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題名:臺灣IPO折價影響因素之探討:分量迴歸分析法
書刊名:證券市場發展季刊
作者:李建興
作者(外文):Lee, Jen-sin
出版日期:2008
卷期:20:1=77
頁次:頁47-99
主題關鍵詞:IPO期初報酬率分量迴歸分析贏家詛咒IPO underpricingQuantile regressionWinner's curse
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(8) 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:6
  • 共同引用共同引用:140
  • 點閱點閱:118
期刊論文
1.Mello, M.、Perrelli, R.(2003)。Growth Equations: A Quantile Regression Exploration。The Quarterly Review of Economics and Finance,43(4),643-667。  new window
2.Bernini, C.、Freo, M.、Gardini, A.(2004)。Quantile Estimation of Frontier Production Function。Empirical Economics,29(2),373-381。  new window
3.Kaustia, Markku(2004)。Market-Wide Impact of the Disposition Effect: Evidence from IPO Trading Volume。Journal of Financial Market,7(2),207-235。  new window
4.Buchinsky, M.(1998)。Recent Advances in Quantile Regression Models: A Practical Guideline for Empirical Research。Journal of Human Resources,33(1),88-126。  new window
5.Knez, P. J.、Ready,M. J.(1997)。On the robustness of size and book-to-market in cross-sectional regressions。Journal of Finance,52,1355-1382。  new window
6.Brennan, Michael J.、Franks, Julian(1997)。Underpricing, Ownership and Control in Initial Public Offerings of Equity Securities in the UK。Journal of Financial Economics,45(3),391-413。  new window
7.Kan, K.、Tsai, W. D.(2004)。Obesity and Risk Knowledge。Journal of Health Economics,23,907-934。  new window
8.Viscusi, W. Kip、Born, Patricia H.(2005)。Damages Caps, Insurability, and the Performance of Medical Malpractice Insurance。The Journal of Risk and Insurance,72,23-43。  new window
9.Furno, M.(2004)。Arch Tests and Quantile Regression。Journal of Statistical Computation amd Simulation,74,277-292。  new window
10.Goel, R. K.、Ram, R.(2004)。Quantile-regression Estimates of Cigarette Demand Elasticities for the United States。Journal of Economics and Finance,28,413-421。  new window
11.Chernozhukov, V.、Hansen, C.(2004)。The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regressiom Analysis。The Review of Economics and Statistics,86,735-751。  new window
12.Anton, Wilma R. Q.、Deltas, George、Khanna, Madhu(2004)。Incentives for Environmental Self-regulation and Implications for Environmental Performance。Journal of Environmental Economics and Management,48(1),632-654。  new window
13.Jegadeesh, N.、Weinstein, M.、Welch, I.(1993)。An Empirical Investigation of IPO Returns and Subsequent Equity Offerings。Journal of Financial Economics,34(2),153-175。  new window
14.Aggarwal, R.、Prabhala, N. R.、Puri, M.(2002)。Institutional Allocation in Initial Public Offerings: Empirical Evidence。Journal of Finance,57(3),1421-1442。  new window
15.Cornelli, Francesca、Goldreich, David、Ljungqvist, Alexander(2006)。Investor Sentiment and Pre-IPO Markets。The Journal of Finance,61(3),1187-1216。  new window
16.Koenker, R.(2004)。Quantile regression for longitudinal data。Journal of Multivariate Analysis,91,74-89。  new window
17.林象山、霍熾榮、王郁雯(19980600)。銀行貸款與新股折價及公司價值的關係。管理學報,15(2),271-293。new window  延伸查詢new window
18.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
