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題名:考慮信用評等、股權結構內生關係下的IPO期初報酬率
書刊名:證券市場發展季刊
作者:王元章 引用關係湯復評
作者(外文):Wang, Yung-jangTang, Fu-ping
出版日期:2013
卷期:25:3=99
頁次:頁1-39
主題關鍵詞:兩階段最小平方法信用評等股權結構IPO期初報酬率Two-stage least squaresCredit ratingsOwnership structureIPO initial returns
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(2) 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:2
  • 共同引用共同引用:63
  • 點閱點閱:74
期刊論文
1.An, H.、Chan, K. C.(2008)。Credit Ratings and IPO Pricing。Journal of Corporate Finance,14(5),584-595。  new window
2.Chalk, A.、Peavy, J.(1987)。Initial Public Offerings, Daily Return Offering Types and the Price Effect。Financial Analysts Journal,43(1),65-69。  new window
3.Filatotchev, I.、Bishop, K.(2002)。Board Composition, Share Ownership and Underpricing of U.K IPO Firms。Strategic Management Journal,23,941-955。  new window
4.Goh, J. C.、Ederington, L. H.(1993)。Is Bond Rating Downgrade Bad News, Good News, or No News for Stockholders?。Journal of Finance,14,595-606。  new window
5.Griffen, P. A.、Sanvicente, A. A.(1982)。Common Stock Returns and Rating Changes: A Methodological Comparsion。Journal of Finance,37,103-119。  new window
6.Hanley, K. W.(1993)。The Underpricing of Initial Public Offerings and the Partial Adjustment Pheomenon。Journal of Financial Economics,34,231-250。  new window
7.Ibbotson, R. G.(1975)。Price of Performance of Common Stock New Issue。Journal of Financial Economics,2,235-272。  new window
8.Imhoff E. A.(2003)。Accounting Quality, Auditing, and Corporate Governance。Accounting Horizons,17,117-128。  new window
9.Kao, Duen-Li(2000)。Estimating and Pricing Credit Risk: An Overview。Association for investment Management and Research,56,50-66。  new window
10.林象山、許清華(19970700)。新上市股承銷方式的選擇。中國財務學刊,5(1),19-41。new window  延伸查詢new window
11.Petty, J. W.、Scott, D. F.(1980)。The Heterogeneity of Corporate Liquidity: Industry and Risk Group Effects。Journal of Economics and Business,32,206-218。  new window
12.Platt, H. R.、Platt, M. B.(1990)。Development of Class of Stable Predictive Variables: The Case of Bankruptcy Prediction。Journal of Business Finance and Accounting,Spring,31-49。  new window
13.Xiang, H.、Zhang, P. E.(1996)。Agency Problems and Financial Contracting。Financial Management,41,126-139。  new window
14.Muscarella, C.、Vetsuypens, M.(1989)。A Simple Test of Baron's Model of IPO Underpricing。Journal of Financial Economics,24,125-136。  new window
15.Ogden, J. P.(1987)。Determinants of the Rating, and Yield on Corporate Bonds: Tests of the Contingent Claims Model。Journal of Financial Research,10,329-339。  new window
16.Grinblatt, M.、Hwang, C. Y.(198906)。Signaling and the Pricing of New Issues。Journal of Finance,44,393-420。  new window
17.Patton, A.、Baker, J. C.(1987)。Why Won't Directors Rock the Board?。Harvard Business Review,65(6),10-18。  new window
18.Lin, T. H.、Fok, R. C. W.(1997)。The Information Content of IPO Price Adjustment。International Journal of Finance,52,650-667。  new window
19.Downes, D. H.、Heinkel, R.(1982)。Signaling and the Valuation of Unseasoned New Issues。Journal of Finance,37,1-10。  new window
20.Holthausen, Robert W.、Leftwich, Richard W.(1986)。The effect of bond rating changes on common stock prices。Journal of Financial Economics,17(1),57-90。  new window
21.Baron, D. P.(1982)。A Model of the Demand for Investment Bank Advising and Distribution Services for New Issues。Journal of Finance,37(4),955-976。  new window
22.Booth, J. R.、Chua, L.(1996)。Ownership dispersion, costly information, and IPO under-pricing。Journal of Financial Economics,41(2),291-310。  new window
23.Bhojraj, S.、Sengupta, P.(2003)。Effect of corporate governance on bond ratings and yields: The role of institutional investors and the outside directors。The Journal of Business,76(3),455-475。  new window
24.Gentry, James A.、Newbold, Paul、Whitford, David T.(1987)。Funds Flow Components, Financial Rations, and Bankruptcy。Journal of Business Finance and Accounting,14(4),595-606。  new window
25.Chan, K. L.、Wang, J.、Wei, K. C. J.(2004)。Underpricing and long-term performance of IPOs in China。Journal of Corporate Finance,10(3),409-430。  new window
26.Cho, M. H.(1998)。Ownership Structure, Investment, and the Corporate Value: An Empirical Analysis。Journal of Financial Economics,47(1),103-121。  new window
27.馬黛、胡德中(20030400)。承銷配售機制之決定及其對IPO折價之影響:競價拍賣、詢價圈購與公開申購。財務金融學刊,11(1),1-40。new window  延伸查詢new window
28.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
