The Explanatory Power of R&D on Cross-Sectional Stock Return: Taiwan Evidence from 1996-2005_

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題名：	The Explanatory Power of R&D on Cross-Sectional Stock Return: Taiwan Evidence from 1996-2005
書刊名：	輔仁管理評論
作者：	陳達新／蔡錦裕／陳宗緯
作者(外文)：	Chen, Dar-hsin／Tsai, Chin-yu／Chen, Tsung-wei
出版日期：	2008
卷期：	15:3
頁次：	頁127-154
主題關鍵詞：	異常報酬；錯誤定價；臺灣股票市場；R&D；Abnormal return；Mispricing；Taiwan stock market
原始連結：	連回原系統網址
相關次數：	被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0) 排除自我引用:1 共同引用:0 點閱:18

期刊論文
1.	Xu, M.、Zhang, C.(2004)。The explanatory power of R&D for the cross-section of stock returns: Japan 1985-2000。Pacific-Basin Finance Journal，12(3)，245-269。
2.	Aboody, D.、Lev, B.(2000)。Information Asymmetry, R&D and Iinsider Gains。Journal of Finance，55，2747-2766。
3.	Al-Horani A.、Pope, P. F.、Stark, A. W.(2003)。Research and Development Activity and Returns in the United Kingdom。European Finance Review，7，27-46。
4.	Barth, M. E.、Kasznik, R.、McNichols, M. F.(2001)。Analyst Coverage and Intangibles Assets。Journal of Accounting Research，39，1-34。
5.	Bublitz, B.、Ettredge, M.(1989)。TheInformation in Discretionary Outlays: Advertising, Research, and Development。Accounting Review，64，108-124。
6.	Chan, L.、Hamao, Y.、Laconishok, J.(1991)。Fundamental and Stock Returns in Japan。Journal of Finance，46，1739-1764。
7.	Chiao, C.、Hung, W.(2006)。Stock Market Valuation of R&D and Electronics Firms During Taiwan's Recent Economic Transition。The Developing Economies，44，53-78。
8.	Wang, J. C.、Tsai, K. H.(2002)。Factors in Taiwanese Firms' Decisions to Adopt Electronic Commerce: an Empirical Study。World Economy，25，1145-1167。
9.	Jagannathan, Ravi、Kubota, Keiichi、Takehara, Hitoshi(1998)。Relationship between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market。Journal of Business，71(3)，319-347。
10.	Cockburn, Iain、Griliches, Zvi(1988)。Industry Effects and Appropriability Measures in The Stock Market's Valuation of R&D and Patents。The American Economic Review，78(2)，419-423。
11.	Kothari, Sagar P.、Laguerre, Ted E.、Leone, Andrew J.(2002)。Capitalization versus expensing: Evidence on the uncertainty of future earnings from capital expenditures versus R&D outlays。Review of Accounting Studies，7(4)，355-382。
12.	Griliches, Zvi(1981)。Market Value, R&D, and Patents。Economics Letters，7(2)，183-187。
13.	Pakes, Ariel(1985)。On Patents, R&D, and the stock market rate of return。Journal of Political Economy，93(2)，390-409。
14.	Szewczyk, Samuel H.、Tsetsekos, George P.、Zantout, Zaher Z.(1996)。The Valuation of Corporate R&D Expenditures: Evidence from Investment Opportunities and Free Cash Flow。Financial Management，25(1)，105-110。
15.	Daniel, K.、Titman, S.、Wei, K. C. J.(2001)。Explaining the cross-section of stock returns in Japan: Factors or characteristics?。Journal of Finance，56(2)，743-766。
16.	Chan, S. H.、Martin, J. D.、Kensinger, J. W.(1990)。Corporate research and development expenditures and share value。Journal of Financial Economics，26(2)，255-276。
17.	Fama, Eugene F.、French, Kenneth R.(1992)。The cross-section of expect stock returns。Journal of Finance，47，427-465。
18.	Barron, Orie E.、Byard, Donal、Kile, Charles、Riedl, Edward J.(2002)。High-technology Intangibles and Analysts’ Forecasts。Journal of Accounting Research，40(2)，289-312。
19.	Barron, O. E.、Byard, D.、Kile, C.、Riedl, E. J.(200205)。High technology intangibles and analyst's forecasts。Journal of Accounting Research，40，289-312。
20.	Hirschey, Mark、Weygandt, Jerry J.(1985)。Amortization policy for advertising and research and development expenditures。Journal of Accounting Research，23(1)，326-335。
21.	Chan, Louis K. C.、Lakonishok, Josef、Sougiannis, Theodore(2001)。The stock market valuation of research and development expenditures。Journal of Finance，56(6)，2431-2456。
22.	Eberhart, Allan C.、Maxwell, William F.、Siddique, Akhtar R.(2004)。An Examination of Long-Term Abnormal Stock Returns and Operating Performance following R&D Increases。The Journal of Finance，59(2)，623-650。
23.	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。
24.	Chui, Andy C. W.、Wei, K. C. John(1998)。Book-to-market, Firm Size, and the Turn-of-the-year Effect: Evidence from Pacific-Basin Emerging Markets。Pacific-Basin Finance Journal，6(3/4)，275-293。
25.	Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy，81(3)，607-636。
26.	Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance，49(5)，1541-1578。

會議論文
1.	Jiang B. K.(2008)。New Economic Situation of Taiwan。Conference on the New Situation after Election in 2008 and Suggestions to the New Government。Taipei, Taiwan。

學位論文
1.	Shu, S. C.(2002)。Research of Relationship between R&D Spending and Stockholders-Returns in Taiwanese Information-Electronic Industry(碩士論文)。Soochow University。
2.	Syu, Y. T.(2001)。A Study on the Business Strategies and the Development of Internet Services (ISP、ICP&ASP) with Implications for the Taiwan Market(碩士論文)。National Chung Cheng University。
3.	Tsai, P. F.(2002)。Implementation of Cellular Manufacturing on Electronic Assembly-a Case Study of an Image Scanner Assembly(博士論文)。National Central University。
4.	Wu, C. Y.(2001)。R&D Expenses and Corporate Performance: the Case of Information Technology Firms in Taiwan(碩士論文)。National Chiao Tung University。

圖書
1.	Wagner, L. U.(1968)。Problems in Estimating Research and Development Investment and Stock, Proceedings of the Business and Economic Statistics section。Washington, DC：American Statistical Association。

圖書論文
1.	Kubota, K.、Takehara, H.(1996)。The Cross-Section Risk and Return of Tokyo Stock Exchange Firms。Advances in the Pacific Basin Capital Market Research II。Greenwich, CT：JAI。
2.	Kubota, K.、Takehara, H.(1997)。Common Risk Factors in Tokyo Stock Exchange Firms: in Finding the Mimicking Portfolio。Advances in the Pacific Basin Capital Market Research II。Greenwich, CT：JAI。
3.	Rapoport, J.(1971)。The anatomy of the product-innovation process: cost and time。Research and innovation in the modern corporation。New York：Norton。

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