Limited Attention and Annual Earnings Announcements__臺灣人文及社會科學引文索引資料庫

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題名：	Limited Attention and Annual Earnings Announcements
書刊名：	經濟論文
作者：	吳貞慧／吳欽杉／劉維琪
作者(外文)：	Wu, Chen-hui／Wu, Chin-shun／Liu, Victor W.
出版日期：	2010
卷期：	38:3
頁次：	頁413-457
主題關鍵詞：	行為財務；資訊科技；有限注意力；Behavioral finance；Information technology；Limited attention
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:24

期刊論文
1.	Lee, C. M. C.(1992)。“Earnings News and Small Traders,”。Journal of Accounting and Economics，15，265–302。
2.	Hirshleifer, David、Hou, Kewei、Teoh, Siew H.、Zhang, Yinglei(2004)。Do Investors Overvalue Firms with Bloated Balance Sheets?。Journal of Accounting & Economics，38，297-331。
3.	Begley, J.、Fischer, P. E.(1998)。Is There Information in an Earnings Announcement Delay?。Review of Accounting Studies，3(4)，347-363。
4.	Bamber, L. S., O. E. Barron, and T. L. Stober(1997)。“Trading Volume and Different Aspects of Disagreement Coincident with Earnings Announcements,”。Accounting Review，72，575–597。
5.	Hirshleifer, David、Lim, Sonya S.、Teoh, Siew H.(2009)。Driven to Distraction: Extraneous Events and Underreaction to Earnings News。Journal of Finance，64(5)，2287-2325。
6.	Lee, Yi-Tsung、Fok, Robert C. W.、Liu, Yu-Jane(2001)。Explaining Intraday Pattern of Trading Volume from the Order Flow Data。Journal of Business Finance and Accounting，28(1/2)，199-230。
7.	Grullon, G.、Kanatas, G.、Weston, J. P.(2004)。Advertising, Breadth of Ownership, and Liquidity。The Review of Financial Studies，17(2)，439-461。
8.	Bamber, Linda S.、Cheon, Youngsoon(1995)。Differential price and volume reactions to accounting earnings announcements。The Accounting Review，70(3)，417-441。
9.	Givoly, D.、Palmon, D.(1982)。Timeliness of Annual Earnings Announcements: Some Empirical Evidence。Accounting Review，57(3)，486-508。
10.	Chambers, Anne E.、Penman, Stephen H.(1984)。Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements。Journal of Accounting Research，22(1)，21-47。
11.	Dhaliwal, D. S.、Lee, K. J.、Fargher, N. L.(1991)。The association between unexpected earnings and abnormal security returns in the presence of financial leverage。Contemporary Accounting Research，8(1)，20-41。
12.	Bernard, V. L.(1987)。Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research。Journal of Accounting Research，25(1)，1-48。
13.	Ramnath, Sundaresh(2002)。Investor and analyst reactions to earnings announcements of related firms: an empirical analysis。Journal of Accounting Research，40(5)，1351-1376。
14.	Skinner, Douglas J.(1994)。Why firms voluntarily disclose bad News?。Journal of Accounting Research，32(1)，38-60。
15.	Foster, G.(1981)。Intra-industry information transfers associated with earnings releases。Journal of Accounting and Economics，3(3)，201-232。
16.	Freeman, R. N.(1987)。The Association between Accounting Earnings and Security Returns for Large and Small Firms。Journal of Accounting and Economics，9(2)，195-228。
17.	Atiase, Rowland Kwame(1985)。Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements。Journal of Accounting Research，23(1)，21-36。
18.	MacKinlay, A. Craig(1997)。Event Studies in Economics and Finance。Journal of Economic Literature，35(1)，13-39。
19.	Kross, William、Schroeder, Douglas A.(1984)。An Empirical Investigation of the Effect of Quarterly Earnings Announcement Timing on Stock Returns。Journal of Accounting Research，22(1)，153-176。
20.	Bamber, L. S.(19870700)。Unexpected earnings, firm size, and trading volume around quarterly earnings announcements。The Accounting Review，62(3)，510-532。
21.	Holthanse, Robert W.、Verrecchia, Robert E.(1990)。The effect of informedness and consensus on price and volume behavior。The Accounting Review，65(1)，191-208。
22.	Hong, Harrison、Stein, Jeremy C.(2007)。Disagreement and the Stock Market。Journal of Economic Perspectives，21(2)，109-128。
23.	Kim, Oliver、Verrecchia, Robert E.(1991)。Trading Volume and Price Reactions to Public Announcements。Journal of Accounting Research，29(2)，302-321。
24.	Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance，51(5)，1681-1713。
25.	Heckman, James Joseph(1979)。Sample Selection Bias as a Specification Error。Econometrica: Journal of the Econometric Society，47(1)，153-162。
26.	Merton, Robert C.(1987)。A simple model of capital market equilibrium with incomplete information。The Journal of Finance，42(3)，483-510。
27.	Hirshleifer, David、Teoh, Siew Hong(2003)。Limited attention, information disclosure, and financial reporting。Journal of Accounting and Economics，36(1-3)，337-386。
28.	Billings, Bruce K.(1999)。Revisiting the relation between the default risk of debt and the earnings response coefficient。The Accounting Review，74(4)，509-522。
29.	Barber, Brad M.、Odean, Terrance(2008)。All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors。Review of Financial Studies，21(2)，785-818。
