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題名:市場區隔與股票異常報酬之研究--中國大陸A、B股市場
書刊名:中國財務學刊
作者:葉銀華 引用關係陳韋均
作者(外文):Yeh, Yin-huaChen, Wei-chun
出版日期:2001
卷期:9:2
頁次:頁39-65
主題關鍵詞:市場區隔資產定價事件研究中國大陸股市Market segmentationAsset pricingEvent studyChina stock markets
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:64
期刊論文
1.Jayaraman, N.、Shastri, K.、Tandon, K.(1993)。The Impact of International Cross Listings on Risk and Return: The Evidence from American Depository Receipts。Journal of Banking and Finance,17(1),91-103。  new window
2.Foerster, Stephen R.、Karolyi, George Andrew(1999)。The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States。The Journal of Finance,54(3),981-1013。  new window
3.Alexander, Gordon J.、Eun, Cheol S.、Janakiramanan, Sundaram(1988)。International listings and stock returns: Some empirical evidence。The Journal of Financial and Quantitative Analysis,23(2),135-151。  new window
4.Amihud, Y.、Mendelson, H.(1986)。Asset pricing and the bid-ask spread。Journal of Financial Economics,17(2),223-249。  new window
5.Bailey, W.、Jagtiani, J.(1994)。Foreign Ownership Restrictions and Stock Prices in the Thai Capital Market。Journal of Financial Economics,36(1),57-87。  new window
6.Hietala, P. T.(1989)。Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market。Journal of Finance,44(3),697-718。  new window
7.Ma, X.(1996)。Capital Controls, Market Segmentation and Stock Prices: Evidence from the Chinese Stock Market。Pacific-Basin Finance Journal,4(2/3),219-239。  new window
8.Chui, A.、Kwok, C.(1998)。Cross-autocorrelation between A Shares and B Shares in the Chinese Stock Market。Journal of Financial Research,21(3),333-353。  new window
9.Copeland, Thomas E.、Mayers, David(1982)。The Value Line Enigma (1965-1978): A Case Study of Performance Evaluation Issues。Journal of Financial Economics,10(3),289-321。  new window
10.Duggal, Rakesh、Millar, James A.(1999)。Institutional Ownership and Firm Performance: The Case of Bidder Returns。Journal of Corporate Finance,5(2),103-117。  new window
11.Merton, Robert C.(1987)。A simple model of capital market equilibrium with incomplete information。The Journal of Finance,42(3),483-510。  new window
12.Brown, Stephen J.、Warner, Jerold B.(1985)。Using Daily Stock Returns: The Case of Event Studies。Journal of Financial Economics,14(1),3-31。  new window
13.Bailey, W.(1994)。Risk and Return on China's New Stock Markets: Some Preliminary Evidence。Pacific-Basin Finance Journal,2(2),243-260。  new window
14.Foerster, Stephen R.、Karolyi, G. Andrew(1993)。International Listings of Stocks: The Case of Canada and the US。Journal of International Business Studies,24(4),763-784。  new window
15.Howe, J. S.、Kelm, K.(1987)。The stock price impacts of overseas listings。Financial Management,16,51-56。  new window
16.Lau, S. T.、Diltz, D.、Apilado, V.(1994)。Valuation Effects of International Stock Exchange Listings。Journal of Banking & Finance,18,743-761。  new window
17.Lee, I.(1991)。The Impact of Overseas Listing on Shareholder Wealth: The Case of the London and Toronto Stock Exchanges。Journal of Business Finance & Accounting,18,583-592。  new window
18.Poon, P. H.、Firth, M.、Fung, H. G.(1998)。Asset Pricing in Segmented Capital Markets: Preliminary Evidence from China-domiciled Companies。Pacific-Basin Finance Journal,6,307-319。  new window
19.Domowitz, I.、Glen, J.、Madhavan, A.(1997)。Market Segmentation and Stock Prices: Evidence from an Emerging Market。Journal of Finance,52(3),1059-1086。  new window
會議論文
1.Wei, K. C.、Chen, C. W.(2000)。Does Quality of Accounting Standards Improve Value-Relevance of Accounting Information in Emerging Markets? Evidence from China's A-, B- And H-Share Markets。Shanghai, PRC。  new window
2.Fang, Z.、Ho, Y. K.(1996)。Dual Listing Impact of A Share in the Shanghai Stock Exchange on H Shares in the Stock Exchange of Hong Kong。Kaohsiung。  new window
3.Fang, A.(1998)。Dual listing impacts on Chinese stock returns: Shanghai and Hong Kong。Tokyo, Japan。  new window
4.Shang, J.、O'Brien, T.(1997)。China's Equity Markets: An Analysis of Same Company A-share and B-share Prices, 1993-1996。Shanghai, PRC。  new window
5.Yeh, Y. H.、Lee, T. S.、Pen, J. F.(1999)。Stock Returns and Volatilities under Market Segmentation - The Case of Chinese A, B Shares。Melbourne, Australia。  new window
6.Zhang, Jianhua(1998)。The Information Effects of Different Types of Shares Offerings: An Event Study of Chinese A & B Shares。Tokyo, Japan。  new window
 
 
 
 
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