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題名：投資人情緒風險與新上市公司股票的異常績效--陽光效應之應用
書刊名：輔仁管理評論
作者：陳振遠 引用關係／周賢榮 引用關係／王朝仕 引用關係
作者(外文)：Chen, Roger C. Y.／Chou, Shyan-rong／Wang, Chao-shi
出版日期：2008
卷期：15:1
頁次：頁43-71
主題關鍵詞：新上市公司股票；投資人情緒；陽光效應；Fama-French三因子模式；IPOs；Investor sentiment；Sunshine effect；Fama-French three factors model
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(4) 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:4
  • 共同引用共同引用:116
  • 點閱點閱:44
期刊論文
1.McDonald, J.、Fisher, A. K.(1972)。New-Issue Stock Price Behavior。Journal of Finance，27(1)，97-102。  new window
2.Brav, A.(2000)。Inferences in Long-horizon Event Studies: a Bayesian Approach with Applications to Initial Public Offerings。Journal of Finance，55(5)，1979-2016。  new window
3.陳安琳(19990900)。系統風險變動下新上市公司股票的長期報酬行為：遞迴迴歸之應用。管理學報，16(3)，535-556。new window  延伸查詢new window
4.陳振遠、王朝仕(20050700)。臺灣股票市場陽光效應之實證研究。管理研究學報，5(2)，171-198。new window  延伸查詢new window
5.陳振遠、王朝仕、湯惠雯(20060900)。資訊、雜訊與新上市公司股票績效。中山管理評論，14(3)，605-637。new window  延伸查詢new window
6.Chan, S. Y.、Fong, W. M.(2004)。Individual Investors' Sentiment and Temporary Stock Price Pressure。Journal of Business Finance and Accounting，31(5/6)，823-836。  new window
7.Reilly, F. K.(1977)。New Issue Revisited。Financial Management，6(4)，28-42。  new window
8.Forgas, J. P.(1995)。Mood & judgment: The affect infusion model (AIM)。Psychological Bulletin，117(1)，39-66。  new window
9.洪振虔、吳欽杉、陳安琳(20020400)。非理性投資行為對新上市股票價格績效之影響。管理評論，21(2)，53-79。new window  延伸查詢new window
10.Levis, M.(1993)。The Long-Run Performance of Initial Public Offerings: The UK Experience 1980-1988。Financial Management，22(1)，28-41。  new window
11.Lowry, Michelle(2003)。Why does IPO volume fluctuate so much?。Journal of Financial Economics，67(1)，3-40。  new window
12.Reilly, F. K.、Hatfield, K.(1969)。Investor Experience with New Stock Issue。Financial Analysts Journal，25(5)，73-80。  new window
13.Baron, D. P.(1982)。A Model of the Demand for Investment Bank Advising and Distribution Services for New Issues。Journal of Finance，37(4)，955-976。  new window
14.Chen, Anlin、Chen, Roger C. Y.、Pan, Kuei-ling(20020600)。The Performance of Initial Public Offerings Conditioning on Issue Information: The Case of Taiwan。Asia Pacific Management Review，7(2)，167-189。new window  new window
15.Firth, M.(1997)。An analysis of the stock market performance of new issues in New Zealand。Pacific-Basin Finance Journal，5(1)，63-85。  new window
16.Derrien, Franҫois(2005)。IPO pricing in Hot market conditions: who leaves money on the Table?。The Journal of Finance，60(1)，487-521。  new window
17.Eagles, Jong M.(1994)。The Relationship between Mood and Daily Hours of Sunlight in Rapid Cycling Bipolar Illness。Biological Psychology，36(6)，422-424。  new window
18.Hirshleifer, David、Shumway, Tyler(2003)。Good Day Sunshine: Stock Returns and the Weather。The Journal of Finance，58(3)，1009-1032。  new window
19.Saunders, E. M. Jr.(1993)。Stock Prices and Wall Street Weather。American Economic Review，83(5)，1337-1345。  new window
20.陳安琳(20011200)。The Long-Run Performance Puzzle of Initial Public Offerings in Taiwan: Empirical Findings from Various Models。財務金融學刊，9(3)，1-20。new window  new window
21.Loughran, Tim、Ritter, Jay R.(2000)。Uniformly Least Powerful Tests of Market Efficiency。Journal of Financial Economics，55(3)，361-390。  new window
22.顧廣平(20030400)。臺灣新上市股票短期與長期績效之再探討。證券市場發展，15(1)=57，1-39。new window  延伸查詢new window
23.Aggarwal, Reena、Rivoli, Pietra(1990)。Fads in the initial public offering market?。Financial Management，19(4)，45-57。  new window
24.Rock, Kevin(1986)。Why New Issues Are Underpriced?。Journal of Financial Economics，15(1/2)，187-212。  new window