19.Chan, K. L.、Wang, J.、Wei, K. C. J.(2004)。Underpricing and long-term performance of IPOs in China。Journal of Corporate Finance,10(3),409-430。  new window
20.胡德中、馬黛(20040300)。由承銷價低估、市價高估與股權結構觀點分析最適釋股策略與IPO折價。經濟論文,32(1),227-272。new window  延伸查詢new window
21.Aggarwal, R.、Kunz, R. M.(1994)。Why Initial Public Offerings Are Underpriced: Evidence from Switzerland。Journal of Banking & Finance,18(4),705-723。  new window
22.Denien, F.、Womack, K. L.(2003)。Auction vs. bookbuilding and the control of underpricing in hot IPO market。Review of Financial Studies,16(1),31-61。  new window
23.Lyn, E. O.、Zychowicz, E. J.(2003)。The performance of new equity offerings in Hungary and Poland。Global Finance Journal,14(2),181-195。  new window
24.Paudyal, K.、Saadouni, B.、Briston, R. J.(1998)。Privatisation initial public offerings in Malaysia: Initial premium and long-term performance。Pacific-Basin Finance Journal,6,427-451。  new window
25.Cliff, M. T.、Denis, D. J.(2004)。Do initial public offering firms purchase analyst coverage with underpricing。Journal of Finance,59(6),2871-2901。  new window
26.馬黛、胡德中(20030400)。承銷配售機制之決定及其對IPO折價之影響:競價拍賣、詢價圈購與公開申購。財務金融學刊,11(1),1-40。new window  延伸查詢new window
27.陳安琳、李文智、林宗源(19990100)。新上市公司股票之發行折價--代理成本與公司控制之研究。中國財務學刊,6(3),1-23。new window  延伸查詢new window
28.Koenker, Roger、Hallock, Kevin F.(2001)。Quantile Regression: An Introduction。Journal of Economic Perspectives,15(4),143-156。  new window
29.莊家彰、管中閔(20051200)。臺灣與美國股市價量關係的分量迴歸分析。經濟論文,33(4),379-404。new window  延伸查詢new window
30.Barclay, Michael J.、Holderness, Clifford G.(1991)。Negotiated Block Trades and Corporate Control。The Journal of Finance,46(3),861-878。  new window
31.洪振虔、吳欽杉、陳安琳(20030200)。新上市公司股票刻意偏低定價之影響因素--隨機前緣模式的運用。管理學報,20(1),113-141。new window  延伸查詢new window
32.陳軒基、葉秀娟、陳右超(20030100)。承銷制度與折價幅度:臺灣初次上市櫃股票之實證分析(1980-2000)。證券市場發展,14(4)=56,175-198。new window  延伸查詢new window
33.Corwin, Shane A.、Schultz, Paul(2005)。The Role of IPO Underwriting Syndicates: Pricing, Information Production, and Underwriter Competition。Journal of Finance,60(1),443-486。  new window
34.Rock, Kevin(1986)。Why New Issues Are Underpriced?。Journal of Financial Economics,15(1/2),187-212。  new window
35.Ritter, Jay R.、Welch, Ivo(2002)。A Review of IPO Activity, Pricing, and Allocations。The Journal of Finance,57(4),1795-1828。  new window
36.Loughran, Tim、Ritter, Jay R.(2002)。Why Don't Issuers Get Upset about Leaving Money on the Table in IPOs?。Review of Financial Studies,15(2),413-444。  new window
37.Fattouh, B.、Scaramozzino, P.、Harris, L.(2005)。Capital Structure in South Korea: A Quantile Regression Approach。Journal of Development Economics,76(1),231-250。  new window
38.廖仲仁、張金鶚(20060300)。不對稱的仲介服務價格效果:分量迴歸法之檢驗。都市與計劃,33(1),1-16。new window  延伸查詢new window
39.Beatty, Randolph P.(1989)。Auditor reputation and the pricing of initial public offerings。The Accounting Review,64(4),693-709。  new window
40.林象山(19950700)。承銷商信譽對新上市股票之影響。中國財務學刊,3(1),119-143。new window  延伸查詢new window
41.Beatty, Randolph P.、Welch, Ivo(1996)。Issuer Expenses and Legal Liability in Initial Public Offerings。The Journal of Law & Economics,39(2),545-602。  new window
