇; The Choice between Cash Dividends and Stock Dividends	徐雅妮; Ya-Ni Hsu
2005-06-18	消費者情緒對股價報酬的預測能力; The Predictability of Consumer Sentiment on Stock Returns	李呈穎; Chen-Ing Lee
2005-06-18	盈餘重述對宣告公司之衝擊; The Impact of Earnings Restatements Announcements on Restatement Firms --- An Intraday Analysis	朱志弘; Chih-Hung Chu
2005-06-14	我國上市櫃公司從事公開舉債與銀行借款活動有否會計操縱行為的實證研究; An Empirical Research in Accounts Manipulation of Taiwanese Companies Involving in Public Debts and Bank Loans	江振煒; Chen-Wei Chiang
2005-06-09	微結構雜訊交易與市場績效; Two essays on microstructure	林秋發; chiou-fa lin
2005-06-03	不動產投資信託對投資組合多角化的影響---全球實證; The impact of REITs on the portfolio diversification---global evidence	陳彧如; Yu-Ju Chen
2005-06-03	風格投資在台灣的運用; Style Investment-A Case of Taiwan	常詩佳; Shih-Chia Chang
2005-06-03	利用DCC-CARR及DCC-GARCH模型求算商品期貨最適避險比率; Optimal Hedge Ratio of Commodity Futures Using Bivariate DCC-CARR and DCC-GARCH Models	陳昱宏; Nash Chen
2005-06-03	結構型商品之定價與設計－以Target Redemption Notes為例 ;The Pricing and Design of Structured Notes：A Study of Target Redemption Notes	江慶興; Ching-Hsing Jiang
2005-05-01	94年財金所(甲)統計試題	財務金融研究所
2005-05-01	94年財金所(甲)經濟分析試題	財務金融研究所