25.Logue, Dennis E.(1973)。On the Pricing of Unseasoned Equity Issues: 1965-1969。Journal of Financial and Quantitative Analysis，8(1)，91-103。  new window
26.Loughran, Tim、Ritter, Jay R.、Rydqvist, Kristian(1994)。Initial Public Offerings: International Insights。Pacific-Basin Finance Journal，2(2/3)，165-199。  new window
27.Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics，9(1)，3-18。  new window
28.Brav, A.、Gompers, P. A.(1997)。Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies。Journal of Finance，52(5)，1791-1821。  new window
29.Ibbotson, Roger G.(1975)。Price performance of common stock new issues。Journal of Financial Economics，2(3)，235-272。  new window
30.Spiess, D. Katherine、Affleck-Graves, John(1995)。Underperformance in long-run stock returns following seasoned equity offerings。Journal of Financial Economics，38(3)，243-267。  new window
31.Barber, Brad M.、Lyon, John D.(1997)。Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics。Journal of Financial Economics，43(3)，341-372。  new window
32.Loughran, Tim、Ritter, Jay R.(1995)。The New Issues Puzzle。The Journal of Finance，50(1)，23-51。  new window
33.周賓凰、張宇志、林美珍(20070700)。投資人情緒與股票報酬互動關係。證券市場發展季刊，19(2)=74，153-190。new window  延伸查詢new window
34.Baker, Malcolm、Stein, Jeremy C.(2004)。Market liquidity as a sentiment indicator。Journal of Financial Markets，7(3)，271-299。  new window
35.Merton, Robert C.(1973)。An Intertemporal Capital Asset Pricing Model。Econometrica，41(5)，867-887。  new window
36.Ritter, Jay R.(1991)。The Long-run Performance of Initial Public Offerings。Journal of Finance，46(1)，3-27。  new window
37.Ritter, Jay R.(1984)。The "Hot Issue" Market of 1980。Journal of Business，57(2)，215-240。  new window
38.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance，52(1)，57-82。  new window
39.Wright, William. F.、Bower, Gordon H.(1992)。Mood effects on subjective probability assessment。Organizational Behavior and Human Decision Processes，52(2)，276-291。  new window
40.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
41.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance，61(4)，1645-1680。  new window
42.Ross, Stephen A.(1976)。The Arbitrage Theory of Capital Asset Pricing。Journal of Economic Theory，13(3)，341-360。  new window
43.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance，19(3)，425-442。  new window
44.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance，47(2)，427-465。  new window
45.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance，48(1)，65-91。  new window
46.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance，49(5)，1541-1578。  new window
47.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance，40(3)，793-805。  new window
48.Rosenberg, Barr、Reid, Kenneth、Lanstein, Ronald(1985)。Persuasive evidence of market inefficiency。Journal of Portfolio Management，11(3)，9-16。  new window
會議論文
1.陳振遠、王朝仕、湯惠雯(2004)。IPO短期與長期績效之研究。21世紀產業經營管理國際學術研討會。國立高雄應用科技大學。  延伸查詢new window
研究報告
1.Eckbo, B. Espen、Norli, Oyvind(2002)。Liquidity Risk, Leverage and Long-Run IPO Returns。  new window
2.Cotter, J. F.(1996)。The Long-Run Efficiency of IPOs。University of Iowa。  new window
圖書
1.Bazerman, Max H.(1998)。Judgment in Managerial Decision Making。New York：John Wiley & Sons。  new window
圖書論文
1.顏吉利、劉恩棠(1994)。論新上市股票股東之報酬：短期現象乎？長期現象乎？。中國財務學會論文集。  延伸查詢new window
2.Slovic, P.、Melissa, F.、Ellen, P.、Donald, G.(2002)。The Affect Heuristic。Intuitive Judgment: Heuristics and Biases。Cambridge：Cambridge University Press。  new window
3.Clore, G. L.、Schwarz, N.、Conway, M.(1994)。Affective causes and consequences of social information processing。Handbook of Social Cognition: Basic Processes。Lawrence Erlbaum Associates。  new window
 
 
 
 
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