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題名:以套利與避險觀點探討可轉換公司債發行之資訊內涵
書刊名:證券市場發展季刊
作者:張千雲 引用關係張眾卓 引用關係周建新 引用關係
作者(外文):Chang, Chien-yunChang, Chong-chuoChou, Jian-hsin
出版日期:2013
卷期:25:3=99
頁次:頁41-93
主題關鍵詞:可轉換公司債套利避險宣告效果Convertible bondArbitrageHedgingAnnouncement effect
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:37
  • 點閱點閱:85
期刊論文
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2.Alderson, M. J.、Betker, B- L.、Stock, D. R.(2006)。Investment and financing activity following calls of convertible bonds。Journal of Banking and Finance,30(3),895-914。  new window
3.Ambarish, R.、John, K.、Williams, J.(1987)。Efficient Signaling with Dividends and Investment。Journal of Finance,42(2),321-343。  new window
4.Ammann, M.、Fehr, M.、Seiz, R.(2006)。New evidence on the announcement effect of convertible and exchangeable bonds。Journal of Multinational Financial Management,16(1),43-63。  new window
5.Berglund, T.、Liljeblom, E.、Loflund, A.(1989)。Estimating betas on daily data for a small stock market。Journal of Banking and Finance,13(1),41-64。  new window
6.Berkovitch, E.、Kim, H. E.(1990)。Financial contracting and leverage induced over-and under-investment incentives。Journal of Finance,45(3),765-794。  new window
7.Billingsley, R. S.、Smith, D. M.(1996)。Why do firms issue convertible debt?。Financial Management,25(2),93-99。  new window
8.Brennan, M.、Schwartz, E.(1988)。The case for convertibles。Journal of Applied Corporate Finance,1(2),55-64。  new window
9.Burlacu, R.(2000)。New evidence on the pecking order hypothesis: The case of French convertible bonds。Journal of Multinational Financial Management,10(3),439-459。  new window
10.Chang, S. C.、Chen, S. S.、Liu, Y.(2004)。Why firms use convertibles: A further test of the sequential-financing hypothesis。Journal of Banking and Finance,28(5),1163-1183。  new window
11.Dimson, E.(1979)。Risk measurement when shares are subject of infrequent trading。Journal of Financial Economics,7(2),197-226。  new window
12.Heinkel, Robert(1982)。A theory of capital structure relevance under imperfect information。Journal of Finance,37(5),1141-1150。  new window
13.Ingersoll, J. E.(1977)。An examination of corporate call policies on convertible securities。Journal of Finance,32(2),463-478。  new window
14.Lewis, C. M.、Rogalski, R. J.、Seward, J. K.(1999)。Is convertible debt a substitute for straight debt or common equity?。Financial Management,28,5-27。  new window
15.Lee, Inmoo、Loughran, Tim(1998)。Performance following convertible bond issuance。Journal of Corporate Finance,4(2),185-207。  new window
16.Magennis, D.、Watts, E.、Wright, S.(1998)。Convertible notes: The debt versus equity classification problem。Journal of Multinational Financial Management,8(2/3),303-315。  new window
17.Mann, S. V.、Moore, W. T.、Ramanlal, P.(1999)。Timing of convertible debt issues。Journal of Business Research,45(1),101-105。  new window
18.Marsden, A.(1996)。Security price reaction to rights issues, an extension of the Myers and Majluf model。Research in Finance, supplement,2,119-141。  new window
19.Stulz, R. M.、Johnson, H.(1985)。An analysis of secured debt。Journal of Financial Economics,14(4),501-521。  new window
20.Suchard, J. A.(2007)。The impact of rights issues of convertible debt in Australian markets。Journal of Multinational Financial Management,17(3),187-202。  new window
21.Swaminathan, V.、Murshed, F.、Hulland, J.(2008)。Value creation following merger and acquisition announcements: The role of strategic emphasis alignment。Journal of Marketing Research,45(1),33-47。  new window
22.Zheng, S. X.、Ogden, J. P.、Jen, F. C.(2005)。Pursuing value through liquidity in IPOs: Underpricing, share retention, lockup, and trading volume relationships。reviews of Quantitative Finance and Accounting,25(3),293-312。  new window
23.Bechmann, K. L.(2004)。Short sales, price pressure, and the stock price response to convertible bond calls。Journal of Financial Markets,7(4),427-451。  new window
24.Kim, Y. O.(1990)。Informative conversion ratios: A signaling approach。Journal of Financial and Quantitative Analysis,25(2),229-243。  new window
25.Stein, J. C.(1992)。Convertible Bonds as Backdoor Equity Financing。Journal of Financial Economics,32(1),3-21。  new window
26.Dechow, Patricia M.、Hutton, Amy P.、Meulbroek, Lisa、Sloan, Richard G.(2001)。Short-Sellers, Fundamental Analysis, and Stock Returns。Journal of Financial Economics,61(1),77-106。  new window
27.Jones, Charles M.、Lamont, Owen A.(2002)。Short-sale constraints and stock returns。Journal of Financial Economics,66(2/3),207-239。  new window
28.Diether, Karl B.、Lee, Kuan H.、Werner, Ingrid M.(2007)。Short sale strategies and return predictability。Review of Financial Studies,22(2),575-607。  new window
29.Mayers, David(1998)。Why Firms Issue Convertible Bonds: The Matching of Financial and Real Investment Options。Journal of Financial Economics,47(1),83-102。  new window
30.Asquith, P.、Pathak, P.、Ritter, J.(2005)。Short interest, institutional ownership, and stork returns。Journal of Financial Economics,78(2),243-276。  new window
31.Flannery, M. J.(1986)。Asymmetric information and risky debt maturity choice。Journal of Finance,41(1),19-37。  new window
