A. 期刊論文
1.
Tze Chuan ‘Chewie’ Ang, F.Y. Eric C. Lam, Tai Ma, Shujing Wang, K.C. John Wei, November 2019,"What is the Real
Relationship between Cash Holdings and Stock Returns?", International Review of Economics and Finance.(SSCI)
2.
Kuo-Che Hung, Tai Ma, March 2017, "Does Monetary
Policy Have Any Relationship with the Expectations of Stock Market
Participants?", Journal of
Multinational Financial Management, Volume 39,Pages 100-117 (FLI, EconLit)
3.
Kuo-Che Hung, Tai Ma, January 2017,"The Effects of
Expectations-based Monetary Policy on International Stock Markets: An
Application of Heterogeneous Agent Model", International Review of
Economics and Finance, Vol. 47, pp.70-87.(SSCI)
4.
「Yaling Lin, Tai Ma,
2014, “The Relationship between Pre-trade Transparency, Order Imbalance and
Investors’ Behavioral Biases”, Chiao Da Management
Review, Vol. 34, No. 1, pp. 79-116. ( TSSCI)」
5. Shu-Fan Hsieh, Hsiu-Kuei Chen, Tai Ma, “Market Transparency, Investor Strategies, and Trading Costs: Evidence from the Taiwan Stock Exchange” Accounting and Finance Research, Vol. 1, No. 1, May 2012, pp. 180-191.
6. Ching Yi Yeh and Tai Ma, “Why do insiders sometimes pay more and sometimes pay less in private placements?” International Journal of Business and Finance Research, Vol. 6, No 2, April 2012, pp. 35-52. [Econ Lit]
7. I-Chun Tsai, Sing, Tien Foo, Ming-Chi Chen, Tai Ma, ”The Structure of REIT-Beta”,Applied Economics, Applied Financial Economics, 2011年9月 [Econlit] 。
8. Bor-Hong Chen and Tai Ma,” Cascades and Determinants for the Investor`s Performance–is the Behavior or Information?”, International Research Journal of Finance and Economics, 2011, Iss.77, pp. 131-152. [Econ Lit]
9. Bor-Hong Chen and Tai Ma,"The Effects of Herding of Bidding on Performance of Auction between Sealed-bid and Open-outcry Bidding", International Research Journal of Finance and Economics, 2011, Iss.70, pp. 30-51. [Econ Lit, EBSCO]
10. 陳秀桂、謝舒帆、馬黛,“Who Wins and Who Loses in Transparent Markets? Daily and Intraday Analysis of Taiwan Stock Market” ,台灣經濟預測與政策,第41卷第2期,2011年3月,pp.127-178。[TSSCI]
11. 張維碩、馬黛,「由個股價格跳躍觀點分析台股漲跌幅限制放寬措施」,管理與系統,已接受,2011。 [TSSCI]
12. 林雅玲、馬黛、陳秀桂,「透明度、資訊內涵及下單策略之實證研究」,財務金融學刊, 第19卷,第一期,2011年3月,pp.1-32。[TSSCI]
13. Tai Ma, Ching Yi Yeh and Huei Yun Hsu, “What Determines the Discount for Private Equity Offerings – Ownership or Control Right?”, International Research Journal of Finance and Economics, Iss. 48, September 2010, pp. 94-107. [Econ Lit, EBSCO]
14. Ma, Tai, Yaling Lin and Hsiu-Kuei Chen, " Pre-Transparency and Information Content:Evidence from the Taiwan Stock Exchange", International Research Journal of Finance and Economics, Iss. 48, September 2010, pp. 33-48. [Econ Lit, EBSCO]
15. 陳秀桂、馬黛、劉佳奇,「大額委託單交易管道與執行成本:TSEC鉅額新舊制之實證研究」,證?市場發展季刊,第22卷,第三期,2010年10月。[TSSCI]
