:::

詳目顯示

回上一頁
題名:經濟預測對臺灣產業加權指數報酬率影響之事件研究
書刊名:應用經濟論叢
作者:胡均立 引用關係張子溥 引用關係周雨田 引用關係張嘉文
作者(外文):Hu, Jin-liChang, Tzu-puChou, Ray Yeu-tienChang, Chia-wen
出版日期:2013
卷期:94
頁次:頁1-37
主題關鍵詞:經濟預測事件研究法異常報酬事件引發的波動Economic forecastingEvent-study approachAbnormal returnEvent-induced volatility
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:6
  • 點閱點閱:24
期刊論文
1.Chen, Ming-Hsiang、Jang, Soo Cheong Shawn、Kim, Woo Gon(2007)。The Impact of the SARS Outbreak on Taiwanese Hotel Stock Performance: An Event-Study Approach。International Journal of Hospitality Management,26(1),200-212。  new window
2.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。  new window
3.Brenner, M.(197909)。The sensitivity of the efficient market hypothesis to alternative specifications of the market model。Journal of Finance,34,915-929。  new window
4.Bomfim, A. N.(2003)。Pre-announcement Effects, News Effects, and Volatility: Monetary Policy and the Stock Market。Journal of Banking and Finance,27(1),133-151。  new window
5.Balaban, E.、Constantinou, C. T.(2006)。Volatility Clustering and Event-induced Volatility: Evidence from UK Mergers and Acquisitions。European Journal of Finance,12(5),449-453。  new window
6.Brockett, P. L.、Chen, H. M.、Garven, J. R.(1999)。A New Stochastically Flexible Event Methodology with Application to Proposition 103。Insurance: Mathematics and Economics,25(2),197-217。  new window
7.Demirer, R.、Kutan, A. M.(2010)。The Behavior of Crude Oil Spot and Futures Prices around OPEC and SPR Announcements: An Event Study Perspective。Energy Economics,32,1467-1476。  new window
8.Im, K. S.、Dow, K. E.、Grover, V.(2001)。Research Report: A Reexamination of IT Investment and the Market Value of the Firm―An Event Study Methodology。Information Systems Research,12,103-117。  new window
9.Miyajima, H.、Yafeh, Y.(2007)。Japan's Banking Crisis: An Event-study Perspective。Journal of Banking and Finance,31,2866-2885。  new window
10.Savickas, R.。Event-induced Volatility and Tests for Abnormal Performance。Journal of Financial Research,26,165-178。  new window
11.Austin, D. H.(1993)。An Event-study Approach to Measuring Innovative Output: The Case of Biotechnology。American Economic Review,83(2),253-258。  new window
12.Corrado, C. J.(1989)。A Nonparametric Test for Abnormal Security Price Performance in Event Studies。Journal of Financial Economics,23(2),385-395。  new window
13.徐志宏(20120300)。臺灣第12次景氣循環谷底之認定。經濟研究,12,1-44。new window  延伸查詢new window
14.Beaver, William H.(1968)。The Information Content of Annual Earnings Announcement。Journal of Accounting Research,6(Suppl.),67-92。  new window
15.Engle, R. F.(1982)。Autoregressive Conditional Heteroske- dasticity with Estimates of the Variance of U.K. Inflation。Econometrica,50(4),987-1008。  new window
16.Zakoian, Jean-Michel(1994)。Threshold Heteroskedastic Models。Journal of Economic Dynamics and Control,18(5),931-955。  new window
17.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
18.Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics,6(2),461-464。  new window
19.Ball, Ray、Brown, Philip(1968)。An Empirical Evaluation of Accounting Income Numbers。Journal of Accounting Research,6(2),159-178。  new window
20.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。  new window
21.Akgiray, Vedat(1989)。Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts。The Journal of Business,62(1),55-80。  new window
22.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
23.Brown, Stephen J.、Warner, Jerold B.(1980)。Measuring security price performance。Journal of Financial Economics,8(3),205-258。  new window
24.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
25.Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics,2(2),111-120。  new window
26.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance,19(3),425-442。  new window
27.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
28.Nelson, Daniel B.(1991)。Conditional Heteroskedasticity in Asset Returns: A New Approach。Econometrica: Journal of the Econometric Society,59(2),347-370。  new window
29.Glosten, Lawrence R.、Jagannathan, Ravi、Runkle, David E.(1993)。On the Relation Between the Expected Value and the Volatility on the Nominal Excess Returns on Stocks。Journal of Finance,48(5),1779-1801。  new window
圖書
1.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
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top