30.	Odean, Terrance(1999)。Do Investors Trade too Much?。American Economic Review，89(5)，1279-1298。
31.	Asthana, S. C. and S. Balsam(2001)。“The Effect of EDGAR on the Market Reaction to 10-KFilings,”。Journal of Accounting and Public Policy，20，349–372。
32.	Asthana, S. C., S. Balsam, and S. Sankaraguruswamy(2004)。“Differential Response of Small versus Large Investors to 10-K Filings on EDGAR,”。Accounting Review，79，571–589。
33.	Bagnoli, M.,W. Kross, and S. G. Watts(2002)。“The Information in Management’s Expected Earnings Report Date: A Day Late, a Penny Short,”。Journal of Accounting Research，40，1275–1295。
34.	Corwin, S. A.、Coughenour, J. F.(2008)。Limited Attention and the Allocation of Effort in Securities Trading。The Journal of Finance，63(6)，3031-3067。
35.	Cready, W. M. and P. G. Mynatt(1991)。“The Information Content of Annual Reports: A Price and Trading Response Analysis,”。Accounting Review，66，291–312。
36.	Della Vigna, S. and J. M. Pollet(2009)。“Investor Inattention, Firm Reaction, and Friday Earnings Announcements,”。Journal of Finance，64，709–749。
37.	Dey, M. K. and B. Radhakrishna(2007)。“Who Trades around Earnings Announcements? Evidence from TORQ Data,”。Journal of Business Finance and Accounting，34，269–291。
38.	Dhaliwal, D. S. and S. S. Reynolds(1994)。“The Effect of the Default Risk of Debt on the Earnings Response Coefﬁcient,”。Accounting Review，69，412–419。
39.	Easton, P. D. and M. E. Zmijewski(1993)。“SEC Form 10-K/10-Q Reports and Annual Reportsto Shareholders: Reporting Lags and Squared Market Model Prediction Errors,”。Journal of Accounting Research，31，113–129。
40.	Freeman, R. N. and S. Tse(1992)。“An Earnings Prediction Approach to Examining Intercompany Information Transfer,”。Journal of Accounting and Economics，15，509–523。
41.	Grifﬁn P. A.(2003)。“Got Information? Investor Response to Form 10-K and Form 10-QEDGAR Filings,”。Review of Accounting Studies，8，433–460。
42.	Kross, W.(1981)。Earnings and Announcement Time Lag。Journal of Business Research，9，267-281。
43.	Lin, Y.-M. and H.-W. Wang(2004)。“Accounting Earnings, Analysts’ Forecasts of Earnings,and Agency Cost in Equity Valuation,”。Review of Securities and Futures Markets，16，41–82。
44.	Newey, W. and K. West(1987)。“A Simple Positive Semi-Deﬁnite Heteroscedasticity and Autocorrelation Consistent Covariance Matrix,”。Econometrica，55，703–708。
45.	Peng, L. and W. Xiong(2006)。“Investor Attention, Overconﬁdence and Category Learning,”。Journal of Financial Economics，80，563–602。
46.	Qi, D., W. Wu, and I. M. Haw(2000)。“The Incremental Information Content of SEC 10-KReports Filed under the EDGAR System,”。Journal of Accounting, Auditing and Finance，15，25–46。
47.	Rohrbach, K. and R. Chandra(1989)。“The Power of Beaver’s U against a Variance Increase in Market Model Residuals,”。Journal of Accounting Research，27，145–155。
48.	Seasholes, M. S. and G. Wu(2007)。“Predictable Behavior, Proﬁts, and Attention,”。Journal of Empirical Finance，14，590–610。
49.	Simon, H. A.(1956)。Rational Choice and the Structure of Environment。Psychological Review，63，129-138。
50.	Simon, H. A.(1978)。Rationality as Process and as Product of a Thought。American Economic Review，68，1-16。
51.	Stice, E. K.(1991)。“The Market Reaction to 10-K and 10-Q Filings and to Subsequent the Wall Street Journal Earnings Announcements,”。Accounting Review，66，42–55。
52.	Thomas, J. and F. Zhang(2008)。“Overreaction to Intra-Industry Information Transfers?”。Journal of Accounting Research，46，909–940。
53.	Verrecchia, R. E.(1981)。“On the Relationship between Volume Reaction and Consensus of Investors: Implications for Interpreting Tests of Information Content,”。Journal of Accounting Research，19，271–283。
54.	Yu, C.-H. and B.-S. Hong(2006)。“Analysts Earnings Forecast-Firm Attributes Preferences and Market Response to Earnings Forecast Revision,”。Review of Securities and Future Markets，18，41–78。

研究報告
1.	Hirshleifer, D., S. Lim, and S. H. Teoh(2002)。“Disclosure to a Credulous Audience: The Role of Limited Attention,”。
2.	Hirshleifer, D. and S. H. Teoh(2006)。“Limited Investor Attention and Stock Market Misreactions to Accounting Information,”。
3.	Sun, Q.(2006)。“The Timing of Earnings Announcements and Market Response to Earnings News,”。

圖書
1.	Gujarati, Damodar N.(2003)。Basic Econometrics。Boston, MA：McGraw-Hill。
2.	Beaver, W. H.(1998)。Financial Reporting: An Accounting Revolution。Prentice Hall。
3.	Kahneman, Daniel(1973)。Attention and effort。Englewood Cliffs, New Jersey：Prentice Hall。
4.	Milliken, B. and S. Tipper(1998)。“Attention and Inhibition,”。Attention。Hove, East Sussex, UK。

圖書論文
1.	Elster, J.(1998)。Introduction。Deliberative Democracy。NY：Cambridge University Press。

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