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題名:庫藏股宣告效應之實證分析
書刊名:朝陽學報
作者:金鐵英 引用關係
作者(外文):Jin, Tiein
出版日期:2002
卷期:7:2
頁次:頁1-26
主題關鍵詞:事件研究庫藏股宣告效應Event studyStock repurchaseAnnouncement effect
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(6) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:5
  • 共同引用共同引用:0
  • 點閱點閱:34
期刊論文
1.Ofer, A. R.、Thakor, A. V.(1987)。A theory of stock price responses to alternative corporate cash disbursement methods: stock repurchases and dividends。Journal of Finance,42,365-394。  new window
2.Ashley, J.(1962)。Stock prices and changes in earnings and dividends: some empirical results。Journal of Political Economy,70(1),82-85。  new window
3.Wiggins, J. B.(1994)。Open market stock repurchase programs and liquidity。Journal of Financial Research,17(2),217-229。  new window
4.Barclay, M.、Litzenberger, R.(1988)。Announcement Effects of New Equity Issues and the Use of Intraday Price Data。Journal of Financial Economics,21,71-100。  new window
5.Barker, C.(1956)。Effective Stock Splits。Harvard Business Review,34,101-106。  new window
6.Barker, C.(1957)。Stock Splits in a Bull Market。Harvard Business Review,35,72-79。  new window
7.Barker, C.(1958)。Evaluation of Stock Dividends。Harvard Business Review,36,99-114。  new window
8.Brown, S.、Weinstein, M.(1985)。Derived Factors in Event Studies。Journal of Financial Economics,14,491-495。  new window
9.Choi, D.、Chen, S.(1997)。The Differential Information Conveyed by Share Repurchase Tender Offers and Dividend Increases。Journal of Financial Research,20,529-543。  new window
10.Collins, D.、Dent, W.(1984)。A Comparison of Alternative Testing Methodologies Used in Capital Market Research。Journal of Accounting Research,22,48-84。  new window
11.Corrado, C.(1989)。A Nonparametric Test for Abnormal Security Price Performance in Event Studies。Journal of Financial Economics,23,385-395。  new window
12.Dann, L. Y.(1981)。Common Stock Repurchases: An Analysis of Returns to Bondholders and Stockholders。Journal of Financial Economics,9,113-138。  new window
13.Dann, L. Y.、Masulis, R. W.、Mayers, D.(1991)。Repurchase Tender Offers and Earnings Information。Journal of Accounting and Economics,14(3),217-251。  new window
14.Dolley, J.(1933)。Characteristics and Procedure of Common Stock Split-Ups。Harvard Business Review,316-326。  new window
15.Jain, P.(1986)。Analyses of the Distribution of Security Market Model Prediction Errors for Daily Returns Data。Journal of Accounting Research,24,76-96。  new window
16.Kane, E.、Unal, H.(1988)。Change in Market Assessments of Deposit-Institution Riskiness。Journal of financial Services Research,1,207-229。  new window
17.Liu, Chao-Shin、Ziebart, David A.(1997)。Returns and Open Market Stock Repurchases Announcements。The Financial Review,32,709-728。  new window
18.Malatesta, P.、Thompson, R.(1985)。Partially Anticipated Events: A Model of Stock Price Reactions with an Application to Corporate Acquisitions。Journal of Financial Economics,14,237-250。  new window
19.Morse, D.(1984)。An Econometric Analysis of the Choice of Daily versus Monthly Returns in Tests of Information Content。Journal of Accounting Research,22,605-623。  new window
20.Myers, J.、Bakay, A.(1948)。Influence of Stock Split-Ups on Market Price。Harvard Business Review,251-265。  new window
21.Rozeff, M. S.、Zaman, M. A.(1988)。Market Efficiency and Insider Trading: New Evidence。Journal of Business,61,25-44。  new window
22.Tsetsekos, G. P.、Kaufman, D. J.、Gitman, L. J.(1991)。A Survey of Stock Repurchase Motivations and Practices of Major U.S. Corporations。The Journal of Applied Business Research,7,15-21。  new window
23.Vermaelen, T.(1981)。Common Stock Repurchases and Market Signaling。Journal of Financial Economics,9,139-183。  new window
24.Bartov, E.(1991)。Open-Market Stock Repurchases as Signals for Earnings and Risk Changes。Journal of Accounting and Economics,14(3),275-294。  new window
