博碩士論文 93428025 完整後設資料紀錄

DC 欄位	值	語言
DC.contributor	財務金融學系	zh_TW
DC.creator	陳中怡	zh_TW
DC.creator	Chung-Yi Chen	en_US
dc.date.accessioned	2006-6-30T07:39:07Z
dc.date.available	2006-6-30T07:39:07Z
dc.date.issued	2006
dc.identifier.uri	http://ir.lib.ncu.edu.tw:444/thesis/view_etd.asp?URN=93428025
dc.contributor.department	財務金融學系	zh_TW
DC.description	國立中央大學	zh_TW
DC.description	National Central University	en_US
dc.description.abstract	在探討台灣股市的文獻中，大部分著眼於資訊不對稱理論的研究。在本篇文章中，嘗試採用存貨理論來檢測台灣股市，並且再次檢驗資訊不對稱理論。 採用每年各股配對的樣本，並使用GMM的方法拆解波動性及價差。 實證結果發現日內型態會受到市值及產業風險不同所影響。 然而，與先前文獻不同的是，不同市值日內型態不同的原因並非由於資訊不對稱，甚至發現在大型公司中資訊不對稱的情形較小公司嚴重。 此外，結論也無法斷言存貨因素是影響不同產業風險組別在收盤時波動性及價差不同的原因。	zh_TW
dc.description.abstract	Much of the currently available literature regarding the Taiwan stock market has focused on information asymmetry. In this paper, I will use the inventory factor to account for intraday patterns as well as to reexamine information asymmetry theory. Yearly pair-comparison and the GMM method are used directly to separate volatility and spread. The results from empirical evidence show that intraday pattern is affected by different market values and industry risks. However, contrary to previous research, the difference between market value groups is not a result of information asymmetry; even the information asymmetry factor is shown to be stronger in the large market value group. Also, distinct day-end effects caused by the inventory factor in different industry risk groups could not be confirmed in the empirical findings.	en_US
DC.subject	價差	zh_TW
DC.subject	波動性	zh_TW
DC.subject	存貨理論	zh_TW
DC.subject	資訊不對稱理論	zh_TW
DC.subject	日內效果	zh_TW
DC.subject	Intraday Effects	en_US
DC.subject	Information Asymmetry Theory	en_US
DC.subject	Volatility	en_US
DC.subject	Spread	en_US
DC.subject	Inventory Theory	en_US
DC.title	台灣股市日內效果之研究	zh_TW
dc.language.iso	zh-TW	zh-TW
DC.title	The Study of Intraday Effect in Taiwan Stock Market	en_US
DC.type	博碩士論文	zh_TW
DC.type	thesis	en_US
DC.publisher	National Central University	en_US