32.Green, Richard C.(1984)。Investment incentives, debt and warrants。Journal of Financial Economics,13(1),115-136。  new window
33.Cheng, Wei、Visaltanachoti, Nuttawat、Kesayan, Puspakaran(2005)。A stock market reaction following convertible bond issuance: Evidence from Japan。International Journal of Business,10(4),323-339。  new window
34.Comment, Robert、Jarrell, Gregg A.(1995)。Corporate focus and stock returns。Journal of Financial Economics,37(1),67-87。  new window
35.Stohs, M. H.、Mauer, D. C.(1996)。The determinants of corporate debt maturity structure。Journal of Business Finance & Accounting,69(3),279-312。  new window
36.Galai, D.、Masulis, R. W.(1976)。The option pricing model & the risk factor of stock。Journal of Financial Economics,3(1/2),53-81。  new window
37.Guedes, Jose、Opler, T.(1996)。The determinants of the maturity of corporate debt issues。Journal of Finance,51(5),1809-1833。  new window
38.Eckbo, B. E.、Masulis, R. W.(1992)。Adverse selection and the rights offer paradox。Journal of Financial Economics,32(3),292-332。  new window
39.Spiess, D. K.、Affleck-Graves, J.(19991000)。The Long-run Performance of Stock Returns Following Debt Offerings。Journal of Financial Economics,54(1),45-73。  new window
40.Kang, J. K.、Kim, Y. C.、Park, K. J.、Stulz, R. M.(1995)。An analysis of the wealth effects of Japanese offshore dollar-denominated convertible and warrant bond issues。Journal of Financial and Quantitative Analysis,30(2),257-270。  new window
41.Barclay, Michael J.、Smith, Clifford W. Jr.(1995)。The Maturity Structure of Corporate Debt。Journal of Finance,50(2),609-631。  new window
42.Kang, Jun-Koo、Stulz, René M.(1996)。How Different is Japanese Corporate Finance? An Investigation of the Information Content of New Security Issues。Review of Financial Studies,9(1),109-139。  new window
43.De Roon, Frans、Veld, Chris(1998)。Announcement effects of convertible bond loans and warrant-bond loans: An empirical analysis for the Dutch market。Journal of Banking and Finance,22(12),1481-1506。  new window
44.Dann, L. Y.、Mikkelson, W. H.(1984)。Convertible debt issuance, capital structure change and financing related information: Some new evidence。Journal of Financial Economics,13(2),157-186。  new window
45.Ross, S. A.(1977)。The determinants of financial structure: The incentive signaling approach。Bell Journal of Economics,8(1),23-40。  new window
46.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
47.Miller, Merton H.、Rock, Kevin(1985)。Dividend policy under asymmetric information。The Journal of Finance,40(4),1031-1051。  new window
48.Loughran, Tim、Ritter, Jay R.(1995)。The New Issues Puzzle。The Journal of Finance,50(1),23-51。  new window
49.Merton, Robert C.(1974)。On the Pricing of Corporate Debt: The Risk Structure of Interest Rates。The Journal of Finance,29(2),449-470。  new window
50.Harris, Milton、Raviv, Artur(1991)。The Theory of Capital Structure。The Journal of Finance,46(1),297-355。  new window
51.Boehme, Rodney D.、Danielsen, Bartley R.、Sorescu, Sorin M.(2006)。Short sale constraints, differences of opinion, and overvaluation。Journal of Financial and Quantitative Analysis,41(2),455-487。  new window
52.Stulz, René M.(1990)。Managerial Discretion and Optimal Financing Policies。Journal of Financial Economics,26(1),3-27。  new window
53.Myers, Stewart C.(1977)。Determinants of Corporate Borrowing。Journal of Financial Economics,5(2),147-175。  new window
54.Bernanke, Ben S.、Gertler, Mark(1989)。Agency Costs, Net Worth, and Business Fluctuations。The American Economic Review,79(1),14-31。  new window
55.Myers, Stewart C.、Majluf, Nicholas S.(1984)。Corporate Financing and Investment Decisions When Firms Have Information That Investor Do Not Have。Journal of Financial Economics,13(2),187-221。  new window
56.Scholes, Myron、Williams, Joseph T.(1977)。Estimating Betas from Nonsynchronous Data。Journal of Financial Economics,5(3),309-327。  new window
57.Ofek, Eli、Richardson, Matthew。DotCom Mania: The Rise and Fall of Internet Stock Prices。Journal of Finance,58(3),1113-1137。  new window
研究報告
1.Ho K.、Abhyanker, A.(2002)。Long-run abnormal performance following convertible security issues: New evidence from the U.K.。Warwick Business School, University of Warwick, U.K.。  new window
2.Lewis, C. M.、Rogalski, R. J.、Seward, J. K.(1994)。An empirical analysis of convertible debt financing by Nyse/Amex and Nasdaq firms。Vanderbilt University, Unite State。  new window
學位論文
1.Denhert, J.(1993)。The determinants of the size of equity issue announcement effects(博士論文)。University of New South Wales。  new window
2.Kwok, C.(1994)。A study of rights issues under asymmetric information(學士論文)。University of New South Wales。  new window
圖書
1.Cohen, K.、Maier, S.、Schwartz, R.、Whitcomb, D.(1986)。The Micro structure of Securities Markets。Englewood Cliffs, N. J:Prentice-Hall。  new window
2.Brealey, Richard A.、Myers, Stewart C.(1996)。Principles of Corporate Finance。New York:McGraw-Hill。  new window
單篇論文
1.Julio, B.,Kim, W.,Weisbach, M. S.(2008)。What determines the structure of corporate debt issues?,Dice Center WP, Fisher College of Business, U.K.。  new window
 
 
 
 
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