25.Bernard, V. L.(1987)。Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research。Journal of Accounting Research,25(1),1-48。  new window
26.Comment, R.、Jarrell, G. A.(1991)。The Relative Signalling Power of Dutch-Auction and Fixed-Price Self-Tender Offers and Open-Market Share Repurchases。The Journal of Finance,46(4),1243-1271。  new window
27.Ikenberry, D. L.、Lakonishok, J.、Vermaelen, T.(1995)。Market underreaction to open market share repurchases。Journal of Financial Economics,39,181-208。  new window
28.Medury, P. V.、Bowyer, L. E.、Srinivasan, V.(1992)。Stock Repurchase: A Multivariate Analysis of Repurchasing Firms。Quarterly Journal of Business and Economics,31,21-44。  new window
29.Netter, J. M.、Mitchell, M. L.(1989)。Stock-Repurchase Announcement and Insider Transactions after the October 1987 Stock Market Crash。Financial Management,18(3),84-96。  new window
30.Penman, Stephen H.(1982)。Insider Trading and the Dissemination of Firms' Forecast Information。Journal of Business,55(4),479-503。  new window
31.Raad, E.、Wu, H. K.(1995)。Insider Trading Effects on Stock Returns Around Open-market Stock Repurchase Announcements: An Empirical Study。Journal of Finaincial Research,18,45-57。  new window
32.Schipper, K.、Thompson, R.(1983)。The impact of merger-related regulations on the shareholders of acquiring firms。Journal of Accounting Research,21,184-221。  new window
33.Schipper, K.、Thompson, R.(1985)。The Impact of Merger-Related Regulations Using Exact Test Statistics。Journal of Accounting Research,23,408-415。  new window
34.Tsetsekos, G. P.(1993)。Valuation Effects of Open Market Stock Repurchases for Financially Weak Firms。Review of Financial Economics,2(2),29-42。  new window
35.Vermaelen, T.(1984)。Repurchase tender offers, signaling and managerial incentives。Journal of Financial and Quantitative Analysis,19,163-181。  new window
36.Wansley, J. W.、Lane, W. R.、Sarkar, S.(1989)。Managements' View on Share Repurchase and Tender Offer Premiums。Financial Management,18,97-110。  new window
37.Stephens, Clifford P.、Weisbach, Michael S.(1998)。Actual share reacquisitions in open market repurchase programs。Journal of Finance,53(1),313-333。  new window
38.Fama, Eugene F.、French, Kenneth R.(1995)。Size and Book-to-Market Factors in Earnings and Returns。The Journal of Finance,50(1),131-155。  new window
39.Ball, Ray、Brown, Philip(1968)。An Empirical Evaluation of Accounting Income Numbers。Journal of Accounting Research,6(2),159-178。  new window
40.Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance,51(1),55-84。  new window
41.Stambaugh, Robert F.、Blume, Marshall E.(1983)。Biases in Computed Returns: An Application to the Size Effect。Journal of Financial Economics,12(3),387-404。  new window
42.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。  new window
43.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
44.Bollerslev, Tim、Chou, Ray Y.、Kroner, Kenneth F.(1992)。ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence。Journal of Econometrics,52(1/2),5-59。  new window
45.Brown, Stephen J.、Warner, Jerold B.(1980)。Measuring security price performance。Journal of Financial Economics,8(3),205-258。  new window
46.Fama, Eugene F.、Fisher, Lawrence、Jensen, Michael C.、Roll, Richard J.(1969)。The adjustment of stock prices to new information。International Economic Review,10(1),1-21。  new window
47.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
48.Scholes, Myron、Williams, Joseph T.(1977)。Estimating Betas from Nonsynchronous Data。Journal of Financial Economics,5(3),309-327。  new window
49.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
圖書
1.Sharpe, W.、Alexander, G.、Bailey, J.(1995)。Investments。Englewood Cliffs:Prentice-Hall。  new window
2.Sharpe, William F.(1970)。Portfolio Theory and Capital Markets。New York:McGraw-Hill Book Company。  new window
 
 
 
 
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