期刊論文1. | Otchere, I.、Ross, M.(2002)。Do Share Buy Back Announcements Convey Firm-specific or Industry-wide Information? A Test of the Undervaluation Hypothesis。International Review of Financial Analysis,11(4),511-531。 |
2. | Ball, R.、Kothari, S. P.(1991)。Security Return Around Earnings Announcements。The Accounting Review,66(4),718-738。 |
3. | Corhay, A.、Rad, A. T.(1994)。Statistical Properties of Daily Returns: Evidence from European Stock Markets。Journal of Business Finance & Accounting,21(2),271-282。 |
4. | Cowan, A. R.(1992)。Nonparametric Event Study Tests。Review of Quantitative Finance and Accounting,2(4),343-358。 |
5. | Bera, A.、Bubnys, E.、Park, H.(1988)。Conditional heteroscedasticity in the market model and efficient estimates of betas。Financial Review,23(2),201-214。 |
6. | 許光華、陳文華、黃嘉慧(20040700)。臺灣股票市場過度自信假說之實證。證券市場發展,16(2)=62,115-152。 延伸查詢 |
7. | Bartov, E.(1991)。Open-market Stock Repurchase as Signals for Earnings and Risk Changes。Journal of Accounting & Economics,14,275-295。 |
8. | Lie, E.、McConnell, J. J.(1998)。Earnings Signals in Fixed-price and Dutch Auction Self-tender Offers。Journal of Financial Economics,49(2),161-186。 |
9. | Lie, Erik(2005)。Operating Performance Following Open Market Share Repurchase Announcements。Journal of Accounting and Economics,39(3),411-436。 |
10. | Nelson, Daniel B.(1992)。Filtering and Forecasting with Misspecified ARCH Models I: Getting the Right Variance with the Wrong Model。Journal of Econometrics,52(1/2),61-90。 |
11. | Isagawa, N.,(2000)。Open-Market Stock Repurchase and Stock Price Behavior When Management Values Real Investment。The Financial Review,35(4),95-108。 |
12. | Davies, R. B.(1987)。Hypothesis Testing When a Nuisance Parameter is Present Only under the Alternatives。Biometrika,74(1),33-43。 |
13. | Vermaelen, T.、Lakonishok, J.、Ikenberry, D.(2000)。Stock Repurchases in Canada: Performance and Strategic Trading。Journal of Finance,55(5),2373-2398。 |
14. | Hansen, Bruce E.(1999)。Threshold effects in non-dynamic panels: Estimation, testing, and inference。Journal of Econometrics,93(2),345-368。 |
15. | Byun, J.、Rozeff, M. S.(2003)。Long-run Performance After Stock Splits: 1927 to 1996。Journal of Finance,58(3),1063-1085。 |
16. | Boehme, Rodney D.、Sorescu, Sorin M.(2002)。The Long-run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?。Journal of Finance,57(2),871-900。 |
17. | Dann, Larry Y.(1981)。Common stock repurchases an analysis of returns to bondholders and stockholders。Journal of Financial Economics,9(2),113-138。 |
18. | Ikenberry, David L.、Lakonishok, Josef、Vermaelen, Theo(1995)。Market Underreaction to Open Market Share Repurchase。Journal of Financial Economics,39(2/3),181-208。 |
19. | Liu, C. S.、Ziebart, D. A.(1997)。Stock returns and open-market stock repurchase announcements。The Financial Review,32(3),709-728。 |
20. | Daniel, Kent D.、Hirshleifer, David、Subrahmanyam, Avanidhar(2001)。Overconfidence, arbitrage, and equilibrium asset pricing。Journal of Finance,56(3),921-965。 |
21. | McNally, William J.(1999)。Open Market Stock Repurchase Signaling。Financial Management,28(2),55-67。 |
22. | Nohel, Tom、Tarhan, Vefa(1998)。Share Repurchases and Firm Performance: New Evidence on the Agency Costs of Free Cash Flow。Journal of Financial Economics,49,187-222。 |
23. | Weinstein, N.(1980)。Unrealistic Optimism about Future Life Events。Journal of Personality and Social Psychology,39(5),806-820。 |
24. | Barber, B. M.、Odean, T.(2000)。Too many cooks spoil the profits: Investment club performance。Financial Analysts Journal,56(1),17-25。 |
25. | 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。 |
26. | 陳振遠、吳香蘭(20020300)。臺灣上市公司庫藏股購回宣告資訊內涵之研究。中山管理評論,10(1),127-154。 延伸查詢 |
27. | Vermaelen, T.(1984)。Repurchase tender offers, signaling and managerial incentives。Journal of Financial and Quantitative Analysis,19,163-181。 |
28. | Wansley, J. W.、Lane, W. R.、Sarkar, S.(1989)。Managements' View on Share Repurchase and Tender Offer Premiums。Financial Management,18,97-110。 |
29. | 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。 延伸查詢 |
30. | Boehmer, E.、Musumeci, J.、Poulsen, A. B.(1991)。Event-study Methodology under Conditions of Event-Induced Variance。Journal of Financial Economics,30(2),253-272。 |
31. | Taylor, Shelley E.、Brown, Jonathon D.(1988)。Illusion and Well-Being: A Social Psychological Perspective on Mental Health。Psychological Bulletin,103(2),193-210。 |
32. | 陳嘉惠、劉玉珍、林炯垚(20031000)。公開市場股票購回影響因素分析。證券市場發展季刊,15(3)=59,27-61。 延伸查詢 |
33. | 陳達新(20031200)。庫藏股制度對股票價格的宣告效果--臺灣上市公司的實證研究。商管科技季刊,4(4),377-398。 延伸查詢 |
34. | 林烱垚、沈中華(19961000)。上市公司出售長期資產事件之宣告效果-GARCH模型之應用。證券市場發展季刊,8(4)=32,1-22。 延伸查詢 |
