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題名:公共訊息的資訊內涵對買賣行為的影響
書刊名:創新與管理
作者:李顯儀 引用關係吳幸姬
作者(外文):Lee, Hsien-yiWu, Hsing-chi
出版日期:2006
卷期:3:1
頁次:頁187-208
主題關鍵詞:公共訊息資訊內涵多頭市場空頭市場買賣行為Public newsInformation contentBull marketBear marketTrading behavior
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:10
  • 點閱點閱:16
期刊論文
1.Kim, S.、In, F.(2002)。The Influence of Foreign Stock Markets and Macroeconomic News Announcements on Australian Financial Markets。Pacific-Basin Finance Journal,10,571-582。  new window
2.李顯儀、吳幸姬(20050900)。臺灣股票市場中訊息的反應與傳遞效果之研究。輔仁管理評論,12(3),71-94。new window  延伸查詢new window
3.Abraham, A.、Ikenberry, D. L.(1994)。The individual investor and the weekend effect。Journal of Financial and Quantitative Analysis,29(2),263-278。  new window
4.Andersen, T. G.(1996)。Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility。Journal of Finance,51,170-204。  new window
5.Balduzzi, P.、Elton, E. J.、Green, T. C.(2001)。Economic News and Bond Prices: Evidence from the U.S. Treasury Market。Journal of Financial and Quantitative Analysis,36,523-543。  new window
6.Bamber, L. S.、Cheon, Y. S.(1995)。Differential Price and Volume Reactions to Accounting Earnings Announcements。The Accounting Review,70(3),417-441。  new window
7.Boyd J. H.、Hu, J.、Jagannathan, R.(2005)。The Stock Market’s Reaction to Unemployment News: Why Bad News Is Usually Good For Stocks。Journal of Finance,60(2),649-671。  new window
8.Bradford, B. M.、Robison, H. D.(1997)。Abnormal Returns, Risk, and Financial Statement Data: The Case of the Iraqi Invasion of Kuwait。Journal of Economics and Business,49,193-204。  new window
9.Castanias, R. P.(1979)。Macroinformation and the Variability of Stock Market Prices。Journal of Finance,34,439-450。  new window
10.Chan, W. S.(2003)。Stock Price Reaction to News and No-news: Drift and Reversal after Headlines。Journal of Financial Economics,70,223-260。  new window
11.Christons, P.、David, A. S.、Harry, J. T.(2000)。Political elections and resolytion of uncertainty: The international evidence。Journal of Banking and Finance,24,1575-1604。  new window
12.Figlewski, S.(1982)。Information diversity and market behavior。Journal of Finance,37(1),87-102。  new window
13.Green, T. C.(2004)。Economic News and the Impact of Trading on Bond Prices。Journal of Finance,59(3),1201-1234。  new window
14.Hon, M. T.、Strauss, J.、Yong, S. K.(2004)。Contagion in Financial Markets after September 11: Myth or Reality。Journal of Financial Research,27(1),95-114。  new window
15.Jagannathan, R.、Kubota, K.、Takehara, H.(1998)。Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market。Journal of Business,71,319-347。  new window
16.Kadiyala, P.、Rau, P. R.(2004)。Investor Reaction to Corporate Event Announcements: Underreaction or Overreaction。Journal of Business,77(2),357-386。  new window
17.Kalev, P. S.、Liu, W. M.、Pham, P. K.、Jamecic, E.(2004)。Public Information Arrival and Volatility of Intraday Stock Returns。Journal of Banking and Finance,28,1441-1467。  new window
18.Kim, Oliver、Verrecchia, Robert E.(1991)。Market Reaction to Anticipated Announcements。Journal of Financial Economics,30(2),273-309。  new window
19.McQueen, G.、Roley, V. V.(1993)。Stock Prices, News, and Business Conditions。Review of Financial Studies,6,683-707。  new window
20.Mitchell, Mark L.、Mulherin, J. Harold(1994)。The Impact of Public Information on the Stock Market。The Journal of Finance,49(3),923-950。  new window
21.Nofsinger, J. C.(2001)。The Impact of Public Information on Investors。Journal of Banking and Finance,25,1339-1366。  new window
22.Sprecher, C. R.、Pertl, M. A.(1983)。Large Losses, Risk Management and Stock Prices。Journal of Risk and Insurance,50,107-117。  new window
23.Harris, M.、Raviv, A.(1993)。Difference of opinion make a horse race。Review of Financial Studies,6(3),473-506。  new window
24.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
25.Pearce, Douglas K.、Roley, V. Vance(1985)。Stock Prices and Economic News。Journal of Business,58(1),49-67。  new window
26.Beaver, William H.(1968)。The Information Content of Annual Earnings Announcements。Journal of Accounting Research,6,67-92。  new window
27.Fabozzi, Frank J.、Francis, Jack C.(1979)。Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination。Journal of Finance,34(5),1243-1250。  new window
28.Blanchard, Olivier J.(1981)。Output, the Stock Market, and Interest Rates。American Economic Review,71(1),132-143。  new window
29.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
研究報告
1.Adams, G.、Mcqueen, G.、Wood, R.(1999)。The effect of inflation news on high frequency stock returns。Brigham Young University。  new window
2.Cao, H. H.、Evans, M. D. D.、Lyons, R. K.(2002)。Inventory Information。University of California, Berkeley。  new window
3.Fleming, M. J.、Remoiona, E. M.(1998)。The term structure of announcement effects。Federal Reserve Bank of New York。  new window
4.Krueger, A. B.(1996)。Do markets respond more to more reliable labor market data? A test of market rationality。  new window
5.Lin, Y. C.(1998)。Market Trading Volume and Price Reaction to Public Information。University of Syracuse。  new window
6.Jagannathan, R.、Wang, Z.(1993)。The CAPM is alive and well。Federal Reserve Bank of Minneapolis。  new window
學位論文
1.劉瑄儀(2002)。我國綜合證券商研究人員資訊尋求行為研究(碩士論文)。輔仁大學,新北。  延伸查詢new window
2.張珍鳳(1995)。美國總體經濟消息宣告對亞洲股市影響之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
3.李慧娟(2001)。定期與不定期訊息宣告對股市波動影響之實証研究(碩士論文)。高雄第一科技大學。  延伸查詢new window
4.林玉婷(2004)。總體變數與重大事件對台灣國際投資的影響(碩士論文)。國立成功大學。  延伸查詢new window
5.林佐郁(2000)。美國上市公司股票行為之再驗證:在一重大事件之後的短期和長期表現之實證研究(碩士論文)。國立中正大學。  延伸查詢new window
6.洪仁輝(2002)。臺灣地區上市公司短期股價行為之研究--將臺灣證券交易所公佈事件作分類(碩士論文)。國立中央大學。  延伸查詢new window
7.陳柔汶(2004)。第二次波斯灣戰爭事件對股票異常報酬影響之研究(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
8.廖榮達(2004)。選舉與亞洲金融風暴對台灣股匯市之跳躍風險(碩士論文)。淡江大學。  延伸查詢new window
9.余慧玲(1998)。經濟事件與非經濟事件對於股市的影響(碩士論文)。國立成功大學。  延伸查詢new window
10.趙尊敏(2002)。中央銀行干預及總體經濟訊息變數對匯率波動性的影響(碩士論文)。國立暨南國際大學。  延伸查詢new window
11.吳宜勳(1999)。公開資訊對我國即期及遠期外匯市場的影響(碩士論文)。國立中正大學。  延伸查詢new window
圖書
1.Beaver, W. H.(1989)。Financial Reporting: An Accounting Revolution。Prentice-Hall。  new window
 
 
 
 
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