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題名:建構移動視窗探討內線交易對購回股票宣告之影響
書刊名:中山管理評論
作者:王朝仕 引用關係陳振遠 引用關係陳振宇 引用關係張眾卓 引用關係
作者(外文):Wang, Chao-shiChen, Roger C. Y.Chen, Chen-yuChang, Chong-chuo
出版日期:2011
卷期:19:3
頁次:頁633-664
主題關鍵詞:移動視窗購回股票內線交易績效Moving-windowShare repurchaseInsider tradingPerformance
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(1) 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:1
  • 共同引用共同引用:181
  • 點閱點閱:111
期刊論文
1.Brenner, Menachem(1979)。The Sensitivity of the Efficient Market Hypothesis to Alternative Specifications of the Market Model。The Journal of Finance,34(4),915-929。  new window
2.陳振遠、王朝仕、陳振宇(20110100)。以買方與賣方觀點探討內線交易對股票價量之影響。管理評論,30(1),77-94。new window  延伸查詢new window
3.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
4.Gurel, E.、Harris, L.(1986)。Price and Volume Effects Associated with Changes in the S&P 500 List: New evidence for the Existence of Price Pressure。The Journal of Finance,41(4),815-829。  new window
5.Lee, D. Scott、Mikkelson, Wayne H.、Partch, M. Megan(1992)。Managers' Trading around Stock Repurchases。Journal of Finance,47(5),1947-1961。  new window
6.Core, J. E.、Richardson, S. A.、Verdi, R. S.、Guay, W. R.(2006)。Stock Market Anomalies: What Can We Learn from Repurchases and Insider Trading。Review of Accounting Studies,11(1),49-70。  new window
7.Kracher, B.、Johnson, R. R.(1997)。Repurchase Announcements, Lies and False Signals。Journal of Business Ethics,16(15),1677-1685。  new window
8.Asquith, P.、Mullins, D. W.(1986)。Signaling with dividends, stock repurchases and equity issues。Financial Management,15(3),27-44。  new window
9.Lin, Ji-Chai、Howe, John S.(1990)。Insider Trading in the OTC Market。Journal of Finance,45(4),1273-1284。  new window
10.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
11.周賓凰、蔡坤芳(19970400)。臺灣股市日資料特性與事件研究法。證券市場發展,9(2)=34,1-27。new window  延伸查詢new window
12.Seyhun, H. Nejat(1986)。Insiders' profits, costs of trading, and market efficiency。Journal of Financial Economics,16(2),189-212。  new window
13.Bagwell, Laurie Simon(1992)。Dutch Auction Repurchases: An Analysis of Shareholder Heterogeneity。Journal of Finance,47(1),71-105。  new window
14.Brown, David T.、Ryngaert, Michael D.(1991)。The Determinants of Tendering Rates in Interfirm and Self-Tender Offers。Journal of Business,65(4),529-556。  new window
15.Dann, Larry Y.(1981)。Common Stock Repurchases: An Analysis of Returns to Stockholders and Bondholders。Journal of Financial Economics,9(2),113-138。  new window
16.Vermaelen, Theo(1981)。Common Stock Repurchases and Market Signalling: An Empirical Study。Journal of Financial Economics,9(2),139-183。  new window
17.陳振遠、張眾卓、王朝仕、莊博勝(20090900)。庫藏股購回宣告後長期績效與影響因素之研究。輔仁管理評論,16(3),23-57。new window  延伸查詢new window
18.Comment, Robert、Jarrell, Gregg A.(1991)。The relative signaling power of Dutch-auction and fixed-price self-tender offers and open-market share repurchases。Journal of Finance,46(4),1243-1271。  new window
19.McNally, William J.(1999)。Open Market Stock Repurchase Signaling。Financial Management,28(2),55-67。  new window
20.Raad, E.、Wu, H. K.(1995)。Insider trading effects on stock returns around open-market stock repurchase announcements: An empirical study。Journal of Financial Research,18(1),45-57。  new window
21.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
