期刊論文1. | Cosh, A.、Hughes, A.(1997)。Executive Remuneration, Executive Dismissal and Institutional Shareholdings。International Journal of Industrial Organization,15(4),469-492。 |
2. | Davidson, H. I.、Wn, D. L. W.、Cheng, L.(1990)。Key Executive Succession and Stockholder Wealth: The Influence of Successor's Origin。Position, and Age. Journal of Management,16(3),647-664。 |
3. | Hiraki, T.、Maberly, E. D.、Akezawa, N. T.(1995)。The Information Content of End-of-the-Day Index Futures Returns: International Evidence form the Osaka Nikkei 225 Futures Contract。Journal of Banking and Finance,19(5),921-936。 |
4. | Pantzalis, Christos、Stangeland, David A.、Turtle, Harry J.(2000)。Political Elections and the Resolution of Uncertainty: The International Evidence。Journal of Banking and Finance,24(10),1575-1604。 |
5. | Engle, R. F.(1990)。Discussion: Stock Market Volatility and The Crash of 87。Review of Financial Studies,3,109-106。 |
6. | Reinganum, M. R.(1985)。The effects of executive succession on stockholder wealth: A reply。Administrative Science Quarterly,30,375-376。 |
7. | Akaike, H.(1981)。Likelihood of a Model and Information Critera。Journal of Econometrics,16,3-14。 |
8. | Calvet, A.、Rahman, A.(1995)。Persistence of Stock Return Volatility in Canada, Canadian。Journal of Administrative Sciences,12,224-237。 |
9. | Gemmill, G.(1992)。Political Risk and Market Efficiency: Tests Based in British Stock and Options Markets in the 1987 Election。Journal of Banking and Finance,16,211-231。 |
10. | Hentschel, L.(1995)。All in the Family Nesting Symmetric and Asymmetric GARCH Models。Journal of Financial Economics,39(1),71-104。 |
11. | Lamoureux, C. G.、Lastrapes, W. D.(1990)。Heteroscedasticity in the Stock Return Data: Volume versus GARCH Effects。The Journal of Finance,45,221-229。 |
12. | Patel, S. A.、Sarkar, A.(1998)。Crises in Developed and Emerging Stock Markets。Financial Analysts Journal,54(6),50-61。 |
13. | Aggarwal, C.、Inclan, C.、Lean, R.(1999)。Volationity in Emerging Stock Markets。Journal of Finacical and Quantitative Analysis,34(1),33-55。 |
14. | Cover, J. P.、VanHoose, D. D.(2000)。Political Pressure and the Choice of the Optimal Monetary Policy Instrument。Journal of Economics and Business,52(4),325-341。 |
15. | Edwards, F. R.(1988)。Studies of the 1987 Stock Market Crash: Review and Appraisal。Journal of Financial Service Research,1,231-251。 |
16. | Grusky, O.(1963)。Managerial Succession and Organizational Effectiveness。American Journal of Sociology,69(1),21-31。 |
17. | Guest, R. H.(1962)。Managerial Succession in Complex Organizations。American Journal of Sociology,68,47-54。 |
18. | Nordhaus, William D.(1975)。The Political Business Cycle。The Review of Economic Studies,42(2),169-190。 |
19. | Suchard, Jo-Ann、Singh, Manohar、Barr, Robert(2001)。The Market Effects of CEO Turnover in Australian Firms。Pacific-Basin Finance Journal,9(1),1-27。 |
20. | Wigmore, Barrie A.(1998)。Revisiting the October 1987 Crash。Financial Analysts Journal,54(1),36-49。 |
21. | Worrell, D. L.、Davidson III, W. N.(1987)。The Effect of CEO Succession on Stockholder Wealth in Large Firms Following the Death of the Predecessor。Academy of Management Journal,13,509-515。 |
22. | Engle, R. F.(1982)。Autoregressive Conditional Heteroske- dasticity with Estimates of the Variance of U.K. Inflation。Econometrica,50(4),987-1008。 |
23. | Zakoian, Jean-Michel(1994)。Threshold Heteroskedastic Models。Journal of Economic Dynamics and Control,18(5),931-955。 |
24. | Gamson, W.、Scotch, N.(1964)。Scapegoating in baseball。American Journal of Sociology,70,69-72。 |
25. | Berndt, Ernst R.、Hall, Bronwyn H.、Hall, Robert E.、Hausman, Jerry A.(1974)。Estimation and Inference in Nonlinear Structural Models。Annals of Economic and Social Measurement,3(4),653-665。 |
26. | Braun, P. A.、Nelson, D. B.、Sunier, A. M.(1995)。Good News, Bad News, Volatility, and Betas。Journal of Finance,50(5),1575-1603。 |
27. | Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics,6(2),461-464。 |
28. | Fornari, F.、Mele, A.(1997)。Sign- and volatility-switching ARCH models: Theory and applications to international stock markets。Journal of Applied Econometrics,12(1),49-65。 |
29. | Rabemananjara, R.、Zakoïan, J. M.(1993)。Threshold ARCH Models and Asymmetries in Volatility。Journal of Applied Econometrics,8,31-49。 |
30. | Bratsiotis, George J.(2000)。Political Parties and Inflation in Greece: The Metamorphosis of the Socialist Party on the Way to EMU。Applied Economics Letters,7(7),451-454。 |
31. | Lamb, R. P.、Ma, K. C.、Pace, R. D.、Kennedy, W. F.(1997)。The Congressional Calendar and Stock Market Performance。Financial Services Review,6(1),19-25。 |
32. | Engle, Robert F.、Ng, Victor K.(1993)。Measuring and testing the impact of news on volatility。The Journal of Finance,48(5),1749-1778。 |
33. | French, Kenneth R.、Schwert, G. William、Stambaugh, Robert F.(1987)。Expected stock returns and volatility。Journal of Financial Economics,19(1),3-29。 |
34. | Akgiray, Vedat(1989)。Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts。The Journal of Business,62(1),55-80。 |
35. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。 |
36. | Bollerslev, Tim(1987)。A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return。The Review of Economics and Statistics,69(3),542-547。 |
37. | 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。 |
38. | Ding, Zhuanxin、Granger, Clive W. J.、Engle, Robert F.(1993)。A long memory property of stock market returns and a new model。Journal of Empirical Finance,1(1),83-106。 |
39. | Campbell, John Y.、Hentschel, Ludger(1992)。No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns。Journal of Financial Economics,31(3),281-318。 |
40. | Nelson, Daniel B.(1991)。Conditional Heteroskedasticity in Asset Returns: A New Approach。Econometrica: Journal of the Econometric Society,59(2),347-370。 |
41. | Glosten, Lawrence R.、Jagannathan, Ravi、Runkle, David E.(1993)。On the Relation Between the Expected Value and the Volatility on the Nominal Excess Returns on Stocks。Journal of Finance,48(5),1779-1801。 |