29.陳安琳、李文智、林宗源(19990100)。新上市公司股票之發行折價--代理成本與公司控制之研究。中國財務學刊,6(3),1-23。new window  延伸查詢new window
30.Leland, Hayne E.、Pyle, D. H.(1977)。Information asymmetries, financial structure and financial intermediation。Journal of Finance,32,371-387。  new window
31.Aggarwal, Reena、Rivoli, Pietra(1990)。Fads in the initial public offering market?。Financial Management,19(4),45-57。  new window
32.Carter, Richard R.、Manaster, Steven(1990)。Initial Public Offerings and Underwriter Reputation。The Journal of Finance,45(4),1045-1067。  new window
33.Tinic, Seha M.(1988)。Anatomy of Initial Public Offerings of Common Stock。Journal of Finance,43(4),789-822。  new window
34.Rock, Kevin(1986)。Why New Issues Are Underpriced?。Journal of Financial Economics,15(1/2),187-212。  new window
35.Ritter, Jay R.、Welch, Ivo(2002)。A Review of IPO Activity, Pricing, and Allocations。The Journal of Finance,57(4),1795-1828。  new window
36.Logue, Dennis E.(1973)。On the Pricing of Unseasoned Equity Issues: 1965-1969。Journal of Financial and Quantitative Analysis,8(1),91-103。  new window
37.Ashbaugh-Skaife, Hollis D.、Collins, Daniel W.、LaFond, Ryan(2006)。The Effects of Corporate Governance on Firms' Credit Ratings。Journal of Accounting and Economics,42(1/2),203-243。  new window
38.Mandelker, Gershon N.、Agrawal, Anup(1990)。Large Shareholders and the Monitoring of Managers: The Case of Antitakeover Charter Amendments。Journal of Financial and Quantitative Analysis,25(2),143-161。  new window
39.Shleifer, Andrei、Vishny, Robert W.(1986)。Large shareholders and corporate control。Journal of Political Economy,94(3 Part 1),461-488。  new window
40.Ritter, Jay R.(1991)。The Long-run Performance of Initial Public Offerings。Journal of Finance,46(1),3-27。  new window
41.Ritter, Jay R.(1984)。The "Hot Issue" Market of 1980。Journal of Business,57(2),215-240。  new window
42.Welch, Ivo(1989)。Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings。Journal of Finance,44(2),421-449。  new window
43.La Porta, Rafael、López-de-Silanes, Florencio、Shleifer, Andrei(1999)。Corporate ownership around the world。Journal of Finance,54(2),471-517。  new window
44.Yermack, David(1996)。Higher market valuation of companies with a small board of directors。Journal of Financial Economics,40(2),185-211。  new window
45.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
46.Zahra, S. A.、Pearce, J. A. II(1989)。Boards of directors and corporate financial performance: a review and integrative model。Journal of Management,15(2),291-334。  new window
47.Duggal, Rakesh、Millar, James A.(1999)。Institutional Ownership and Firm Performance: The Case of Bidder Returns。Journal of Corporate Finance,5(2),103-117。  new window
48.Fama, Eugene F.(1980)。Agency Problems and the Theory of the Firm。Journal of Political Economy,88(2),288-307。  new window
49.Pound, John(1988)。Proxy contests and the efficiency of shareholder oversight。Journal of Financial Economics,20(1/2),237-265。  new window
50.Jensen, Michael C.、Ruback, Richard S.(1983)。The market for corporate control: The scientific evidence。Journal of Financial Economics,11(1-4),5-50。  new window
51.Jensen, Michael C.(1993)。The modern industrial revolution, exit, and the failure of internal control systems。The Journal of Finance,48(3),831-880。  new window
52.Shleifer, Andrei、Vishny, Robert W.(1997)。A survey of corporate governance。The Journal of Finance,52(2),737-783。  new window
53.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
54.Jensen, Michael C.、Meckling, William H.(1976)。Theory of the firm: Managerial behavior, agency costs and ownership structure。Journal of Financial Economics,3(4),305-360。  new window
55.Cheng, L. T. W.、Chan, K. C.、Mak, B. S. C.(2005)。Strategic Share Allocation and Underpricings of IPOs in Hong Kong。International Business Review,14,41-59。  new window
56.Allen, F.、Faulhaber, G. R.(1989)。Signaling by Underpricing in the IPOs Market。Journal of Financial Economics,23,303-323。  new window
研究報告
1.Liu, Y.、Malatesta, P.(2006)。Credit Ratings and the Pricing of Seasoned Equity Offerings。University of Washington。  new window
學位論文
1.劉佳振(2005)。新上市上櫃公司信用評等之研究(碩士論文)。東吳大學。  延伸查詢new window
圖書
1.Berle, Adolf Augustus Jr.、Means, Gardiner C.(1932)。The Modern Corporation and Private Property。Macmillan Publishing Company。  new window
2.Bacon, Jeremy(1973)。Corporate Directorship Practices: Membership and Committees of The Board。The Conference Board。  new window
 
 
 
 
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