22.陳安琳、黎萬琳、陳振遠(20010400)。成長潛力、內部人交易與現金增資之宣告效果。中國財務學刊,9(1),1-25。new window  延伸查詢new window
23.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。new window  延伸查詢new window
24.徐啟升、李淯靖(20080600)。臺灣併購公司之股票長期績效分析。證券市場發展,20(2)=78,41-74。new window  延伸查詢new window
25.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
26.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。new window  延伸查詢new window
27.Stephens, Clifford P.、Weisbach, Michael S.(1998)。Actual share reacquisitions in open market repurchase programs。Journal of Finance,53(1),313-333。  new window
28.Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。  new window
29.Brav, Alon、Graham, John R.、Harvey, Campbell R.、Michaely, Roni(2005)。Payout policy in the 21st century。Journal of Financial Economics,77(3),483-527。  new window
30.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。new window  延伸查詢new window
31.Aboody, David、Lev, Baruch(2000)。Information Asymmetry, R&D, and Insider Gains。Journal of Finance,55(6),2747-2766。  new window
32.Jaffe, Jeffrey F.(1974)。Special information and insider trading。Journal of Business,47(3),410-428。  new window
33.Dittmar, Amy K.(2000)。Why Do Firms Repurchase Stock?。The Journal of Business,73(3),331-355。  new window
34.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
35.Marin, Jose M.、Olivier, Jacques P.(2008)。The Dog That Did Not Bark: Insider Trading and Crashes。Journal of Finance,63(5),2429-2476。  new window
36.郭敏華、洪舒雯(20030600)。內部人持股變動與庫藏股宣告效果。臺灣金融財務季刊,4(2),81-102。new window  延伸查詢new window
37.Jensen, Michael C.(1986)。Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers。The American Economic Review,76(2),323-329。  new window
38.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
39.Rosenberg, Barr、Reid, Kenneth、Lanstein, Ronald(1985)。Persuasive evidence of market inefficiency。Journal of Portfolio Management,11(3),9-16。  new window
40.周賓凰、劉怡芬(20000400)。臺灣股市橫斷面報酬解釋因子:特徵、單因子、或多因子?。證券市場發展季刊,12(1)=45,1-32。new window  延伸查詢new window
41.洪振虔、吳欽杉、陳安琳(2002)。非理性投資股票長期績效分析。證券市場發展季刊,20(2),41-74。  延伸查詢new window
42.賴英照(2005)。論內線交易之內部關係人。法官協會雜誌,7(2),21-31。  延伸查詢new window
43.Bagwell, L. S.(1991)。Share Repurchases and Takeover Deterrence。RAND Journal of Economics,22(1),72-88。  new window
44.Brown, S. J.、Warner, J. B.(1985)。Using Daily Stock Retums: the Case of Event Study。Journal of Financial Economics,14(1),3-31。  new window
45.Carlton, D. W.、Fischel, D. R.(1983)。the REgulation of Insider Trading。Stanford Law Review,35(5),857-895。  new window
46.Singh, H.、Agarwal, M.(2006)。Merger Announcements and Insider Trading Activity in India: an Empirical Investigation。Investment Management and Financial Innovations,3(3),140-154。  new window
研究報告
1.Opler, T.、Sheridan, T.(1996)。The debt-equity choice: An analysis of issuing firms。Columbus:Ohio State University。  new window
2.Jolls, C.(1996)。The Role of Compensation in Explaining the Stock=Repurchase Puzzle。  new window
3.Dunsby, A.(1994)。Share Repurchases, Dividends, and Corporate Distribution Policy。  new window
圖書
1.Manne, Henry G.(1966)。Insider Trading and the Stock Market。New York:The Free Press。  new window
2.沈中華、李建然(2000)。事件研究法--財務與會計實證研究必備。華泰文化事業公司。  延伸查詢new window
3.Macey, J. R.(1991)。Insider Trading: Economics, Politics, and Policy。Washington, DC:The AEI Press。  new window
 
 
 
 
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