35. | Stephens, Clifford P.、Weisbach, Michael S.(1998)。Actual share reacquisitions in open market repurchase programs。Journal of Finance,53(1),313-333。 |
36. | Comment, R.,、Jarrell, G. A.(1991)。The Relative Signaling Power of Dutch Auction and Fixed Price Tender Offers and Open Market Share Repurchases。Journal of Finance,46,1243-1271。 |
37. | Grullon, Gustavo、Michaely, Roni(2004)。The Information Content of Share Repurchase Programs。Journal of Finance,59(2),651-680。 |
38. | Zhang, H.(2002)。Share Repurchases under the Commercial Law 212-2 in Japan: Market Reaction and Actual Implementation。Pacific-Basin Finance Journal,10(3),287-305。 |
39. | Ibbotson, Roger G.(1975)。Price performance of common stock new issues。Journal of Financial Economics,2(3),235-272。 |
40. | 蔡柳卿、郭法雲(20040100)。我國庫藏股制度之實證研究:資訊效果與資訊傳遞動機。會計評論,38,81-112。 延伸查詢 |
41. | Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。 |
42. | Hansen, B. E.(1996)。Inference when a nuisance parameter is not identified under the null hypothesis。Econometrica: Journal of the econometric society,64(2),413-430。 |
43. | Hansen, B. E.(2000)。Sample splitting and threshold estimation。Econometrica,68(3),575-604。 |
44. | Kahneman, Daniel、Riepe, Mark W.(1998)。Aspects of Investor Psychology。Journal of Portfolio Management,24(4),52-65。 |
45. | Odean, Terrance(1998)。Volume, Volatility, Price, and Profit When All Traders Are Above Average。Journal of Finance,53(6),1887-1934。 |
46. | Ball, Ray、Brown, Philip(1968)。An Empirical Evaluation of Accounting Income Numbers。Journal of Accounting Research,6(2),159-178。 |
47. | 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。 |
48. | Ghosh, Asim K.(1992)。Market Model Corrected for Generalized Autoregressive Conditional Heteroscedasticity and the Small Firm Effect。The Journal of Financial Research,15(3),277-283。 |
49. | Bollerslev, Tim、Chou, Ray Y.、Kroner, Kenneth F.(1992)。ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence。Journal of Econometrics,52(1/2),5-59。 |
50. | Gervais, Simon、Odean, Terrance(2001)。Learning to be Overconfident。Review of Financial Studies,14(1),1-27。 |
51. | Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。 |
52. | Odean, Terrance(1999)。Do Investors Trade too Much?。American Economic Review,89(5),1279-1298。 |
53. | Daniel, Kent D.、Hirshleifer, David A.、Subrahmanyam, Avanidhar(1998)。Investor Psychology and Security Market under- and Overreactions。The Journal of Finance,53(6),1839-1885。 |
54. | Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica,55(3),703-708。 |
55. | 劉聰衡、紀鈞中(20020700)。我國上市櫃公司實施庫藏股制度對系統性風險與報酬率之影響。商學學報. 空大,10,261-282。 延伸查詢 |
56. | Bagwell, L. S. and J. B. Shoven(1989)。“Cash Distribution to Shareholders,”。Journal of Economics Perspective,vol. 3,129-140。 |
57. | Charlton, W. T., C. Lancaster and J. L. Stevens(2002)。“Industry and Liquidity Effects of in Corporate Investment and Cash Relationships,”。Journal of Applied Business Research,vol. 18,no. 1,131-142。 |
58. | De Bondt, W. F. M. and R. H. Thaler(1995)。“Financial Decision-making in Markets and Firms: A Behavioral Perspective,”。Handbooks in Operations Research and Management Science,vol. 9,385-410。 |
59. | Kirch, D. P., R. Barniv and L. J. Zu cca(1998)。“Investment Strategies Based on Completion of Open Market Repurchase Programs,”。Journal of Financial Statement Analysis,vol. 3,5-13。 |
60. | Lakonishok, J. and T. Vermaelen(1990)。“Anomalous Price Behavior Around Repurchase Tender Offer,”。Journal of Finance,vol. 45,455-477。 |
61. | Lie, E.(2000)。“Excess Funds and Agency Problems: An Empirical Study of Incremental Cash Disbursements,”。Review of Financial Studies,vol. 13,219-248。 |
62. | Masulis, R.(1980)。“Stock Repurchase by Tender Offer: An Analysis of the Causes of Common Stock Price Changes,”。Journal of Finance,vol. 35,305-319。 |
63. | Ofer, A.R. and A.V. Thakor(1987)。“A Theory of Stock Price Responses to Alterative Corporate Cash Disbursement Methods: Stock Repurchase and Dividends,”。Journal of Finance,vol. 42,365-394。 |
64. | Perfect, S. B., D. R. Petersen and P. P. Petersen(1995)。“Self Tender Offers: The Effects of Free Cash Flow, Cash Flow Signaling, and the Measurement of Tobin’s q,”。Journal of Banking and Finance,vol. 19,1005-1023。 |
65. | Persons, J. C.(1997)。“Heterogeneous Shareholders and Signaling with Share Repurchases,”。Journal of Corporate Finance,vol. 3,221-249。 |
66. | Tsetsekos, G. P.(1993)。“Valuation Effects of Open Market Stock Repurchase for Financially Weak Firms,”。Reviews of Financial Economics,vol. 2,29-42。 |
67. | Vermaelen, T.(1981)。“Common Stock Repurchase and Market Signaling,”。Journal of Financial Economic,vol. 9,139-183。 |