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題名:公司減資宣告對市場微結構之衝擊
書刊名:證券市場發展季刊
作者:王元章 引用關係黃永成 引用關係
作者(外文):Wang, Yung-jangHuang, Yung-cheng
出版日期:2013
卷期:25:1=97
頁次:頁27-65
主題關鍵詞:現金減資彌補虧損減資市場微結構流動性波動性市場效率性Capital reductionMarket microstructureLiquidityVolatilityMarket efficiency股票市場
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(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:19
  • 點閱點閱:50
期刊論文
1.陳妙真(20070200)。企業減資後增資目的之探討。華南金控,50,7-12。  延伸查詢new window
2.黃德芬、盧素蓮(20030300)。公司減資外一章--減資返還股款之策略運用。會計研究月刊,208,89-94。  延伸查詢new window
3.Han, K. C.(1995)。The Effects of Reverse Splits on the Liquidity of the Stock。Journal of Financial and Quantitative Analysis,30(1),159-169。  new window
4.He, Y.、Wu, C.(2005)。The Effects of Decimalization on Return Volatility Components, Serial Correlation, and Trading Costs。The Journal of Financial Research,28(1),77-96。  new window
5.Ho, C. C.、Lee, C. C.、Lee, C. T.、Wang, C. E.(2005)。Liquidity, Volatility and Stock Price Adjustment: Evidence from Seasoned Equity Offerings in an Emerging Market。Review of Pacific Basin Financial Markets and Policies,8(1),31-51。  new window
6.Hwang, C. Y.(1995)。Microstructure and Reverse Stock Splits。Review of Quantitative Finance and Accounting,5,169-177。  new window
7.Radcliffe, R. C.、Gillespie, W. B.(1979)。The Price Impact of Reverse Splits。Financial Analysts Journal,6(1),63-67。  new window
8.Spudeck, R. E.、Moyer, R. C.(1985)。Reverse Splits and Shareholder Wealth: The Impact of Commissions。Financial Management,14(4),52-56。  new window
9.Woolridge, J. R.、Chambers, D. R.(1983)。Reverse Splits and Shareholder Wealth。Financial Management,12(3),5-15。  new window
10.王元章、張巧宜(20061200)。資訊不對稱、非平衡買賣單與資本支出宣告。證券市場發展,18(4)=72,103-139。new window  延伸查詢new window
11.Illueca, M.、Lafuente, J. A.(2006)。New Evidence on Expiration-Day Effects Using Realized Volatility: An Intraday Analysis for The Spanish Stock Exchange。The Journal of Futures Markets,26(9),923-938。  new window
12.Lamoureux, Christopher G.、Poon, Percy(19871200)。The Market Reaction to Stock Splits。The Journal of Finance,42(5),1347-1370。  new window
13.黃玉娟、陳培林、鄭堯任(20070400)。交易機制改變對市場績效之影響:透明度與撮合頻率之探討。證券市場發展,19(1)=73,133-158。new window  延伸查詢new window
14.Andersen, Torben G.、Bollerslev, Tim、Diebold, Francis X.、Labys, Paul(2003)。Modeling and forecasting realized volatility。Econometrica,71(2),579-625。  new window
15.Lang, L. H. P.、Lee, Y. T.(1999)。Performance of various transaction frequencies under call markets: The case of Taiwan。Pacific-Basin Finance Journal,7(1),23-39。  new window
16.Benston, George J.、Hagerman, Robert L.(1974)。Determinants of bid-asked spreads in the over-the-counter market。Journal of Financial Economics,1(4),353-364。  new window
17.Grinblatt, Mark S.、Masulis, Ronald W.、Titman, Sheridan(1984)。The Valuation Effects of Stock Splits and Stock Dividends。Journal of Financial Economics,13(4),461-490。  new window
18.Kaul, Gautam、Nimalendran, M.(1990)。Price Reversals: Bid-ask Errors or Market Overreaction?。Journal of Financial Economics,28(1/2),67-93。  new window
19.Amihud, Y.、Mendelson, H.(1990)。Volatility, Efficiency and Trading: Evidence From the Japanese Stock Market。The Journal of Finance,46(5),1765-1789。  new window
20.Roll, Richard(1984)。A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market。Journal of Finance,39(4),1127-1139。  new window
21.Pagano, Marco、Röell, Ailsa(1996)。Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading。Journal of Finance,51(2),579-611。  new window
22.Copeland, Thomas E.、Galai, Dan(1983)。Information Effects on the Bid-ask Spread。The Journal of Finance,38(5),1457-1469。  new window
23.Kim, Oliver、Verrecchia, Robert E.(1994)。Market Liquidity and Volume around Earnings Announcements。Journal of Accounting & Economics,17(1/2),41-67。  new window
24.Lo, Andrew W.、MacKinlay, A. Craig(1990)。When Are Contrarian Profits Due to Stock Market Overreaction?。The Review of Financial Studies,3(2),175-205。  new window
25.Stoll, H. R.(1978)。The Pricing of Security Dealer Services: An Empirical Study of Nasdaq Stocks。The Journal of Finance,33(4),1153-1172。  new window
26.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
學位論文
1.林雅玲(1999)。台灣證券交易所與證券櫃檯買賣中心日內價格發現之比較--以現金增資宣告為例(碩士論文)。高雄第一科技大學。  延伸查詢new window
2.施俊廷(2005)。公司減資宣告與增資私募對股價 影響之比較研究(碩士論文)。國立成功大學。  延伸查詢new window
3.黃銘申(2002)。買賣價差、流動性與流動性風險(碩士論文)。國立中興大學。  延伸查詢new window
4.呂佳真(2002)。臺灣上市公司減資資訊內涵之研究(碩士論文)。銘傳大學,台北市。  延伸查詢new window
5.吳桂銀(2005)。不同類型減資減資事件之實證研究(碩士論文)。中原大學。  延伸查詢new window
6.李陸德(2005)。企業辦理現金減資之個案研究(碩士論文)。國立政治大學。  延伸查詢new window
7.林寶珍(2003)。上市公司減資方式與其股價異常報酬關係之研究(碩士論文)。東吳大學。  延伸查詢new window
8.邱繼毅(2004)。我國上市櫃公司減資行為之資訊內涵實證研究(碩士論文)。國立中正大學,嘉義縣。  延伸查詢new window
9.吳芬蘭(1999)。盈餘與投資宣告前後之日內買賣價差變化(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
 
 
 
 
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