16. Chen, Ming-Chi, Tsai, I-Chun and Ma, Tai, "Modeling House Price Volatility States in the UK by Switching ARCH Models" Applied Economics, Vol. 42, Iss. 9, April 2010, pp.1145-1153. [SSCI]
17. 馬黛、蔡怡純,「委託單執行的動態及限價單成本的日內型態分析」,臺灣管理學刊,第9卷, 第二期,2009年8月,pp.137-164。
18. Shu-fan Hsieh and Ma, Tai, “ Expiration-Day Effects: Does Settlement Price Matter? ” International Review of Economics & Finance, Vol. 18, Iss.2, March 2009, pp.290-300. [SSCI]
19. Yaling Lin, Tai Ma and Hsiu-Kuei Chen," Does Information Content Necessarily Increase with Greater Pre-trade Transparency? ", Review of Pacific Basin Financial Markets and Policies, Vol. 11, No. 4, December 2008, pp. 531-554. [Econ Lit]
20. 蔡怡純、馬黛,「委託單失衡之資料性:盤中與盤後交易比較」,計量管理期刊,第5卷,第一期,2008年6月,p.p.73~88。
21. Ma, Tai, Yaling Lin and Hsiu-Kuei Chen, ”Are investors more aggressive in transparent markets?” Asia-Pacific Journal of Financial Studies, Vol. 37, No. 2, April 2008, pp.345-379. [SSCI]
22. 馬黛、李永全,「家族控制對負債融資決策的影響」,台大管理論叢,第18卷,第二期,2008年6月,pp.133-170。[TSSCI]
23. Ma, Tai, Hsieh, Ming Hua, and Chen, Jan-hung “The Probability of Informed Trading and the Performance of Stock in an Order-Driven Market”, Asia Pacific Journal of Financial Studies, Vol.36, iss.6, 2007, pp.871-896. [SSCI]
24. Lee, Y. C. and Tai Ma, “Do Stocks Mispricing Caused by Earnings Management?” , Journal of Management and Systems14(4), 2007, PP.545-572, 2007。[TSSCI]
25. 陳明吉、蔡怡純、馬黛,「股票購回影響因素之理論與實證:資訊不對稱觀點分析」,中山管理評論,第15卷,第一期,2007年3月,pp.175-195。[TSSCI]
26. 蔡怡純、蔡惠丞、馬黛,「委託單趨動市場之交易者投單策略分析」,人文暨社會科學期刊,第4卷,第1期,2007年。
27. 蔡怡純、馬黛,「委託單趨動市場中延長交易時間對投資人投單策略的影響」,台灣金融財務季刊,第8輯,第2期,2007年。
28. 蔡怡純、吳柏勳、馬黛,「盤後定價交易之資訊內涵」,貨幣觀測與信用評等,第 63 期, 2007年,pp.67-90 。
29. Lee, Y. C. and Tai Ma, “The Study of the Cost of Debt Financing of Taiwan's Family Firms” , Reviews of Management 25(3), 2006, pp.69-91。[TSSCI]
30. 洪榮耀、馬黛,「轉上市真能提升能見度嗎?」,管理與系統, 第十三卷,第二期, 2006 年 4 月, pp.181-200 。 [TSSCI]
31. 馬黛、胡德中、詹傑仲,「政府干預股市的影響:市場品質變化的觀點」,企銀季刊,第28卷,第三期,2005年7月,pp.33-56。
32. 馬黛、連春紅、胡德中,「政府能有效干預股市嗎?」,企銀季刊,第27卷,第一期,January 2004,pp.87-103。
33. 馬黛、胡德中,「由承銷價低估、市價高估與股權結構觀點分析最適釋股策略與IPO折價」,經濟論文,第卅二卷,第一期,2004,pp.227-272。[TSSCI]
34. 馬黛、胡德中,「承銷配售機制之決定及其對IPO折價之影響:競價拍賣、詢價圈購與公開申購」,財務金融學刊,第十一卷,第一期,April 2003,pp. 1-40。[TSSCI]
35. 馬黛、詹傑仲、胡德中,「政府干預股市的理論與實證分析:台灣股市的護盤實例」,財務金融學刊,第十卷,第三期,December 2002,pp. 107-145。[TSSCI]
36. 馬黛、高儀慧、季秀,「證交所監視作業中公布注意標準與處置措施效果之評估」,台灣金融財務季刊,第二輯,第一期,2001,pp. 63-81。
37. 馬黛、廖怡玲,「交易時間、交易行為與股市績效:台灣股市隔週休二日之實證」,財務金融學刊,第八卷,第三期,December 2000,pp.79-105. [TSSCI]
38. Ma, Tai, "Additional Evidence on the Determinants of Hedging: The Case of Taiwan", Journal of Financial Studies, Vol.6, No.2, October 1998, pp.49-63. [TSSCI]
39. Ma, Tai, "Trading Frequencies and Stock Market Performance: The Case of Taiwan", Asia Pacific Journal of Finance, Vol.1, No.1, 1998, pp.1-26.
40. Ma, Tai and C. C. Tsai, "IPO Returns: State Versus Non-State Firms", Advances in Pacific Basin Financial Markets, Vol. IV, JAI Press, Greenwich, CT., Spring 1998, pp.185-200.
