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題名:臺灣可轉換公司債市場異常報酬之研究
書刊名:朝陽商管評論
作者:楊朝成陳宏銓劉任昌 引用關係
作者(外文):Yang, Chau-chenChen, AdamLiu, Jen-chang
出版日期:2006
卷期:5:2
頁次:頁1-20
主題關鍵詞:可轉換公司債異常報酬違約風險投資Convertible corporate bondsAbnormal returnsDefault riskInvestment
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:15
期刊論文
1.Ammann, M.、Kind, A.、Wilde, C.(2003)。Are convertible bonds underpriced? An analysis of the French market。Journal of Banking and Finance,27(4),635-654。  new window
2.Ayache, E.、Forsyth, P. A.、Vetzal, K. R.(2003)。Valuation of convertible bonds with credit risk。Journal of Derivatives,11(1),9-29。  new window
3.Brennan, M. J.、Schwartz, E. S.(1977)。Convertible bonds: Valuation and optimal strategies for call and conversion。Journal of Finance,32(5),1699-1715。  new window
4.Brennan, M. J.、Schwartz, E. S.(1980)。Analyzing convertible bonds。Journal of Financial and Quantitative Analysis,15(4),907-927。  new window
5.Brennan, M. J.、Schwartz, E. S.(1988)。The case for convertibles。Journal of Applied Corporate Finance,1(2),55-64。  new window
6.Brigham, Eugene(1966)。An analysis of convertible debentures: Theory and some empirical evidence。Journal of Finance,21(1),35-54。  new window
7.Carayannopoulos, P.(1996)。Valuing convertible bonds under the assumption of stochastic interest rates: An empirical investigation。Quarterly Journal of Business and Economics,35(3),17-31。  new window
8.Carayannopoulos, P.、Kalimipalli, M.(2003)。Convertible bond prices and inherent biases。Journal of Fixed Income,13(4),64-73。  new window
9.Cornell, W. B.(1977)。Are deep discount convertibles underpriced?。Journal of Portfolio Management,3(3),55-57。  new window
10.Green, R. C.(1984)。Investment incentives, debt and warrants。Journal of Financial Economics,13(1),115-136。  new window
11.Hoffmeister, J. R.(1977)。Use of convertible debt in the early 1970s: A reevaluation of corporate motives。Quarterly Review of Economics and Business,17,23-32。  new window
12.Hung, M. W.、Wang, J. W.(2002)。Pricing convertible bonds subject to default risk。Journal of Derivatives,10(2),75-87。  new window
13.Ingersoll, J. E.(1977)。A contingent-claims valuation of convertible securities。Journal of Financial Economics,4(3),289-321。  new window
14.Ingersoll, J. E.(1977)。An examination of corporate call policies on convertible securities。Journal of Finance,32(2),463-478。  new window
15.King, Raymond(1986)。Convertible bond valuation: An empirical test。Journal of Financial Research,9(1),53-69。  new window
16.Kobayashi, T.、Nakagawa, N.、Takahashi, A.(2001)。Pricing convertible bonds with default risk。Journal of Fixed Income,11(3),20-29。  new window
17.Lewis, C. M.、Rogalski, R. J.、Seward, J. K.(1998)。Agency problems, information asymmetries and convertible debt security design。Journal of Financial Intermediation,7(1),32-59。  new window
18.Lewis, C. M.、Rogalski, R. J.、Seward, J. K.(2003)。Industry conditions, growth opportunities and market reactions to convertible debt financing decisions?。Journal of Banking and Finance,28(1),5-27。  new window
19.Stein, J. C.(1992)。Convertible bonds as backdoor equity financing。Journal of Financial Economics,32(1),3-21。  new window
20.Stevenson, R. A.(1982)。Deep-discount convertible bonds: An analysis。Journal of Portfolio Management,8(4),57-64。  new window
21.Duffie, Darrell、Singleton, Kenneth J.(1999)。Modeling term structures of defaultable bonds。Review of Financial Studies,12(4),687-720。  new window
22.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
23.Cox, John C.、Ingersoll, Jonathan E. Jr.、Ross, Stephen A.(1985)。A Theory of the Term Structure of Interest Rates。Econometrica,53(2),385-407。  new window
24.Merton, Robert C.(1974)。On the pricing of corporate debt: The risk structure of interest rate。Journal of Finance,29(2),449-470。  new window
圖書
1.台灣證券交易所(200305)。「上市證券概況」月刊。  延伸查詢new window
2.日盛投信理財(2004)。日盛投信理財月刊。  延伸查詢new window
3.Campbell, John Y.、Lo, Andrew W.-C.、MacKinlay, A. Craig(1997)。The Econometrics of Financial Markets。Princeton University Press。  new window
其他
1.Barkley, T.(20010508)。Hedge Funds Drive Convertible-Bond Demand as Starwood Launches Its $500 Million Issue。  new window
 
 
 
 
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