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題名:Aviation Incidents and Stock Market Reactions: An Empirical Study of China Airlines in Taiwan
書刊名:商略學報
作者:詹錦宏 引用關係吳政哲
作者(外文):Chan, Chin-horngWu, Cheng-jerg
出版日期:2012
卷期:4:1
頁次:頁41-58
主題關鍵詞:事件研究異常報酬飛機失事Event studyAbnormal returnAviation disaster
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 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:0
  • 共同引用共同引用:0
  • 點閱點閱:48
期刊論文
1.Chou, Pin-Huang、Tsai, Kun-Fang(1997)。Event Study Methodologies: The Case of Taiwan。Review of Securities and Futures Markets,9(2),1-27。  new window
2.McWilliams, Abigail、Siegel, Donald(1997)。Event studies in management research: theoretical and empirical issues。Academy of Management Journal,40(3),626-657。  new window
3.Bosch, J. C.、Eckard, W.、Singal, V.(1998)。The Competitive Impact of Air Crashes: Stock Market Evidence。Journal of Law and Economics,41,503-520。  new window
4.Fama, Eugene F.(19911200)。Efficient Capital Markets。Journal of Finance,46(5),1575-1617。  new window
5.Peterson, P. P.(1989)。Event Studies: A Review of Issues and Methodology。Quarter Journal of Business and Economics,28(3),36-66。  new window
6.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。  new window
7.George, Thomas J.、Hwang, Chuan-Yang(2004)。The 52-week High and Momentum Investing。Journal of Finance,59(5),2145-2176。  new window
8.Brown, Stephen J.、Warner, Jerold B.(1980)。Measuring security price performance。Journal of Financial Economics,8(3),205-258。  new window
9.Fama, Eugene F.、Fisher, Lawrence、Jensen, Michael C.、Roll, Richard J.(1969)。The adjustment of stock prices to new information。International Economic Review,10(1),1-21。  new window
10.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
11.Brown, Stephen J.、Warner, Jerold B.(1985)。Using Daily Stock Returns: The Case of Event Studies。Journal of Financial Economics,14(1),3-31。  new window
12.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
13.Hong, Harrison、Stein, Jeremy C.(1999)。A Unified Theory of Underreaction, Momentum Trading, and Overreacton in Asset Markets。Journal of Finance,54(6),2143-2184。  new window
14.Bradford, B. M.、Robison, H. D.(1997)。Abnormal Returns, Risk and Financial Statement Data: The Case of Iraqi Invasion of Kuwait。Journal of Economics and Business,49(2),193-204。  new window
15.Broder, I. E.、Morrall, J. F.(1991)。Incentives for Firms to Provide Safety : Regulatory Authority and Capital Market Reactions。Journal of Regulatory Economics,3(4),309-322。  new window
16.Bruning, E. R.、Kuzma, A. T.(1989)。Airline Accidents and Stock Return Performance。Logistics and Transportation Review,25(2),157-168。  new window
17.Chalk, A.(1986)。Market Forces and Aircraft Safety : The Case of the DC-10。Economic Inquiry,24(1),43-60。  new window
18.Barrett, W. B.、Heuson, A. J.、Kolb, R. W.、Schropp, G. H.(1987)。The Adjustment of Stock Prices to Completely Unanticipated Events。The Financial Review,22(4),345-354。  new window
19.Berry, M. A.、Gallinger, G. W.、Henderson, G. V. Jr.(1990)。Using Daily Stock Return in Event Studies and the Choice of Parametric versus Nonparametric Test Statistics。Quarterly Journal of Business and Economics,29(1),70-85。  new window
20.Borenstein, S.、Zimmerman, M. B.(1988)。Market Incentives for Safe Commercial Airline Operation。The American Economic Review,78(5),913-935。  new window
21.Chalk, A.(1987)。Market Forces and Commercial Aircraft Safety。The Journal of Industrial Economics,36(1),61-81。  new window
22.Chance, D. M.、Ferris, S. P.(1987)。The Effect of Aviation Disasters on the Air Transport Industry。Journal of Transport Economics and Policy,21(2),151-165。  new window
23.Daniel, K.、Hirshleifer, D.、Subrahmanyam, A.(1998)。Investors Psychology and Security Market Under- and Overreactions。Journal of Finance,53(6),1839-1885。  new window
24.Kritzman, M. P.(1994)。About Event Study。Financial Analysts Journal,50(6),17-20。  new window
25.Mackinlay, A. C.(1997)。Event Study in Economics and Finance。Journal of Economic Literature,35(1),13-39。  new window
26.Mansur, I.、Cochran, S. J.、Froio, G. L.(1989)。The Relationship between the Equity Return Levels of Airline Companies and Unanticipated Events : The Case of the 1979 DC-10 Grounding。Logistics and Transportation Review,25(4),355-365。  new window
 
 
 
 
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