41. 馬黛,「全民認股與釋股方式:各國之比較」,台灣經濟預測與政策,中央研究院經研所,第二十九卷,第一期,1997。
42. Ma, Tai, "The Tax and Distributional Effects of ESOP - An Empirical Analysis of the Effect on Stock Prices of The Employee Stock Plans in Taiwan", Journal of Financial Studies, Vol.3, No.2, January 1996, pp.49-62. [TSSCI]
43. 馬黛、陳效踐,「台灣股市異常交易監視制度與股價行為關係之實務研究」,中國財務學刊,第三卷,第一期,1995、7月,pp.69-93。 [TSSCI]
44. Ma, Tai and H. J. Chen, "Stock Market Surveillance and Market Performance: The Case of Taiwan ", Asia Pacific Journal of Management. Vol. 11, No.2, 1994, pp.305-325.
45. Ma, Tai, "Price Limits, Margin Requirements and Stock Market Volatility", Research in International Business and Finance, Vol. 5, 1993, pp.229-252.
46. Ma, Tai, "On the Determinants of Stock Market Volatility: An Empirical Analysis of the Taiwan Stock Market", Pacific-Basin Capital Markets Research, Vol. III, 1992, pp.343-358.
47. Ma, Tai, "From Insider Trading Regulations to Insider Trading Profits: Case of Taiwan", (in Chinese), Journal of Management, Vol. 7, No. 2, 1990, pp.87-102. [TSSCI]
48. Ma, Tai, "The Relationships between Market Value, P/E Ratio, Trading Volume, and the Stock Return of Taiwan Stock Exchange", (with T.Y. Shaw), Pacific-Basin Capital Markets Research. Vol. I, 1990, pp.313-335.
49. 馬黛、孫國良,「股票市場管制政策之探討」,科學發展月刊,第十九卷,第一期,1990,pp.25-33。
50. 馬黛,「淺論內線交易之意義及影響」,證券市場發展季刊創刊號,January 1989,pp.112-117。 [TSSCI]
51. Ma, Tai, R. S. Hansen and J. Pinkerton, "The Allocation Ratio Decision in the Underwritten Rights Offering", Research in Finance, Vol.7, 1988, pp.201-225.
52. 馬黛、魏秀容,「鉅額交易價格效果之探討」,管理學報,1988,pp.125-141。[TSSCI]
53. Ma, Tai, R. S. Hansen and J. Pinkerton, “On the Rightholder’s Subscription to the Underwritten Rights Offering”, Journal of Banking and Finance, Vol.10, No.4, 1986. [SSCI]
B. 送審中之論文
1. Tai Ma, and Yaling Lin, "The Relationship between Pre-trade Transparency, Order Imbalance and Investors’ Behavioral Biases"
2. Ma, Tai, and Tsai, I-chuni, “The information content of order imbalance: A comparison between normal trading hours and after-hours”
3. Ma, Tai, and I-chun Tsai, “A dynamic model of order execution and the intraday cost of limit orders”, submitted to Journal of Management & Systems .
4. Ma, Tai and Hung, M. C., “ Multi-period Effects of Transparency on Market Quality in the Order-driven Market with Uninformed Traders: Endogenous Information Acquisition”, submitted to Applied Economics Letters [ISI] .
5. 馬黛、林欣怡,「公司資訊透明度與權益資金成本之關係探討」。
6. 馬黛、 蔡怡純,「委託單驅動市場之投單策略分析」,投稿至台灣管理學刊。
7. 馬黛、 蔡怡純,「委託單趨動市場中延長交易時間對交易者投單策略的影響」,投稿至台灣金融財務季刊。
8. Ma, Tai and Josephine Yang, “Measuring the probability of informed trading in a call auction market and A comprehensive analysis on the determinants of informed trading”.
9. Ma, Tai and Pei Ru Tsai, “Are Initial Return and IPO Discount the Same Thing? A Comparison of Direct Public Offerings and Underwritten IPOs”.
10. Ma, Tai, Yuanshing Liao and Felicia Lee, “The Determination of the Price Drop Ratio on Ex-divdend Day: Tax or Noise Trading?”.
11. Ma, Tai, "An International Comparison of IPO Returns of State-owned and Privately-owned Firms"
12. Ma, Tai and C.Y. Hong, "The Issuer’s Decision of IPO Mechanism: Fixed Price versus Auction"
13. Ma, Tai and Ming-Chien Wu, "The Causes and Decomposition of Volatility Spillover of
14. Ma, Tai, M.H. Hsieh and J.H. Chen, "The Probability of Informed Trading and the Performance of Stock in an Order-Driven Market".