42.Santa-Clara, P.、Valkanov, R.(2003)。The presidential puzzle: Political cycles and the stock market。The Journal of Finance,58(5),1841-1872。  new window
43.Fama, Eugene F.、French, Kenneth R.(1995)。Size and Book-to-Market Factors in Earnings and Returns。The Journal of Finance,50(1),131-155。  new window
44.Ritter, Jay R.(1991)。The Long-run Performance of Initial Public Offerings。Journal of Finance,46(1),3-27。  new window
45.Ritter, Jay R.(1984)。The "Hot Issue" Market of 1980。Journal of Business,57(2),215-240。  new window
46.Koenker, Roger W.、Bassett, Gilbert W. Jr.(1978)。Regression Quantiles。Econometrica: Journal of the Econometric Society,46(1),33-50。  new window
47.Heckman, James Joseph(1979)。Sample Selection Bias as a Specification Error。Econometrica: Journal of the Econometric Society,47(1),153-161。  new window
48.陳建良、管中閔(20061200)。臺灣工資函數與工資性別歧視的分量迴歸分析。經濟論文,34(4),435-468。new window  延伸查詢new window
49.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
50.Cremers, M.、Nair, V.(2005)。Governance mechanisms and equity prices。The Journal of Finance,60(6),2859-2894。  new window
51.Melly, Blaise(2005)。Decomposition of Differences in Distribution Using Quantile Regression。Labour Economics,12(4),577-590。  new window
52.Chowdhry, B.、Sherman, A.(1996)。International Differences in Oversubscription and Underpricing of IPOs。Journal of Corporate Finance,2,359-381。  new window
53.Keloharju, M.、Torstila, S.(2002)。The Distribution of Information among Institutional and Retail Investors in IPOs。European Financial Management,8,357-372。  new window
54.Fersterer, J.、Rudolf, W. E.(2003)。Are Austrian Returns to Education Falling over Time?。Labour Economics,10,73-89。  new window
55.Cheng, L. T. W.、Chan, K. C.、Mak, B. S. C.(2005)。Strategic Share Allocation and Underpricings of IPOs in Hong Kong。International Business Review,14,41-59。  new window
56.Cheng, L.、Firth, M.、Leung, T. Y.、Rui, O.(2006)。The Effects of Insider Trading on Liquidity。Pacific-Basin Finance Journal,14,467-483。  new window
57.Taylor, J. W.、Bunn, D. W.(1999)。Investigating Improvements in the Accuracy of Prediction Intervals for Combinations of Forecasts: A Simulation Study。International Journal of Forecasting,15,325-339。  new window
58.Jenkinson, T.、Ljungqvist, A. P.、Whilhem, W. J.、Whilhem, W. J., Jr.(2003)。Global Integration of Primary Equity Markets: The Role of U.S. Banks and U.S. Investors。Review of Financial Studies,16,63-99。  new window
59.Yu, T.、Tse, Y. K.(2006)。An Empirical Examination of IPO Underpricing in the Chinese A-share Market。China Economic Review,17(4),363-382。  new window
60.Lee, P. J.、Taylor, S. L.、Walter, T. S.(1999)。IPO Underpricing Explanations: Implications from Investor Application and Allocation Schedules。Journal of Financial and Quantitative Analysis,34(4),425-444。  new window
61.Ljungqvist, A.、Wilhelm, W. J. Jr.(2005)。Does Prospect Theory Explain IPO Market Behavior?。Journal of Finance,60,1759-1790。  new window
研究報告
1.Ritter, J. R.(2006)。Some Factoids about the 2005 IPO Market。0。  new window
其他
1.李建興,沈中華,顏碧霞(2007)。從眾贖回與非從眾贖回下基金投資人處分效果之探討:分量迴歸最小平方虛擬變數法,0。new window  延伸查詢new window
 
 
 
 
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