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題名:A Simple Information Releases Model in the Presence of Correlated Public and Private Information
書刊名:臺灣管理學刊
作者:張宮熊吳欽杉
作者(外文):Chang, Alex Kung-hsiungWu, Chin-shun
出版日期:2002
卷期:2:1
頁次:頁69-89
主題關鍵詞:多元訊息連續揭露模型公開訊息私有訊息Sequential multi-information releases modelPublic informationPrivate information
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 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:0
  • 共同引用共同引用:0
  • 點閱點閱:13
期刊論文
1.Bhushan, R.(1989)。Collection of Information about Publicly Traded Firms。Journal of Accounting & Economics,11(2),183-206。  new window
2.Diamond, Douglas W.、Verrecchia, Robert E.(1987)。Constraints on short-selling and asset price adjustment to private information。Journal of Financial Economics,18(2),277-311。  new window
3.Grossman, S. J.(1977)。The existence of futures markets, noisy rational expectations and informational externalities。Review of Economic Studies,44,431-449。  new window
4.Admati, Anat R.(1985)。A Noisy Rational Expectations Equilibrium for Multi-asset Securities Markets。Econometrica,53(3),629-657。  new window
5.Bagehot, Walter(1971)。The only game in town。Financial Analysts Journal,27(2),12-22。  new window
6.Hellwig, Martin F.(1980)。On the aggregation of information in competitive markets。Journal of Economic Theory,22,477-498。  new window
7.He, H.、Wang, J.(1995)。Differential information and dynamic behavior of stock trading volume。Review of Financial Studies,8(4),919-972。  new window
8.Beaver, William H.(1968)。The Information Content of Annual Earnings Announcement。Journal of Accounting Research,6(Suppl.),67-92。  new window
9.Grossman, S. J.(1976)。On the efficiency of competitive stock markets where traders have diverse information。The Journal of Finance,31(2),573-583。  new window
10.Holthausen, R. W.、Verrecchia, R. E.(1988)。The Effect of Sequential Information Releases on the Variance of Price Changes in an Intertemporal Multi-Asset Market。Journal of Accounting Research,26(1),82-106。  new window
11.Grundy, B. D.、McNichols, M.(1989)。Trade and the Revelation of Information Through Prices and Direct Disclosure。Review of Financial Studies,2(4),495-526。  new window
12.Holden, Craig W.、Subrahmanyam, Avanidhar(1992)。Long-lived Private Information and Imperfect Competition。The Journal of Finance,47(1),247-270。  new window
13.Foster, G.(1981)。Intra-industry information transfers associated with earnings releases。Journal of Accounting and Economics,3(3),201-232。  new window
14.Freeman, R. N.(1987)。The Association between Accounting Earnings and Security Returns for Large and Small Firms。Journal of Accounting and Economics,9(2),195-228。  new window
15.Grossman, Sanford J.、Stiglitz, Joseph E.(1980)。On the Impossibility of Informationally Efficient Markets。The American Economic Review,70(3),393-408。  new window
16.Holthanse, Robert W.、Verrecchia, Robert E.(1990)。The effect of informedness and consensus on price and volume behavior。The Accounting Review,65(1),191-208。  new window
17.Kim, Oliver、Verrecchia, Robert E.(1991)。Trading Volume and Price Reactions to Public Announcements。Journal of Accounting Research,29(2),302-321。  new window
18.Glosten, Lawrence R.、Milgrom, Paul R.(1985)。Bid, ask and transaction prices in a specialist market with heterogeneously informed traders。Journal of Financial Economics,14(1),71-100。  new window
圖書
1.O'Hara, Maureen(1995)。Market Microstructure Theory。Cambridge, Massachusetts:Basil Blackwell Publisher Inc.。  new window
2.Theil, Henri(1971)。Principles of Econometrics。New York:John Wiley & Sons。  new window
其他
1.Admati, A.R., Bhattacharya, S., Pfliederer, P., & Ross, S.A.(1990)。n Timing and Selectivity, in Frontiers of Finance, ed。  new window
2.Admati, A.R., & Pfliederer, P.(1988)。A Theory of Intraday Patters: Volume and Price Variability。  new window
3.Atiase, R.K.(1985)。Pre-disclosure Information, Firm Capitalization, and Security Price Behavior around Earnings Announcements。  new window
4.Chang, K.H., Wu, C.S., & Lin, T.Y.(1998)。Intra-Market Transmission in Taiwan Stock Market。  new window
5.Chang, K.H., Wu, C.S., & Lin, T.Y.(1998)。Intra-Market Transmission in Taiwan Stock Market: an Empirical Investigation on Upstair and Downstair Period。  new window
6.Diamond, D.W., & Verrecchia, R.E.(1981)。Information Aggregation in a Noisy Rational Expectations Economy。  new window
7.Grant, E.(1980)。Market Implications of Differential Amounts of Interim Information。  new window
8.Lang, L.H., Litzenberger, R.H. & Madrigal, V.(1992)。Testing Financial Market Equilibrium under Asymmetric Information。  new window
9.Lauterbach, B.(1989)。Consumption Volatility, Production Volatility, Spot-rate Volatility and the Returns on Treasury Bills and Bonds。  new window
10.Li, Y.(1998)。Expected Stock Returns, Risk Premiums and Volatilities of Economic Factors。  new window
11.Lintner, J.(1969)。The Aggregation of Investor’s Diverse Judgements and Preferences in Purely Competitive Security Markets。  new window
12.Lundholm, R.J.(1988)。Price-Signal Relations in the Presence of Correlated Public and Private Information。  new window
13.Milgrom, P., & Stokey, N.(1982)。Information, Trade and Common Knowledge。  new window
14.Pincus, M.(1983)。Information Characteristics of Earnings Announcements and Stock Market Behavior。  new window
15.Ro, B.T.(1984)。Firm Size and Information Content of Actual Earnings Announcements。  new window
16.Shanken, J.(1990)。Intertemporal Asset Pricing: an Empirical Investigation。  new window
17.Stapleton, R.C. & Subrahmanyam, M.G.(1978)。A Multiperiod Equilibrium Asset Pricing Model。  new window
18.Verrecchia, R.E.(1982)。Information Acquisition in a Noisy Rational Expectations Economy。  new window
 
 
 
 
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